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Articulating China's Science and Technology: Knowledge Collaboration Networks Within and Beyond the Yangtze River Delta Megalopolis in China
urban network publication patent scale gateway Yangtze River Delta (YRD)
2018/4/3
In this paper, we reconsider the defining but often overlooked ‘hinge’ function of megalopolises by analyzing how megalopolises have articulated national and international urban systems in the context...
Watershed land use and river engineering drive wetland formation and loss in the Mississippi River birdfoot delta
Watershed land Mississippi River birdfoot delta
2014/4/4
The Mississippi River basin was developed for agriculture at an unprecedented scale and intensity within the
last 200 yr. These changes favored erosion and sediment transport, which were subsequently...
A Note on Delta Hedging in Markets with Jumps
Delta hedging exact replication martingale representation Black–Merton–Scholes model models with jumps
2011/3/30
Modelling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the so-called delta-hedging strategy. This strategy stems from the...
Conservative delta hedging under transaction costs
super replication model-free hedging robust hedging model uncertainty transaction costs Leland’s strategy stable convergence
2011/3/30
Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper...
Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Financial engineering delta hedging
2010/10/20
Delta hedging, which plays a crucial r\^ole in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financial time series (Fli...
Rice Production, Land Use Dynamics, and Infrastructure Development in Viet Nam’s Mekong River Delta
Rice Production Viet Nam
2009/9/1
This study examines the role of infrastructure development and technical change in explaining increases in agricultural production and changes in land use in the Mekong Delta Region of Viet Nam during...
On the Performance of Delta Hedging Strategies in Exponential Lévy Models
Laplace transform approach mean-variance hedging delta hedging Lévy processes model misspecification
2010/11/3
We consider the performance of non-optimal hedging strategies in exponential Lévy models. Given that both the payoff of the contingent claim and the hedging strategy admit suitable integral representa...
Economic Analysis of Cotton Conservation Tillage Practices in the Mississippi Delta
Economic Analysis Cotton Conservation Tillage Practices Mississippi Delta
2008/12/15
Producers and conservationists are concerned about soil erosion and soil loss. Producers are also concerned about profits. Many studies have examined tillage methods as a means of conserving soil. Oth...
摘要： 本文引入金融参数Delta、Gamma、Theta，将外汇期权近似表达式拓展成Delta-Gamma-Theta模型（简称DGT模型），且运用Cornish-Fisher 方法来调整置信区间，以校正Delta-Gamma-Theta风险对正态分布偏斜的影响，就可近似得到分位数，从而估计出来VaR值与基于Delta正态分布模型、Monte-Carlo模...