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Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
Max-Plus decomposition supermartingales convex order Application American options portfolio insurance
2010/12/17
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expec...
On perpetual American put valuation and first-passage in a regime-switching model with jumps
perpetual American valuation first-passage regime-switching model jumps
2010/12/17
In this paper we consider the problem of pricing a perpetual American put option in an exponential regime-switching L\'{e}vy model. For the case of the (dense) class of phase-type jumps and finitely ...
The American Association of Medical Audit Specialists (AAMAS) is a national organization composed of healthcare professionals from various health care reimbursement backgrounds. Professional member di...
THE NORTH AMERICAN AGRIFOOD MARKET INTEGRATION CONSORTIUM: A GUIDE TO ITS ACTIVITIES
NORTH AMERICAN AGRI FOOD MARKET INTEGRATION CONSORTIUM A GUIDE ITS ACTIVITIES
2014/4/11
This document provides an index and a guide to the activities of the North American Agrifood Market Integration Consortium (NAAMIC) and its predecessor organization the Policy Disputes Information Con...
In the process of accountancy reforming and internationalizing, our country refers to the accounting standard in the U.S.A to a large degree. However, the audit failure always happens in American acco...
Organized in 1919, the North American Securities Administrators Association (NASAA) is the oldest international organization devoted to investor protection. NASAA is a voluntary association whose memb...
The American Finance Association (AFA)
Finance 金融
2007/12/19
The American Finance Association (AFA) is the premier academic organization devoted to the study and promotion of knowledge about financial economics. The Association has officers and a board of direc...
Economic Geography Specialty group of Association of American Geographers
Economic Geography 经济地理学
2007/12/20
The purpose of the Economic Geography Specialty group of Association of American Geographersis to facilitate the exchange of information and ideas among its members and other specialists; to stimulate...
The Albanian American Trade & Development Foundation (AATDF), which is designed to support AATDA activities that aim to assist Albania in its social, cultural and economic development, as well as help...
A long-standing initiative of the Latin American countries, the Inter-American Development Bank was established in 1959 as a development institution with novel mandates and tools. Its lending and tech...
American Advertising Federation（AAF）（图）
American Advertising Federation national advertising 全国性广告
2007/12/20
The American Advertising Federation（AAF） headquartered in Washington, D.C., acts as the "Unifying Voice for Advertising." The AAF is the oldest national advertising trade association, representing 50,...
American Association of Advertising Agencies（图）
American Association of Advertising Agencies Advertising Agency 广告公司 advertising agency business 广告代理业务
2007/12/20
Founded in 1917, the American Association of Advertising Agencies（AAAA） is the national trade association representing the advertising agency business in the United States. Its membership produces app...
American Risk and Insurance Association（ARIA）
ARIA American Risk and Insurance Association 保险学
2007/12/19
The American Risk and Insurance Association founded in 1932, which is the premier professional association of insurance scholars and other thoughtful risk management and insurance professionals. Throu...
American Real Estate Investors Association is a nationwide group of real estate investors who have joined together to help each other and themselves be more successful in their investing.
James Cloonan, Ph.D., founded American Association of Individual Investorsin 1978 because he firmly believed that individual investors armed with effective investment education materials and a bit of ...