经济学 >>> 理论经济学 >>> 政治经济学 宏观经济学 微观经济学 比较经济学 经济地理学 发展经济学 生产力经济学 经济思想史 经济史 世界经济史 中国经济史 经济史其他学科 国民经济学 管理经济学 数量经济学 技术经济学 生态经济学 城市经济学 资源经济学 环境经济学 物资经济学 信息经济学 财政学 税务管理学 货币银行学 保险学 国防经济学 经济学其他学科
搜索结果: 1-7 共查到理论经济学 Levy Processes相关记录7条 . 查询时间(0.068 秒)
Exponential Levy processes can be used to model the evolution of various nancial variables such as FX rates, stock prices, etc. Considerable e orts have been devoted to pricing derivatives written o...
In this paper the robust utility maximization problem for a market model based on Levy processes is analyzed. The interplay between the formof the utility function and the penalization function requir...
The drawdown process $Y=\bar{X} - X$ of a completely asymmetric L\'{e}vy process $X$ is given by $X$ reflected at its running supremum $\bar{X}$.In this paper we explicitly express the law of the sext...
This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the ...
The value function of an optimal stopping problem for a process with L´evy jumps is known to be a generalized solution of a variational inequality. Assuming the diffusion component of the proces...
The copyright to this Article is held by the Econometric Society. It may be downloaded,printed and reproduced only for educational or research purposes, including use in course packs. No downloading o...
This paper studies the estimation of the volatility parameter in a model where the driving process is a Brownian motion or a more general symmetric stable process that is perturbed by anothervy pro...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...