发布求助
文献互助 智能选刊 最新文献

Nonlinear Valuation and Non-Gaussian Risks in Finance最新文献

筛选
英文 中文
Measure-Distorted Value-Maximizing Hedges in Practice 实践中的计量扭曲价值最大化对冲
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.009
{"title":"Measure-Distorted Value-Maximizing Hedges in Practice","authors":"","doi":"10.1017/9781108993876.009","DOIUrl":"https://doi.org/10.1017/9781108993876.009","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129636793","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamic Valuation via Nonlinear Martingales and Associated Backward Stochastic Partial Integro-Differential Equations 基于非线性鞅和相关倒向随机偏积分微分方程的动态估值
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.014
{"title":"Dynamic Valuation via Nonlinear Martingales and Associated Backward Stochastic Partial Integro-Differential Equations","authors":"","doi":"10.1017/9781108993876.014","DOIUrl":"https://doi.org/10.1017/9781108993876.014","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126926638","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimation of Univariate Arrival Rates from Time Series Data 从时间序列数据估计单变量到达率
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.004
{"title":"Estimation of Univariate Arrival Rates from Time Series Data","authors":"","doi":"10.1017/9781108993876.004","DOIUrl":"https://doi.org/10.1017/9781108993876.004","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"20 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133106918","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Measure-Distorted Valuation As a Financial Objective 作为财务目标的计量扭曲估值
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.007
{"title":"The Measure-Distorted Valuation As a Financial Objective","authors":"","doi":"10.1017/9781108993876.007","DOIUrl":"https://doi.org/10.1017/9781108993876.007","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116142243","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Static Portfolio Allocation Theory for Measure-Distorted Valuations 测度扭曲估值的静态投资组合配置理论
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.013
{"title":"Static Portfolio Allocation Theory for Measure-Distorted Valuations","authors":"","doi":"10.1017/9781108993876.013","DOIUrl":"https://doi.org/10.1017/9781108993876.013","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128030092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Univariate Risk Representation Using Arrival Rates 使用到达率的单变量风险表示
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.003
{"title":"Univariate Risk Representation Using Arrival Rates","authors":"","doi":"10.1017/9781108993876.003","DOIUrl":"https://doi.org/10.1017/9781108993876.003","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"200 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131935347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Designing Optimal Univariate Exposures 设计最佳单变量暴露
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.011
{"title":"Designing Optimal Univariate Exposures","authors":"","doi":"10.1017/9781108993876.011","DOIUrl":"https://doi.org/10.1017/9781108993876.011","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114988472","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Enterprise Valuation Using Infinite and Finite Horizon Valuation of Terminal Liquidation 利用终端清算的无限和有限视界估值进行企业估值
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.016
{"title":"Enterprise Valuation Using Infinite and Finite Horizon Valuation of Terminal Liquidation","authors":"","doi":"10.1017/9781108993876.016","DOIUrl":"https://doi.org/10.1017/9781108993876.016","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122196626","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Economic Acceptability 经济上的可接受性
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.017
{"title":"Economic Acceptability","authors":"","doi":"10.1017/9781108993876.017","DOIUrl":"https://doi.org/10.1017/9781108993876.017","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126919380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimation of Univariate Arrival Rates from Option Surface Data 从期权面数据估计单变量到达率
Nonlinear Valuation and Non-Gaussian Risks in Finance Pub Date : 2022-01-31 DOI: 10.1017/9781108993876.005
{"title":"Estimation of Univariate Arrival Rates from Option Surface Data","authors":"","doi":"10.1017/9781108993876.005","DOIUrl":"https://doi.org/10.1017/9781108993876.005","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128884647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信