Lévy process

Results: 70



#Item
11Mathematical optimization / Martingale theory / Game theory / Martingale / Lévy process / Semimartingale / Bellman equation / Expected utility hypothesis / Preference / Statistics / Utility / Stochastic processes

Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010.

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:13
12Signal processing / Covariance and correlation / Fractional Brownian motion / Autocorrelation / Time series / Autoregressive integrated moving average / Lévy process / Stationary process / Correlation function / Statistics / Stochastic processes / Time series analysis

Hong Kong University of Science and Technology

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-02-02 23:30:45
13Martingale theory / Stochastic processes / Stochastic calculus / Mathematical finance / Integral calculus / Malliavin calculus / Martingale / Doléans-Dade exponential / Lévy process / Statistics / Probability theory / Mathematical analysis

Institute for Economic Studies, Keio University Keio-IES Discussion Paper Series Local risk-minimization for Barndorff-Nielsen and Shephard models Takuji Arai Ryoichi Suzuki

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Source URL: ies.keio.ac.jp

Language: English - Date: 2015-04-17 06:41:32
14Financial institutions / Institutional investors / Insurance

October 9, 2013 MEDIA RELEASE – FOR IMMEDIATE USE ACC levy cuts mustn’t be at expense of access to surgery: HFANZ Health insurers want ACC to add a principle to its levy-setting process to ensure

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Source URL: www.healthfunds.org.nz

Language: English - Date: 2013-10-09 03:07:34
15Geography of the United States / Seattle / Levy / Washington

DRAFT LEVY PROPOSAL PUBLIC ENGAGEMENT PROCESS OUTREACH SUMMARY May 2015

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Source URL: www.seattle.gov

Language: English - Date: 2015-05-14 18:18:10
16Noise / Comet / Astronomy / Space / Universe / Comet Shoemaker–Levy 9 / Jupiter / Science

01 PROJECT DELIVERY PROCESS- CAPITAL WORKS Task

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Source URL: properties.curtin.edu.au

Language: English - Date: 2015-03-27 02:58:59
17Signal processing / Covariance and correlation / Fractals / Fractional Brownian motion / Autocorrelation / Time series / Autoregressive integrated moving average / Stationary process / Lévy process / Statistics / Stochastic processes / Time series analysis

Semiparametric Regression Analysis of Longitudinal Data

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Source URL: www.bm.ust.hk

Language: English - Date: 2007-03-13 22:57:19
18Space / Differential geometry / General topology / Metric geometry / Differential geometry of curves / Lévy C curve / Fixed-income attribution / Geometry / Topology / Curves

Curve Manager ZEMA Curve Manager is a business process automation tool that starts with data capture and ends with integration with downstream ETRM, BI, and ERP applications. Curve Manager takes complex processes common

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Source URL: www.ze.com

Language: English - Date: 2015-01-30 15:08:02
19

The levy-setting process Levies are reviewed and set each year through the levy-setting process. The levy-setting process has six key stages:

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Source URL: www.acc.co.nz

- Date: 2015-03-30 22:29:40
    20Probability theory / Lévy process / Characteristic function / Normal distribution / Methods of contour integration / Fourier transform / Gamma process / Martingale / Brownian motion / Statistics / Stochastic processes / Mathematical analysis

    A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LÉVY PROCESSES ALAN L. LEWIS* Envision Financial Systems and OptionCity.net

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    Source URL: www.optioncity.net

    Language: English - Date: 2002-01-19 18:41:38
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