منابع مشابه
Spanning and Completeness with Options
The role of ordinary options in facilitating the completion of securities markets is examined in the context of a model of contingent claims sufficiently general to accommodate the continuous distributions of asset pricing theory and option pricing theory. In this context, it is shown that call options written on a single security approximately span all contingent claims written on this securit...
متن کاملnon-corrective approach to pronunciation
the aim of this study has been to find answers for the following questions: 1. what is the effect of immediate correction on students pronunciation errors? 2. what would be the effect of teaching the more rgular patterns of english pronunciation? 3. is there any significant difference between the two methods of dealing with pronuciation errore, i. e., correction and the teaching of the regular ...
15 صفحه اولA Stochastic Dominance Approach to Spanning
We develop a Stochastic Dominance methodology to analyze if new assets expand the investment possibilities for rational nonsatiable and risk-averse investors. This methodology avoids the simplifying assumptions underlying the traditional mean-variance approach to spanning. The methodology is applied to analyze the stock market behavior of small firms in the month of January. Our findings sugges...
متن کاملiranian english learners’ perception and personality: a dual approach to investigating influential factors on willingness to communicate
abstract previous studies on willingness to communicate (wtc) have shown the influence of many individual or situational factors on students’ tendency to engage in classroom communication, in which wtc has been viewed either at the trait-level or situational level. however, due to the complexity of the notion of willingness to communicate, the present study suggests that these two strands are ...
a new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2416989