On statistical indistinguishability of complete and incomplete discrete time market models

Complete and Incomplete Market Models

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

On Utility Maximization in Discrete - Time Financial Market Models

We consider a discrete-time financial market model with finite time horizon and give conditions which guarantee the existence of an optimal strategy for the problem of maximizing expected terminal utility. Equivalent martingale measures are constructed using optimal strategies. 1. Introduction. In this paper we study the existence of optimal portfolios for maximizing expected utility at the end...

the effects of time planning and task complexity on accuracy of narrative task performance

هدف اصلی این تحقیق بررسی تاثیر برنامه ریزی زمانی، هم چنین افزایش میزان پیچیدگی تکالیف در نظر گرفته شده بصورت همزمان، بر دقت و صحت و پیچیدگی عملکرد نوشتاری زبان آموزان می باشد. بدین منظور، 50 نفر از دانش آموزان دختر در رده ی سنی 16 الی 18 سال به عنوان شرکت کنندگان در این زمینه ی تحقیق در نظر گرفته شدند و به دو گروه آزمایشی و کنترل بصورت اتفاقی تقسیم شدند. اعضای گروه آزمایشی هر دو تکلیف ساده و پی...

Convergence of Arbitrage-free Discrete Time Markovian Market Models

We consider two sequences of Markov chains inducing equivalent measures on the discrete path space. We establish conditions under which these two measures converge weakly to measures induced on the Wiener space by weak solutions of two SDEs, which are unique in the sense of probability law. We are going to look at the relation between these two limits and at the convergence and limits of a wide...