Pathwise CVA regressions with oversimulated defaults

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Bandits with Pathwise Constraints

We consider the problem of stochastic bandits, with the goal of maximizing a reward while satisfying pathwise constraints. The motivation for this problem comes from cognitive radio networks, in which agents need to choose between different transmission profiles to maximize throughput under certain operational constraints such as limited average power. Stochastic bandits serve as a natural mode...

متن کامل

Deduction with Supernormal Defaults

In this paper we consider supernormal defaults [Poo88] with a strict partial order defining their priorities [Bre91]. We investigate their relation to minimal or preferential entailment and show that the semantics given in [Bre91] has to be modified in order to be equivalent to a preferential model approach. Concering the multiple extension problem, we introduce the careful view as an alternati...

متن کامل

Reasoning with Prioritized Defaults

The purpose of this paper is to investigate the methodology of reasoning with prioritized defaults in the language of logic programs under the answer set semantics. We present a domain independent system of axioms, written as an extended logic program, which deenes reasoning with prioritized defaults. These axioms are used in conjunction with a description of a particular domain encoded in a si...

متن کامل

Reasoning with power defaults

This paper introduces power default reasoning (PDR), a framework for nonmonotonic reasoning based on the domain-theoretic idea of modeling default rules with partial-information in a higher-order setting. PDR lifts a non-monotonic operator at the base (syntactic) level to a well-behaved, almost monotonic operator in the higher-order space of the Smyth power-domain – effectively a space of sets ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematical Finance

سال: 2022

ISSN: ['0960-1627', '1467-9965']

DOI: https://doi.org/10.1111/mafi.12368