The optimal call strategy
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
... describes optimal investment strategies for kinked utility ...covered call “like” strategy and the other is a CRRA utility function with a kink at a minimum wealth, which leads a protective put ...
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Optimal design and strategy for the SolUTra
... Chapter 6 Testing & Application 6.1 Introduction This chapter has 3 sections. The first treats tests of the model and the identification of the SolUTra car parameters. The second section treats the application of PALLAS ...
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Measure of Investment Optimal Strategy
... the optimal wealth on invest- ment. The strategy examine depends on the utility function an investor is willing to adopt, say H * at time N in every 2n possible states; in an N period ...
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Implementation of an Optimal Strategy for Algorithmic Debugging
... an strategy for algorithmic debuggers that minimizes the number of questions has been ...new strategy is called Optimal Divide and Query and, provided that all questions can be answered, it finds any ...
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Optimal Search Engine Marketing Strategy
... Why Is SEO Never Part of an Equilibrium Strategy? This is another interesting result of the analysis. Even when implementing SEO costs the same as investing in paid placements, and the benefits include the ...
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OPTIMAL STRATEGY SYNTHESIS FOR REQUEST-RESPONSE GAMES
... a strategy is the supremum over the values of all plays that are consistent with ...an optimal winning strategy. Our main result states that an optimal strategy always exists, can be ...
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Optimal Betting Strategy Win Draw Loss
... 4. DISCUSSION Betting via an exchange has subtle and surprising repercussions for optimal gambling strategy. The way in which a bookmaker profits is quite different from the situation at an exchange like ...
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Optimal Trading Strategy and Supply/Demand Dynamics
... the optimal execution problem using this framework and solve for the optimal ...the optimal strategy typically involves a discrete trade at first, which shifts the limit order book away from ...
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Optimal harvesting strategy based on rearrangements of functions
... The optimal strategy, as shown in the middle of the figure, suggests that the smaller boats should be positioned closer to the no-harvesting zone, which is in the ...
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Optimal strategy for selling on group-buying website
... 5. To Groupon or not: Single channel VS. Dual channel We have solved the optimal strategy for the seller if GB sites are used. Intuitively, the GB sites are an additional selling channel and should not make ...
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In Search of an Optimal Strategy for Yuan’s Real Revaluation
... an Optimal Strategy for Yuan’s Real Revaluation Meixing Dai a Abstract: International commentators seem to have a consensus view that the Chinese yuan is substantially undervalued and the Chinese monetary ...
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The Optimal Investment Strategy Based on the DEA Model
... The Goodgrant Foundation is a charitable organization that wants to improve education perfor- mance of undergraduates attending colleges and universities in the US. So the foundation plans to contribute a total of US 50 ...
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In Search of an Optimal Strategy for Yuan’s Real Revaluation
... an Optimal Strategy for Yuan’s Real Revaluation Meixing Dai a Abstract: International commentators seem to have a consensus view that the Chinese yuan is substantially undervalued and the Chinese monetary ...
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Optimal VWAP Trading Strategy and Relative Volume
... risk strategy of VWAP trading is generalized into a mean- variance optimal ...trading strategy by ‘front-loading’ or ‘back-loading’ traded volume to exploit the expected price ...
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Optimal Reinsurance Strategy with Bivariate Pareto Risks
... the optimal reinsurance form for an insurer with PDS dependent ...the optimal reinsur- ance strategy in the individual risk ...the optimal reinsur- ance strategy if the risks are ...
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Optimal Decomposition Strategy For Tree Edit Distance
... decomposition strategy. By combining the vertical compression of trees with optimal decomposition we can significantly reduce the running time of the ...decomposition strategy, creating the least ...
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Optimal Data Query Transmission Strategy In MANET
... an optimal solution in MANET, which is formed by mobile users who share similar data interest and which are connected with each other in the ...transmission strategy which supports data query and which ...
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Online Optimal Charging Strategy for Electric Vehicles
... scheduling strategy based on moving window optimization scheme. This strategy shows generally a fast convergence characteristic and is more robust against the global optimization ...of optimal window ...
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Theoretical and numerical study on optimal mortgage refinancing strategy
... the optimal response of a rational debtor to the changes in some potential state variables, such as interest rate and house ...an optimal call ...
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Asymptotic and numerical analysis of the optimal investment strategy for an insurer
... the optimal strategy as η → 0 for a normally distributed risk ...approximate optimal strategies when the parameter is not zero, and so describe the qualitative features of the optimal ...
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