PDFファイル 3L3OS26a オーガナイズドセッション「OS26 金融情報学―ファイナンスにおける人工知能応用― 」

Let us consider a switch option, the payoff of which at maturity is set to equal the value at that time of an investment project with possible entry and exit.. The underlying

Let us consider a switch option, the payoff of which at maturity is set to equal the value at that time of an investment project with possible entry and exit.. The underlying

We investigated a financial system that describes the development of interest rate, investment demand and price index. By performing computations on focus quantities using the

We present and analyze a preconditioned FETI-DP (dual primal Finite Element Tearing and Interconnecting) method for solving the system of equations arising from the mortar

Keywords: continuous time random walk, Brownian motion, collision time, skew Young tableaux, tandem queue.. AMS 2000 Subject Classification: Primary:

In Section 13, we discuss flagged Schur polynomials, vexillary and dominant permutations, and give a simple formula for the polynomials D w , for 312-avoiding permutations.. In

“Breuil-M´ezard conjecture and modularity lifting for potentially semistable deformations after

For a positive definite fundamental tensor all known examples of Osserman algebraic curvature tensors have a typical structure.. They can be produced from a metric tensor and a