Showing 1 - 10 of 36
Based on the structure models of options pricing (Dai and Qin, 2005), this paper presents the models using which the optimal criterion for executing American options could be computed. By using these models, one can find the choosing criterion and optimal prices to exercise the American call and...
Persistent link: https://www.econbiz.de/10005398846
Boating against the current is a kind of human behavior which can generalize many real socio-economic processes. Starting from the view of point, this paper suggests the problem for advance-retreat course and builds the general analytic models of advance-retreat. By the models, we could see the...
Persistent link: https://www.econbiz.de/10005622138
Stating from the intrinsic characteristics of macroeconomic process, this paper puts forward the concept of developwer and its theoretical frame. The developwer is the potential and invisible motivities to push economy to progress. By means of the developower theory, we can explain some...
Persistent link: https://www.econbiz.de/10005622143
The paper presents the basic theory and conceptual model for advance-retreat course and provides the analytic model the stochastic advance-retreat course and the solving method of it, discusses the relations between the endogenous resistance and subject interests increase with the periodic...
Persistent link: https://www.econbiz.de/10005789687
This paper presents an R package for magnetic resonance imaging (MRI) tissue classification. The methods include using normal mixture models, hidden Markov normal mixture models, and a higher resolution hidden Markov normal mixture model fitted by various optimization algorithms and by a...
Persistent link: https://www.econbiz.de/10010547849
This paper presents R utilities for computing and displaying isosurfaces, or three-dimensional contour surfaces, from a three-dimensional array of function values. A version of the marching cubes algorithm that takes into account face and internal ambiguities is used to compute the isosurfaces....
Persistent link: https://www.econbiz.de/10008460715
A multimodal trip planner that produces optimal journeys involving both public transport and private vehicle legs has to solve a number of shortest path problems, both on the road network and the public transport network. The algorithms that are used to solve these shortest path problems have...
Persistent link: https://www.econbiz.de/10010824886
The present work reports studies on the mixing and combustion characteristics of cotton stalk (CS) with 10–100mm in length in a fluidized bed. Effects of length and initial weight percentage of CS, diameter of alumina bed material as well as gas velocity on the mixing characteristics of CS...
Persistent link: https://www.econbiz.de/10010808951
With the first-order traffic model of Lighthill, Whitham and Richard (LWR), many simple traffic problems can be represented analytically such as a shock formation. However, the LWR model has some deficiencies. For example, among the other things, it fails to replicate interesting non-linear...
Persistent link: https://www.econbiz.de/10010873627
Road pricing schemes are principally based on cordon-based pricing. Earlier studies have demonstrated that the performance of cordon schemes is critically dependent on cordon location. However, surveys of those designing such schemes indicate that they are opting for the simplest designs, in the...
Persistent link: https://www.econbiz.de/10005152619