搜索结果: 1-7 共查到“经济学 Proof”相关记录7条 . 查询时间(0.093 秒)
Improving on Strategy-proof School Choice Mechanisms:An Experimental Investigation
School Choice Mechanisms Market Design Experimental Economics Matching Theory
2015/7/23
While much of the school choice literature advocates strategyproofness, recent research has aimed to improve efficiency using mechanisms that rely on non-truthtelling equilibria. We address two issues...
A shorter proof of Lemma A.6
A shorter proof Lemma A.6
2012/9/14
For the convenience of readers of the articleNo-arbitrage pricing under systemic risk: accounting for cross-ownership(Fischer, 2012), a full proof of Lemma A.5 and a shorter proof of Lemma A.6 of that...
Design and correctness proof of a security protocol for mobile banking
security protocol cornerstone implementation mobile banking services the security properties
2011/9/24
A strong security protocol is the cornerstone for the implementation of mobile banking services and is used to determine the security properties of the system. This paper proposes an application layer...
A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
Direct Proof Bichteler--Dellacherie Theorem Connections to Arbitrage
2010/10/20
We give an elementary proof of the celebrated Bichteler-Dellacherie Theorem which states that the class of stochastic processes $S$ allowing for a useful integration theory consists precisely of thos...
A proof of a conjecture in the Cramér-Lundberg model with investments
Cramer-Lundberg model ruin probabilit
2010/4/27
In this paper, we discuss the Cram\'er-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift $a$ and volatility $\sigma> 0.$ By ass...
A proof of a conjecture in the Cramér-Lundberg model with investments
conjecture Cramér-Lundberg model investments
2010/10/19
In this paper, we discuss the Cram\'er-Lundberg model with investments, where the price of the invested risk asset follows a geometric Brownian motion with drift $a$ and volatility $\sigma> 0.$ By as...
A mathematical proof of the existence of trends in financial time series
Financial time series mathematical finance technical analysis trends
2010/10/29
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in th...