搜索结果: 1-9 共查到“理学 PRICES”相关记录9条 . 查询时间(0.031 秒)
3D WEIGHT MATRICES IN MODELING REAL ESTATE PRICES
Spatial Econometrics 3D Spatial Analysis Weight Matrices
2016/10/14
Central role in spatial econometric models of real estate data has the definition of the weight matrix by which we capture the spatial dependence between the observations. The weight matrices presente...
Modeling Flocks and Prices: Jumping Particles with an Attractive Interaction
Competing particles center of mass mean field evolution traveling wave fluid limit extreme value statistics
2011/9/13
Abstract: We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle ...
Fixed-Point Approaches to Computing Bertrand-Nash Equilibrium Prices Under Mixed Logit Demand: A Technical Framework for Analysis and Efficient Computational Methods
Mixed Logit Demand Technical Framework Analysis Efficient Computational Methods
2011/2/28
Bertrand competiton has been a prominent paradigm for the empirical study of differentiated
product markets for at least twenty years. Firms engaged in Bertrand competition maximize profits by choosi...
We consider a stochastic volatility model with L´evy jumps for a log-return pro-cess Z = (Zt)t≥0 of the form Z = U +X, where U = (Ut)t≥0 is a classical stochastic volatility process and X = (Xt)...
Modeling share prices of banks and bankrupts
share price modeling CPI prediction the USA bankruptcy
2010/4/27
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for cointegration both demon...
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change
Econophysics Auction markets Private car license plate Regime change Modelingand prediction
2010/4/27
The private car license plates issued in Shanghai are bestowed the title of "the most expensive sheet iron all over the world", more expensive than gold. A citizen has to bid in an monthly auction to ...
Arbitrage Bounds for Weighted Variance Swap Prices
Arbitrage Bounds Weighted Variance Swap Prices
2010/4/27
Consider a frictionless market trading a finite number of co-maturing European call and put options written on a risky asset plus an instrument with path-dependent payoff known as a weighted variance ...
Forward equations for option prices in semimartingale models
option prices semimartingale models
2010/4/27
We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discont...
A DYNAMIC APPROACH TO CALCULATE SHADOW PRICES OF WATER RESOURCES FOR NINE MAJOR RIVERS IN CHINA
2007/8/7
China is experiencing from serious water issues. There are many differencesamong the Nine Major Rivers basins of China in the construction of dikes, reservoirs,floodgates, flood discharge projects, fl...