منابع مشابه
Optimal investment with derivative securities
We study the problem of portfolio optimization in an incomplete market using derivatives as well as basic assets such as stocks. In such markets, an investor may want to use derivatives, as a proxy for trading volatility, for instance, but they should be traded statically, or relatively infrequently, compared with assumed continuous trading of stocks, because of the much larger transaction cost...
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We consider the problem of optimal investment in a risky asset, and in derivatives written on the price process of this asset, when the underlying asset price process is a pure jump Lévy process. The duality approach of Karatzas and Shreve is used to derive the optimal consumption and investment plans. In our economy, the optimal derivative payoff can be constructed from dynamic trading in the ...
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We investigated the in vitro effect of the essential oil of Croton nepetifolius Baill., Euphorbiaceae (EOCN), on spontaneous or induced contractions of circular and longitudinal muscles from the ovine cervix during the luteal phase of the estrous cycle. The relaxant effect of EOCN was expressed as a percentage of the contraction recorded before the addition of the oil and calculated relative to...
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ژورنال
عنوان ژورنال: Law and Contemporary Problems
سال: 1951
ISSN: 0023-9186
DOI: 10.2307/1190094