نتایج جستجو برای: merton
تعداد نتایج: 899 فیلتر نتایج به سال:
We consider optimal control problems for systems described by stochastic differential equations with delay. We prove two (sufficient) maximum principles for certain classes of such systems, one for ordinary stochastic delay control and one which also includes singular stochastic delay control. As an application we find explicitly the optimal consumption rate from an economic quantity described ...
Since Merton (1969), the description of a contingent claim as a Brownian motion is commonly accepted. Thus an option price, a future price, a share price, a bond price, interest rates etc., can be modelled with a Brownian motion. In summary, any financial series which present value depends on only a few previous values, may be modelled with a continuous–time diffusion–type process. The general ...
This paper discusses the generalized Black-Scholes-Merton model, where volatility coefficient, drift coefficient of stocks, and interest rate are time-dependent deterministic functions. Together with it, we make assumption that volatility, drift, depend on a gamma or inverse-gamma random variable. model includes models skew Student’s t- variance-gamma-distributed stock log-returns. The price Eu...
Robert King Merton's early sociology of science is significant for the understating modern sociology. The relationship between unplanned consequences and developments in technology fundamental a definition contemporary picture social action developments. Theoretical interests link to working-in-progress formulations. Empirical development emerges from these perspectives. significance theoretica...
This paper studies the effective factors involving in the attitudes of make students toward vandalism at high –schools in 2012-2013. Theories which applied here are ratio communication of Sutherland, kellawarel and online. Merton anomie, Heir chi's social ties and Good's family structure Throuah Cochran's formula more than 376 ones were chosen. The data wave analyzed by SPSS and the statist...
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