نتایج جستجو برای: risk neutral measure
تعداد نتایج: 1330958 فیلتر نتایج به سال:
NA48 has searched for rare KL, Ks and neutral hyperon decays in data collected from 1998 to 2001. These searches were performed with the simultaneous KL and Ks beams during the die programme, and, in 1999 and 2001, using a dedicated higher intensity Ks and hyperon beam for short runs, but without major beam line modifications. With the completion of the el/e programme it became possible to upgr...
We investigate the evolutionary dynamics of a finite population of RNA sequences adapting to a neutral fitness landscape. Despite the lack of differential fitness between viable sequences, we observe typical properties of adaptive evolution, such as increase of mean fitness over time and punctuated equilibrium transitions. We discuss the implications of these results for understanding evolution...
The design of advanced driver assistance systems always aims at enabling the driver to master today’s traffic in a more safe and comfortable way. In order to judge the risks in a situation and initiate precautionary actions, future systems have to possess the capability to predict the behavior of surrounding traffic participants. This paper outlines an approach to predictive situation analysis ...
Let X be an IR-valued continuous semimartingale, T a fixed time horizon and Θ the space of all IR-valued predictable X-integrable processes such that the stochastic integral G(θ) = ∫ θ dX is a square-integrable semimartingale. A recent paper of Delbaen/Monat/Schachermayer/Schweizer/Stricker (1996) gives necessary and sufficient conditions on X for GT (Θ) to be closed in L (P ). In this paper, w...
Diffusions are widely used in finance due to their tractability. Driftless diffusions are needed to describe ratios of asset prices under a martingale measure. We provide a simple example of a tractable driftless diffusion which also has a bounded state space.
This gives us a new probability measure on (Ω,F), so we may define expectations with respect to this conditioned probability measure. Thus for F measurable Y : Ω → R we define the conditional expectation E[Y | X = x] by taking the expectation of Y with respect to the measure (1.1). Consider now how to generalize the idea of conditional probability to the case when P (X = x) = 0. We wish to do t...
We consider the optimal mass transportation problem in R with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability result for this map, with respect to the space variable and to the parameter. The proof needs to establish the measurability of some set-valued mappings, related ...
We study classical configurations in the CPN−1 model on R1 × S1 with twisted boundary conditions. We focus on specific configurations composed of multiple fractionalized-instantons, termed “neutral bions”, which are identified as “perturbative infrared renormalons” by Ünsal and his collaborators. For ZN twisted boundary conditions, we consider an explicit ansatz corresponding to topologically t...
We introduce the concept of group manipulation into the study of judgment aggregation and investigate the circumstances under which an aggregation rule may be subject to strategic misrepresentation of judgments by a group of agents. Our focus is on neutral aggregation rules, which treat all propositions to be judged symmetrically, and we assume that agents strategise to minimise the number of p...
The expression of nonverbal cues may differ systematically across cultures. Common cues used in distinct ways cross-culturally may be termed nonverbal accents. The data in this study indicate that nonverbal accents can help perceivers to distinguish the nationality of expressers. In Study 1, American participants could determine the nationality of Australian and American adults with above-chanc...
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