نتایج جستجو برای: leland and toft model

تعداد نتایج: 17167118  

2007
Mark Broadie Özgür Kaya

The pricing of corporate debt is still a challenging and active research area in corporate finance. Starting with Merton (1974), many authors proposed a structural approach in which the value of the assets of the firm is modeled by a stochastic process, and all other variables are derived from this basic process. These structural models have become more complex over time in order to capture mor...

2013
Andrew P. Leung Wen Shi

We investigate an optimal portfolio allocation problem between a risky and a risk-free asset, as in [1]. They obtained explicit conditions for path-independence and optimality of allocation strategies when the price of the risky asset follows a geometric Brownian motion with constant asset characteristics. This paper analyzes and extends their results for dynamic investment strategies by allowi...

Journal: :Discrete Mathematics 2010
Mirko Hornák Jana Zlámalová

A cyclic colouring of a graph G embedded in a surface is a vertex colouring of G in which any two distinct vertices sharing a face receive distinct colours. The cyclic chromatic number χc(G) of G is the smallest number of colours in a cyclic colouring of G. Plummer and Toft in 1987 conjectured that χc(G) ≤ ∆ ∗+2 for any 3-connected plane graph G with maximum face degree ∆∗. It is known that the...

2016
Anton Pottegård Sigrun Alba Johannesdottir Schmidt Helle Wallach-Kildemoes Henrik Toft Sørensen Jesper Hallas Morten Schmidt

Data Resource Profile: The Danish National Prescription Registry Anton Pottegård,* Sigrun Alba Johannesdottir Schmidt, Helle Wallach-Kildemoes, Henrik Toft Sørensen, Jesper Hallas and Morten Schmidt Clinical Pharmacology and Pharmacy, University of Southern Denmark, Odense, Denmark, Department of Clinical Epidemiology, Aarhus University Hospital, Aarhus, Denmark, Social and Clinical Pharmacy, U...

Journal: :IEICE Transactions 2013
Toru Nakanishi Tomoya Nomura Nobuo Funabiki

Secure Multiparty Computation Privacy Assurances in Multiple Data-Aggregation Transactions. . . . . . . . . . . 3 Kim Le, Parmesh Ramanathan, and Kewal K. Saluja A Secure Priority Queue; Or: On Secure Datastructures from Multiparty Computation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 Tomas Toft Towards Secure Two-Party Computation from the Wire-Tap Channel . . . . ...

2008
Steven Vanduffel Andrew Chernih Mateusz Maj Wim Schoutens

Cox & Leland (2000) used techniques from the field of stochastic control theory to show that in the particular case of a Brownian motion for the asset log-returns risk averse decision makers with a fixed investment horizon prefer path-independent pay-offs over path-dependent ones. In this note we provide a novel and simple proof for the Cox & Leland result and we will extend it to general Lévy ...

2007
Steven Vanduffel Andrew Chernih Wim Schoutens

Cox & Leland (2000) use techniques from the field of stochastic control theory to show that in the particular case of a Brownian motion for the asset returns all risk averse decision makers with a fixed investment horizon prefer path-independent pay-offs over path-dependent ones. We will provide a novel and simple proof for the Cox & Leland result and we will extend it to general, not necessari...

Journal: :American Journal of Occupational Therapy 2023

Abstract Date Presented 04/20/2023 We investigated contemporary OT practice in a primary care setting. This work aims to provide road map and considerations for cementing our role as health providers. Primary Author Speaker: Tara C. Klinedinst Contributing Authors: Stephanie Rouch, Jennifer White, Natalie Leland

Journal: :Circulation. Cardiovascular quality and outcomes 2017
James F Burke Brahmajee K Nallamothu P Michael Ho

Thirty-Year Mortality After Coronary Artery Bypass Graft Surgery: A Danish Nationwide Population-Based Cohort Study Kasper Adelborg, MD; Erzsébet Horváth-Puhó, PhD; Morten Schmidt, MD, PhD; Troels Munch, MD; Lars Pedersen, PhD; Per Hostrup Nielsen, MD; Hans Erik Bøtker, MD, PhD, DMSc; Henrik Toft Sørensen, MD, PhD, DMSc · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · · ·...

Journal: :Prismet 2021

Tone Pernille Østern, Jesper Aagaard Petersen, Alex Strømme, Thomas Dahl, Anna-Lena Staffan Selander (2019) Dybde//læring, - en flerfaglig, relasjonell og skapende tilnærming, Oslo: Universitetsforlaget. Anmeldt av Siw Fjelstad.
 Bente Afset Arne Redse (red.) Religion etikk i skole barnehage (2019). Cappelen Damm Akademisk. Kristine Toft Rosland.
 Olav Hovdelien, samfunn. En innføring...

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