標(biāo)題: Titlebook: Mathematics of Financial Markets; Robert J. Elliott,P. Ekkehard Kopp Textbook 2005Latest edition Springer-Verlag New York 2005 Black-Schol [打印本頁] 作者: 支票 時(shí)間: 2025-3-21 18:31
書目名稱Mathematics of Financial Markets影響因子(影響力)
書目名稱Mathematics of Financial Markets影響因子(影響力)學(xué)科排名
書目名稱Mathematics of Financial Markets網(wǎng)絡(luò)公開度
書目名稱Mathematics of Financial Markets網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Mathematics of Financial Markets被引頻次
書目名稱Mathematics of Financial Markets被引頻次學(xué)科排名
書目名稱Mathematics of Financial Markets年度引用
書目名稱Mathematics of Financial Markets年度引用學(xué)科排名
書目名稱Mathematics of Financial Markets讀者反饋
書目名稱Mathematics of Financial Markets讀者反饋學(xué)科排名
作者: insert 時(shí)間: 2025-3-21 21:18
1616-0533 arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 978-1-4419-1942-7978-0-387-22640-8Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: 落葉劑 時(shí)間: 2025-3-22 01:47
Textbook 2005Latest editionmiliar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 作者: 悲觀 時(shí)間: 2025-3-22 07:42 作者: reaching 時(shí)間: 2025-3-22 10:27 作者: Pigeon 時(shí)間: 2025-3-22 14:10 作者: 過時(shí) 時(shí)間: 2025-3-22 19:30
subclasses of cooperative and noncooperative control. Within this chapter, we impose the assumption of flawless communication to analyze both stability and performance of the overall system for the distributed case. Additionally, we briefly sketch how to analyze the robustness of the distributed set作者: lactic 時(shí)間: 2025-3-22 21:38 作者: irreparable 時(shí)間: 2025-3-23 01:53 作者: 涂掉 時(shí)間: 2025-3-23 05:53 作者: Antimicrobial 時(shí)間: 2025-3-23 11:14
ess concerns both feasibility and admissibility as well as stability of the closed loop. We provide different assumptions and resulting NMPC schemes for which we can rigorously prove such robustness results and also discuss examples which show that in general robustness may fail to hold.作者: ICLE 時(shí)間: 2025-3-23 14:09
ressure trace and are used as surrogate parameters for the combustion performance. Second, the combustion rate shaping is presented. For combustion rate shaping, the heat release rate is controlled in a highly time-resolved manner, thus offering a high number of degrees of freedom for combustion con作者: tariff 時(shí)間: 2025-3-23 20:46 作者: panorama 時(shí)間: 2025-3-23 23:04
LTV MPC, is investigated. For the LTV MPC, a QP has to be solved in each time step. This is of particular interest, because with LTV MPC already appropriate control results can be achieved for slightly nonlinear systems. To show applications of the methods presented, the chapter concludes with nume作者: fluffy 時(shí)間: 2025-3-24 02:56 作者: Efflorescent 時(shí)間: 2025-3-24 06:37
Robert J. Elliott,P. Ekkehard KoppAimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitioners.Begins with the 作者: Certainty 時(shí)間: 2025-3-24 11:09 作者: 微粒 時(shí)間: 2025-3-24 16:32
978-1-4419-1942-7Springer-Verlag New York 2005作者: 詞匯表 時(shí)間: 2025-3-24 21:32 作者: Tractable 時(shí)間: 2025-3-25 02:43 作者: gangrene 時(shí)間: 2025-3-25 06:10
1616-0533 uding risk managers and other practitioners.Begins with the This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background作者: 占線 時(shí)間: 2025-3-25 07:51 作者: 偶然 時(shí)間: 2025-3-25 14:25 作者: 較早 時(shí)間: 2025-3-25 18:01
estigate strategies to guarantee the stability of moving horizon estimation (MHE). We begin our discussion by analyzing the stability of the abstract MHE problem. Sufficient conditions for asymptotic stability are established. Using forward dynamic programming to analyze MHE, we introduce the fundam作者: 外貌 時(shí)間: 2025-3-25 23:24
estigate strategies to guarantee the stability of moving horizon estimation (MHE). We begin our discussion by analyzing the stability of the abstract MHE problem. Sufficient conditions for asymptotic stability are established. Using forward dynamic programming to analyze MHE, we introduce the fundam作者: Carcinogenesis 時(shí)間: 2025-3-26 04:10
d in Chap.?. is typically inapplicable in real time. Moreover, communication restrictions or privacy considerations may render the centralized solution of the optimal control problem in each step of the NMPC scheme impossible. To cope with these issues, the optimal control problem is split into subp作者: 終端 時(shí)間: 2025-3-26 04:31
-loop solutions remain inside a set on which the finite horizon optimal control problems defining the NMPC feedback law are feasible. We formally define the property of recursive feasibility and explain why the assumptions of the previous chapters, i.e., viability of the state constraint set or of t作者: 惡臭 時(shí)間: 2025-3-26 12:13
eled by a state and input dependent signal and a disturbance signal. The framework used for the analysis of the robust stability of the systems controlled by MPC is the wellknown Input-to-State Stability. It is shown how this notion is suitable in spite of the presence of constraints on the system a作者: single 時(shí)間: 2025-3-26 15:32
loop solutions remain inside a set on which the finite horizon optimal control problems defining the NMPC feedback law are feasible. We formally define the property of recursive feasibility and explain why the assumptions of the previous chapters, i.e., viability of the state constraint set or of t作者: dissolution 時(shí)間: 2025-3-26 18:53 作者: 考古學(xué) 時(shí)間: 2025-3-26 22:22
a systematic insight into the modeling and optimization-base.This book provides an overview of the nonlinear model predictive control (NMPC) concept for application to innovative combustion engines. Readers can use this book to become more expert in advanced combustion engine control and to develop 作者: elucidate 時(shí)間: 2025-3-27 02:55
d that can be used for control purposes, e.g. as a controller-internal model for optimization-based control. A single-zone model is detailed with a focus on the high-pressure working process. The simplifications are chosen such that a computationally efficient model results that is still capable of 作者: 征兵 時(shí)間: 2025-3-27 06:44 作者: PET-scan 時(shí)間: 2025-3-27 11:56
tates along with a quadratic cost function and linear constraints. This chapter presents an overview of various aspects of LMPC. First, the unconstrained LMPC will be explained, including the solution of the optimization problem and the resulting control structure. Based on these results, the extens作者: Madrigal 時(shí)間: 2025-3-27 17:41 作者: CERE 時(shí)間: 2025-3-27 18:25
Einleitung,t und Ern?hrung sowie zum Wald melden sich Stimmen aus der Zivilgesellschaft. Waren es anf?nglich kleine Gruppen, etwa Tierschutzaktivisten, die Zust?nde in landwirtschaftlichen Viehhaltungen (nicht immer sachgerecht) anprangerten, so hat ein Unwohlsein hierüber inzwischen weite Bev?lkerungskreise e
