搜索结果: 1-5 共查到“应用经济学 Bounds”相关记录5条 . 查询时间(0.141 秒)
Agriculture and Environmental Kuznets Curves in the case of Turkey:evidence from the ARDL and bounds test
EKC growth CO2 emission ECM
2017/2/21
The paper empirically analyses the long run relationship between agricultural performance and the carbon dioxide emission in Turkey by using the annual data covering 1968–2010. The Bounds test approac...
Parameterized Expectations Algorithm and the Moving Bounds
Nonlinear models Numerical solutions methods Optimal growth Parameterized expectations algorithm
2015/7/21
The Parameterized Expectations Algorithm (PEA) is a powerful tool for solving nonlinear stochastic dynamic models. However, it has an important shortcoming:it is not a contraction mapping technique an...
Error bounds for small jumps of Lévy processes and financial applications
Approximation of small jumps L´ evy processes Skorokhod embedding
2010/10/21
The pricing of exotic options in exponential L\'evy models amounts to the computation of expectations of functionals of the whole path of a L\'evy process. In many situations, Monte-Carlo methods are ...
Improved Frechet bounds and model-free pricing of multi-asset options
copulas Frechet-Hoeffding bounds concordance order
2010/10/19
We compute the improved bounds on the copula of a bivariate random vector when partial information is available, such as the values of the copula on the subset of $[0,1]^2$, or the value of a function...
We consider option pricing in a regime-switching market. As the market is incomplete, there is no unique price for a derivative. We apply the good-deal bounds idea to obtain ranges for the price of a...