• Tidak ada hasil yang ditemukan

Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue11-12.Oct2000:

N/A
N/A
Protected

Academic year: 2017

Membagikan "Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue11-12.Oct2000:"

Copied!
17
0
0

Teks penuh

Loading

Referensi

Dokumen terkait

Unfortunately, nodule occupancy by the inoculated strains could not be studied by serol- ogy in the ®eld experiments, because of cross reactions among some of the strains used in

Fully factorial ANOVA was used to test the vertical distribution of 14 C-activity between the di€erent layers in the peat for each decomposition period separately. Drainage status,

To follow the survival of an introduced bacteria in the contaminated soil, TBPZ was transformed with a plasmid carrying a gene for kanamycin resistance and the lux CDABE operon from

To obtain such an algorithm Bin Gao, Jing-zhi Huang, and Marti Subrahmanyam investi- gate the pricing and hedging of American barrier options by obtaining an analytic representation

Combining these with further results tends to refute a conjecture by Garman [1987] that the & early exercise premium ' of an American lookback option (i.e. the excess of the

This paper derives optimal perfect hedging portfolios in the presence of transaction costs within the binomial model of stock returns, for a market maker that establishes bid and

After the min } max and doom strategies separate, this worst case continues as the optimal & doom ' strategy, with its performance evaluated relative to & core ' and then

portfolio holdings constitutes a su $ cient minimal state space and that there exists a continuous policy function f as well as a function g mapping last period ' s portfolio