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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Tension of Agricultural Land and Water Use in China's Trade: Tele-Connections, Hidden Drivers, and Potential Solutions
中国贸易 农业用地 用水 紧张关系 远程连接 驱动因素 解决方案
2023/4/24
Canada’s Immigration System – Short-term Solutions May Impede Long-term Prosperity
Canada’s Immigration System Short-term Solutions Long-term Prosperity
2014/8/5
One of the important objectives of Canada’s immigration system is to assist in meeting the labour market needs of today while building the skilled workforce of the future.In short, it is widely accept...
Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
nonlinear PDEs illiquid markets option pricing invariant reductions
2010/10/21
We study the general model of self-financing trading strategies in illiquid markets introduced by Schoenbucher and Wilmott, 2000. A hedging strategy in the framework of this model satisfies a nonlinea...
Explicit solutions for the exit problem for a class of Lévy processes. Applications to the pricing of double barrier options
Explicit solutions for the exit problem class Lévy processes Applications pricing double barrier options
2010/10/19
Lewis and Mordecki have computed the Wiener-Hopf factorization of a L\'evy process whose restriction on $]0,+\infty[$ of their L\'evy measure has a rational Laplace transform. That allows to compute ...