Integrated modeling and optimization is an important method in the petroleum industry, particularly for field development and continuous asset-management evaluation.
"Continuous asset- allocation work will reemerge as the most important discussion point, and very focused individual security, sector and regional decisions will be far more important than solely investing in broad market indices in a passive manner". Kravis shook up America's pantries with KKR's 1988 takeover of RJR Nabisco.
We consider a continuous (discounted) asset price S in a market endowed with a set ({mathcal {P}}) of local martingale measures for S, which are possibly mutually singular to each other and support a time consistent sublinear expectation.
In this study, to efficiently reduce the hitting time error near the barrier price, inspired by [16], at each finite time step, we suggest the use of a uniformly distributed random variable and a conditional exceedance probability to correctly check whether the continuous underlying asset price hits the barrier or not.
A sequence of simple-to-implement moment-based tests involving various transformations of the daily returns speak directly to the importance of different distributional features, and may serve as useful diagnostic tools in the specification of empirically more realistic continuous-time asset pricing models.
Ways have to be found to generate economic growth based on rising productivity rather than the continuous blowing of asset bubbles.
First, the dramatic increase in global liquidity from the U.S., Europe and China propelled a continuous rise in asset prices.
The European financial system is under enormous pressure as markets legitimately worry about both bank capital inadequacy and the continuous deterioration of asset quality.
Mr. Watson, 35, started AMI in 2003 with Ken Suzuki, a business colleague, to develop a method for continuous tracking of assets from the warehouse receiving dock to the trash bin.
