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An eco-hydrological model of a subtropical urbanizing watershed in south Florida, USA was developed to simulate solar emergy using H.T. Odum's energy systems language as programmed in an iconographic simulation software (i.e., Extend®) to provide dynamic valuation of a wetland stormwater management system (WSMS).
We derive 2BSDE characterizations for the dynamic valuation bounds and the hedging strategies.
For robust good-deal hedging, we define the hedging strategy similarly as in Section "No-good-deal restriction and implications to dynamic valuation and hedging", while taking into account model uncertainty.
We first define the good-deal valuation bounds from the no-good-deal restriction of Section "No-good-deal restriction and implications to dynamic valuation and hedging", but take into account the investor's aversion towards drift and volatility uncertainty.
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Process-based dynamic models and valuation methods can be run by end users either through a web-based simulation engine or on their own computers by means of open-source software.
This paper deals with the valuation of dynamic fund protections in a Markov regime-switching environment.
A factor is defined for a numerical valuation of dynamic force density behaviour in a period.
This paper considers a dynamic environment with interdependent valuations and evolving private information.
Valuations and dynamic convex risk measures, Math Fin 18(1), 2008, 1 22.
Consider the valuation dynamics.
Kloeppel and Schweizer (2007) use dynamic convex risk measures for valuation in incomplete markets, where the time consistency plays a key role.
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