Sentence examples for replicating strategy from inspiring English sources

Furthermore, the component ϕ2 of the replicating strategy is nonnegative and thus the same strategy replicates the option in (mathcal {M}) and it is the least expensive replicating strategy in (mathcal {M}).

To see this, assume that the hedger uses the replicating strategy for the put on the interval [0,U].

In [10], authors have proposed a mobility solution, called multiple local mobility anchor (MLMA), in which authors used the PMIPv6 while employing a replicating strategy.

That means not only that there exists, in general, no perfect hedging (i.e. replicating) strategy which is robust with respect to ambiguity on priors, but that in general there might not even exists a replicating strategy in the model with (any) one given probability prior, even without ambiguity.

In this work, a special "in situ replicating" strategy is employed to fabricate double shell hollow carbon spheres with homogeneously doped heteroatoms.

As expected, for the null contract (mathcal {N} = 0,0)), the self-financing strategy ((x,0,phi, mathcal {N})), where the portfolio ϕ hinges on keeping all money in the bank account (mathcal {B}(x)), is a replicating strategy for (mathcal {N}) such that the gained value satisfies (p^{g}_{t} x, mathcal {N})=0) for all t∈[0,T].

Of course, an analogous question can also be formulated for the corresponding replicating strategies.

Further, we now show that the robust good-deal hedging strategy (bar {phi }(X)) is very different from (the risky asset component of) the super-replicating strategy, in general.

A Java implementation of our framework can be used to determine the best replicate strategy given the expected noise.

We maintain that not only are all of these strategies possible, they would largely replicate strategy underpinning existing curriculum areas at the Slukat Learning Centre.

Using the local (LD-based) replication strategy, we replicated additional SNPs in or near previously reported genes, including the insulin receptor substrate 1 gene.