Exact(3)
where is a nonnegative function, called the weight function, and so is called the weighted premium.
More generally, as noted by Furman and Zitikis [2, 4], we may wish to work with the (doubly) weighted premium.
(Note that when, then.) The weighted premium can be written as follows: (1.2). with the ratio on the right-hand side known as the loading.
Similar(57)
Finally, in the more general context of capital allocations, the weighted premiums are extended into weighted capital allocations (Furman and Zitikis [3 5]), which are. (1.4).
Other traders drove the total number of purchased puts at that strike up to 32,200 contracts picked up for an average volume-weighted premium of $0.07 apiece.
All beneficiaries in a region are entitled to the same level of government support, based on a weighted average premium charged by the competing plans.
A factor is a non-cap weighted risk premium that has occurred between pairs of stocks such as growth versus value and small-cap versus large-cap.
Exponential Utility Weighted Risk Premium relative to Salalah farm location with RM subsidy mathrm{W}mathrm{T}mathrm{P} = mathrm{CEpreferred} hbox mathrm{CEalternative}.
More optimistic individuals bought 5,600 calls at the higher March $17.5 strike for a volume-weighted average premium of $0.20 per contract.
The investor bought 5,000 calls at the May $65 strike for a volume-weighted average premium of $2.04 apiece, and sold 10,000 calls at the higher May $70 strike for approximately $0.84 each.
Because SERF generates CEs of the Decision Maker's preferences among alternatives at each risk aversion level, SERF can also estimate the utility-weighted risk premiums between alternatives and risk management strategies.
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