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PDF - Long term spread option valuation and hedging - working paper
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0625.pdf9 Jul 2023: k k s v k s v. A ek. kA e e ek k k k k k. ... and for the two factor model. 2 ( )( ) ( ) ( ). 2. [1 ] [ ]k T tk T t k T t k T tts ty ka x e e e e. -
PDF - A first cost benefit analysis of action to reduce deforestation …
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0813.pdf9 Jul 2023: References Baumert KA, Herzog T and Pershing J, 2005, Navigating the numbers: Greenhouse gas data and international climate policy, Washington, DC, World Resources Institute. -
The Price of Complexity in Financial Networks
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/160913-slides-battison.pdf9 Jul 2023: Valuation across models. 0.0. 0.5. 1.0. ban. kA. EN. Furfine. Linear DR. -
PDF - Regulating financial conglomerates - working paper
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0706.pdf9 Jul 2023: Working Paper Series 06/2007 Regulating financial conglomerates Freixas, X., Loranth, G. and Morrison, A.D. These papers are produced by Judge Business School, University of Cambridge. They are circulated for discussion purposes only. Their contents -
PDF - Wavelet Methods in PDE Valuation of Financial Derivatives -…
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0031-1.pdf9 Jul 2023: VÁL=?>tÁ{@CUqAMUÁ{NPÂÄÁ{D;JLVYXV#Á{=?>TÁLßN;N{A ÁZÂACX;È@CÁLÃACUÁLNÅU@ @CÃÆ:@BACUACÃAM;[ÅUNpACÁËøLÎHJLN:[PJ?QÈJZ;DMÞnUNÅ>DMÁDÏe;V#ACUÁLNUW@KÃ:@C;[¤AMÁ$[;DMU{;<JNÁLNUN;JLD@CÓn@BAC;= -
PDF - Scheduling patrol boats and crews for the Royal Australian Navy …
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0617.pdf9 Jul 2023: Dowsland KA (1993). Simulated annealing. In: CR Reeves (ed). Modern heuristic. -
JP MO 21July05 CMI EP REV
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-wp0503.pdf5 Dec 2023: dt.e F - Kbe - Ka = ) TK,( rt-gtT. ... wow Ka. F. a. F. gr. rK =. <. . . -
PDF - Volatility-Induced Financial Growth - working paper
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0410.pdf9 Jul 2023: " " " #$ #%#%#&. ' ( )! , % &-'. / 012113! " #$ # % &' ( )(. ' $ ' $ # , " -! "#!$. $. ( ,. ) / 01 2. 3 , 42&. 5 ). ) /21 2 2! )4 ) 4. ) / 1 2. 6 /. , 4. 4. 708$ 3 /9800:;<9=><?/9800:::@;98)& /research-support@jims 2! "$#$%'&)(-,/.102.-34(57698;:;(<> -
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https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-wp24.pdf5 Dec 2023: If the actual capacity ofthe network turns out to be Ka then the system operator will have a congestion revenue. ... deficit or surplus equal to (K Ka)(p2 p1).The separation between transmission ownership (TO) and network dispatch (system. -
PDF - On Keynes and China: Keynesianism 'with Chinese…
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp1402.pdf9 Jul 2023: Keynesianism with Chinese characteristics’ as - ‘juyou Zhongguo tese de Ka’iensi li lun’ (see Warner 2001: 140; Alexandroff et al 2004: 114).
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