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1.
OLESYA GRISHCHENKO SARAH MOUABBI JEAN‐PAUL RENNE 《Journal of Money, Credit and Banking》2019,51(5):1053-1096
We use several U.S. and euro‐area surveys of professional forecasters to estimate a dynamic factor model of inflation featuring time‐varying uncertainty. We obtain survey‐consistent distributions of future inflation at any horizon, both in the U.S. and the euro area. Equipped with this model, we propose a novel measure of the anchoring of inflation expectations that accounts for inflation uncertainty. Our results suggest that following the Great Recession, inflation anchoring improved in the United States, while mild de‐anchoring occurred in the euro area. As of our sample end, both areas appear to be almost equally anchored. 相似文献
2.
This paper studies the expansion of an option price (with bounded Lipschitz payoff) in a stochastic volatility model including a local volatility component. The stochastic volatility is a square root process, which is widely used for modeling the behavior of the variance process (Heston model). The local volatility part is of general form, requiring only appropriate growth and boundedness assumptions. We rigorously establish tight error estimates of our expansions, using Malliavin calculus. The error analysis, which requires a careful treatment because of the lack of weak differentiability of the model, is interesting on its own. Moreover, in the particular case of call–put options, we also provide expansions of the Black–Scholes implied volatility that allow to obtain very simple formulas that are fast to compute compared to the Monte Carlo approach and maintain a very competitive accuracy. 相似文献
3.
We price an American floating strike lookback option under the Black–Scholes model with a hypothetic static hedging portfolio (HSHP) composed of nontradable European options. Our approach is more efficient than the tree methods because recalculating the option prices is much quicker. Applying put–call duality to an HSHP yields a tradable semistatic hedging portfolio (SSHP). Numerical results indicate that an SSHP has better hedging performance than a delta-hedged portfolio. Finally, we investigate the model risk for SSHP under a stochastic volatility assumption and find that the model risk is related to the correlation between asset price and volatility. 相似文献
4.
5.
Daniel Hernndez‐Hernndez Harold A. Moreno‐Franco Jos‐Luis Prez 《Mathematical Finance》2019,29(4):1039-1065
We study the optimal execution problem with multiplicative price impact in algorithmic trading, when an agent holds an initial position of shares of a financial asset. The interselling decision times are modeled by the arrival times of a Poisson process. The criterion to be optimized consists in maximizing the expected net present value of the gains of the agent, and it is proved that an optimal strategy has a barrier form, depending only on the number of shares left and the level of the asset price. 相似文献
6.
Hardle Wolfgang; Herwartz Helmut; Spokoiny Vladimir 《The Journal of Financial Econometrics》2003,1(1):55-95
Price variations at speculative markets exhibit positive autocorrelationand cross correlation. Due to large parameter spaces necessaryfor joint modeling of variances and covariances, multivariateparametric volatility models become easily intractable in practice.We propose an adaptive procedure that identifies periods ofsecond-order homogeneity for each moment in time. To overcomethe high dimensionality of the problem we transform the multivariateseries into a set of univariate processes. We discuss thoroughlythe implementation of the adaptive technique. Theoretical andMonte Carlo results are given. We provide two applications ofthe new method. For a bivariate exchange rate series we comparethe multivariate GARCH approach with our method and find thelatter to be more in line with the underlying assumption ofindependently distributed innovations. Analyzing a 23-dimensionalvector of asset returns we underscore the case for adaptivemodeling in high-dimensional systems. 相似文献
7.
Li Wang ping Mechanics Department Huazhong University of Science Technology Wuhan P.R.China Yeo K.S. Khoo B.C. Mechanical Production Engineering Department National University of Singapore 《水动力学研究与进展(B辑)》1999,(3)
1. INTRODUCTIONThemaingoalofthispaperistoexplorethepossibilitytolearnmoreaboutthemechanismofturbulentboundarylayerflowinteractionsanditseffectsoncompliantwallperformance.Therearecertainprerequisiteconditionstofurtherthestudyonthemechanism,i.e.theco… 相似文献
8.
Motivated by the implied stochastic volatility literature (Britten–Jones and Neuberger, forthcoming; Derman and Kani, 1997; Ledoit and Santa–Clara, 1998) this paper proposes a new and general method for constructing smile–consistent stochastic volatility models. The method is developed by recognising that option pricing and hedging can be accomplished via the simulation of the implied risk neutral distribution. We devise an algorithm for the simulation of the implied distribution, when the first two moments change over time. The algorithm can be implemented easily, and it is based on an economic interpretation of the concept of mixture of distributions. It can also be generalised to cases where more complicated forms for the mixture are assumed. 相似文献
9.
提出一种配电网电容电流测量的新方法,在零序电压互感器的开口三角侧串联一个可调电感,通过注入一个变频恒流信号寻找配电网的谐振频率,改变可调电感的数值后寻找另一谐振频率,联立2个谐振方程求解电容电流,该方法消除了电压互感器漏抗对测量的影响。开发了配电网电容电流测量仪,经模拟试验和现场测试表明,该方法具有安全、快捷、准确等特点,适用于中性点不接地或经随调式消弧线圈接地配电网。 相似文献
10.
Andrew Barnes 《Journal of Agricultural Economics》2008,59(2):370-376
Within the UK there has been a lack of studies of technical efficiency at the Scottish level. This note compares the results obtained using Scottish data with a recent study by Hadley [Journal of Agricultural Economics (2006) Vol. 57, pp. 81–100] for English and Welsh farms. Four major sectors are investigated, namely: (i) cereals, (ii) dairy, (iii) sheep and (iv) beef over the period 1989 to 2004. Some distinct differences in efficiencies, returns to scale and causes of efficiency are found. 相似文献