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1.
国产某型民用通勤类飞机为了取得欧洲航空安全局(EASA)型号合格证,机上座椅需进行设计更改并补充进行应急着陆情况下的动态要求符合性验证.通过对适航条款及相应标准的解读,研究了基于动态试验的航空座椅动态要求适航验证技术,其主要包括座椅动态性能基本要求、试验构型及工况筛选、试验规划、合格判据和试验结果分析等内容.结果表明,该型机旅客座椅满足适航规章对座椅的动态性能要求.该项旅客座椅动态性能试验的成功为型号取得EASA型号合格证奠定了良好的基础,该型飞机也即将成为第一个取得欧洲型号合格证的国产飞机. 相似文献
2.
Are poor macroeconomic outcomes primarily the result of economic policies, or of deeper underlying state fragility problems in sub‐Saharan Africa? We attempt to answer this question by using carefully specified dynamic panel regression techniques to show how state fragility conditions help to explain the differences in the macroeconomic performance of sub‐Saharan African economies, and to identify the most plausible mechanisms of transmission. We find that countries with greater fragility suffer higher macroeconomic volatility and crisis; they also experience weaker growth. When we disaggregate state fragility into its various components, we find that it is the security and social components that have the strongest causal impact on macroeconomic outcomes, while the political component is, at best, weak. Therefore, we conclude that it is state fragility conditions, and not necessarily macroeconomic policies, that are of first‐order importance in explaining the differences in macroeconomic performance for African countries. The knock‐on effects are mostly mediated through the fiscal channel, the aid channel, and the finance channel. Accordingly, we recommend that interventions in fragile states should best focus on exploiting the potential for using fiscal policy, aid, and finance as instruments to improve macroeconomic outcomes in sub‐Saharan Africa. 相似文献
3.
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
4.
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
5.
6.
Some agents are more accurate than others in estimating the best policy. The more accurately an agent estimates a policy's effects, the more he will resist biases, such as bribes from a special interest. Thus, a special interest needs to pay a larger bribe to an accurate agent than to an inaccurate agent. The accurate agent who is biased will then more likely cause harm than does an inaccurate agent who favors the special interest. Therefore, the principal may gain more from controlling biases of an accurate agent than of an inaccurate one. Thus, high ability of public officials may be associated with little corruption. 相似文献
7.
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
8.
《Socio》2018
Research on productive efficiency at the firm level has developed as an important and active strand of research the last decades, both within operations research, management science and economics. Two apparently different definitions of efficiency are examined, but it is shown that when both estimation methods are based on solving linear programming problems the definitions of efficiency are identical. The purpose of the paper is to give the basic ideas of efficiency analyses using DEA as a tool for researchers not so familiar with efficiency analysis and DEA. The concept of shadow prices is given special attention. 相似文献
9.
Wenfiang Ran Junwen Feng 《美中经济评论(英文版)》2004,3(5):25-28,42
According to everyone average welfare value of land resources; this paper constitutes the base line of glebe usufruct deal value by analyzing the factors, which are affecting glebe usufruct deal value. Having adopted share's quotient of ownership and contracting power, the paper erects assigning mechanism to the income of glebe deal. Because of the share dynarnicity being adopted which shows the flexible strong points, the shares of ownership and contracting power avoid many unnecessary otiose disputes on income of glebe deal, adding the stability to the glebe usufruct deal. It is beneficial to the freedom flow and validity manufacture factor installment and also to the nonagricultural changing course. 相似文献
10.
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