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Impact of the Great East Japan Earthquake on Hotel Industry in Pacific Tohoku Prefectures: From spatio-temporal dependence of hotel availability
Impact of the Great East Japan Earthquake Hotel Industry Pacific Tohoku Prefectures spatio-temporal dependence of hotel availability Statistics and Probability
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2012/4/19
This paper investigates the impact of the Great Japan Earthquake (and subsequent tsunami turmoil) on socio-economic activities by using data on hotel opportunities collected from an electronic hotel b...
The impact of uncertainties on the pricing of contingent claims
Uncertainty Stochastic Differential Equations Dynamic Hedging Er-ror Theoryusing Dirichlet Forms Bias Bid-AskSpread
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2010/4/27
We study the effect of parameters uncertainties on a stochastic diffusion model, in particular the impact on the pricing of contingent claims, thanks to Dirichlet Forms methods. We apply recent techni...