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In this paper, we extend the martingale analysis of no-arbitrage pricing with transaction costs, bid-ask spreads and taxes. We establish the equivalence of a no-arbitrage condition for the existence of different shadow prices of certain optimal problems and obtain a characterization of state prices based on the absence of arbitrage.
Few decades ago, the star of Supply chain management took birth in horizon of business. This characteristically mean management of supply chain. But today's world of exactitude and accuracy enforce a need of word which we can think of as Management of Supply chain management! There is race in more and more real time development of business mathematical model. To inherit meaning to quote "Management...
Most image retargeting algorithms rely heavily on valid saliency map detection to proceed. But the inefficiency of high quality saliency map detection severely restricts applications of these image retargeting methods. In this paper, we describe a stochastic algorithm for efficient context-aware saliency map detection. Our method is a multiple level saliency map detection algorithm which integrates...
Based on the theory of cascaded reservoirs long-term optimal scheduling, a stochastic dynamic programming with POA method was presented. A real instance was given to testify the arithmetic, and the results show this method has a good performance.
Consider a two level supply chain consisting of a supplier and a retailer which faces a stochastic demand influenced by retailer's sales effort. Before the sales season, the retailer has to decide both the ordering quantity and the level of the sales promotion at the same time. We first analyze the reason why the traditional revenue-sharing contract can't coordination the decentralized supply chain,...
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