and for the second state
ν2,∞ (0,5) = 2 ∙ 1 - 1, 052 ∙ 4 = -2, 208.
For β = 0, 99 we obtain
ν∞ (0,99) = 100
-4
and
νι,∞ (0, 99) = 100 + 5 = 105,
ν2,∞ (0, 99) = 100 - 4 = 96.
|
Example 2 | |||
|
Let N = 3 and | |||
|
■ 0 1 0 |
■ 9 8 3 ^ | ||
|
P = |
1 0 0 |
, R = |
3 -7 -2 |
|
0 0, 5 0, 5 |
5 -9 3 | ||
Hence
-8
-3
Further calculations give us the following results:
1 β 0
(I - βP ) =
-β 1 0
0 0,5β 1 - 0, 5β
10
More intriguing information
1. Wage mobility, Job mobility and Spatial mobility in the Portuguese economy2. A model-free approach to delta hedging
3. Willingness-to-Pay for Energy Conservation and Free-Ridership on Subsidization – Evidence from Germany
4. The name is absent
5. Problems of operationalizing the concept of a cost-of-living index
6. Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis
7. Gianluigi Zenti, President, Academia Barilla SpA - The Changing Consumer: Demanding but Predictable
8. Imputing Dairy Producers' Quota Discount Rate Using the Individual Export Milk Program in Quebec
9. PERFORMANCE PREMISES FOR HUMAN RESOURCES FROM PUBLIC HEALTH ORGANIZATIONS IN ROMANIA
10. International Financial Integration*