Results 131 to 140 of about 126,532 (367)
Robust pricing and hedging of double no-touch options
, 2009 Double no-touch options, contracts which pay out a fixed amount provided an underlying asset remains within a given interval, are commonly traded, particularly in FX markets.
A. Cherny +31 more
core +2 more sources
Resource redeployment as an entry advantage in resource‐poor settings
Strategic Management Journal, EarlyView.Abstract Research Summary Scarcity of productive factors poses a challenge for firms entering underdeveloped regions. We theorize that incumbent firms can overcome scarcity of skilled human capital in local labor markets by redeploying workers from existing units.
Jasmina Chauvin +2 more
wiley +1 more source
Arbitrage in foreign exchange markets within the context of a transactional algebra [PDF]
This paper sets forth the foundations for a transactional approach for the performance of arbitrage in foreign exchange markets. Firstly, we review both the standard model of financial arbitrage and the so-called covered-interest arbitrage environment ...
Rodolfo Apreda
core
Energy Internet, EarlyView.ABSTRACT The proliferation of distributed energy resources (DERs) and the large‐scale electrification of transportation are driving forces behind the ongoing evolution for transforming traditionally passive consumers into prosumers (both consumers and producers) in coordinated power distribution network (PDN) and urban transportation network (UTN).
Matin Farhoumandi +3 more
wiley +1 more source
No-arbitrage conditions and absolutely continuous changes of measure [PDF]
arXiv, 2013 We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of general semimartingale models, we show
arxiv
No arbitrage without semimartingales
The Annals of Applied Probability, 2009 We show that with suitable restrictions on allowable trading strategies, one has no arbitrage in settings where the traditional theory would admit arbitrage possibilities. In particular, price processes that are not semimartingales are possible in our setting, for example, fractional Brownian motion.
Jarrow, Robert A. +2 more
openaire +5 more sources
Geometric Methods for Assessing the Value and Demands of Energy Storage in Power System Operation
Energy Internet, EarlyView.It is important to assess the benefit or demand of energy storage before making an investment decision. This paper presents two representative mathematical tools to achieve this target in a geometric fashion. The first one is the multi‐parametric programming method. The second one is a polyhedral projection method.
Qi Lv +3 more
wiley +1 more source
Drivers of grain price volatility: a cursory critical review
Agricultural Economics (AGRICECON), 2018 Understanding the determinants of price volatility is a key step to prevent the potential negative consequences of the uncertainty faced by farmers. The presented critical review provides a novel categorization of grain price volatility drivers.
Fabio Gaetano Santeramo +4 more
doaj +1 more source