Results 171 to 180 of about 111,755 (296)
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
europepmc +1 more source
Trade in Value‐Added and the Welfare Gains of International Fragmentation
ABSTRACT This study examines the overall impact of international production fragmentation on the welfare gains from trade. Using a novel model that accounts for shifts in preferences between local and foreign goods and distinguishes between intermediate and final goods trade, we gain a more nuanced understanding of how fragmentation shapes these ...
Arnold Njike
wiley +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source
Pricing of futures Bitcoin price under fractional volatility
boughabi h, qalli ye.
europepmc +1 more source
Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]
Feng R +3 more
europepmc +1 more source
Digital finance and climate risk information disclosure. [PDF]
Ren H, Huang J, Ren J.
europepmc +1 more source
Estimating the arbitrage pricing theory with observed macro factors
John P. Elder
openalex +2 more sources
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P, Cirillo P.
europepmc +1 more source

