Results 141 to 150 of about 1,456,492 (292)

"An Asymptotic Expansion Approach in Finance" [PDF]

This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.
Akihiko Takahashi
core  

Asymptotic Expansion of M ‐Estimator Over Wiener Space

asymptotic expansion, M‐estimator, Malliavin calculus, diffusion process, martingale,
Nakahiro Yoshida, Yuji Sakamoto
core   +1 more source

Double Asymptotic Expansion of Three-Center Electron Repulsion Integrals 2nd Derivatives. [PDF]

J Chem Theory Comput
Olvera-Rubalcava FA, Geudtner G, Köster AM, Calaminici P.   +3 more
europepmc   +1 more source

Climate Adequacy and Market Risk: Are They Related? Empirical Evidence From the European Equity Market Before and After the Adoption of the Paris Agreement

Business Strategy and the Environment, EarlyView.
ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini, Igor Gianfrancesco, Antonia Patrizia Iannuzzi, Vittorio Dell'Atti   +3 more
wiley   +1 more source

When Does SDG Adoption Increase ESG Risk? The Mediating Role of Risk Management

Business Strategy and the Environment, EarlyView.
ABSTRACT Corporate engagement with the United Nations' Sustainable Development Goals (SDGs) has expanded rapidly, yet its implications for firms' environmental, social and governance (ESG) risk remain insufficiently understood. Prior research has focused on the performance outcomes of SDG adoption while largely overlooking its potential to generate ESG
Francisco J. López‐Arceiz, Cristina Del Río   +1 more
wiley   +1 more source

Driven by SDGs, Powered by Human Capital: Managing Emotional Health in SMEs

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the mediating role of human capital between company emotional capital and managerial perceptions of employees' emotional health, analysing how this relationship is conditioned by the pursuit of specific sustainable development goals (SDGs 3, 4, 5, 8) and perceived institutional pressures in SMEs.
Jesús Barrena‐Martínez, María‐José Foncubierta‐Rodríguez, Dara Hernández‐Roque, María del Carmen Peces Prieto   +3 more
wiley   +1 more source

Uniform Asymptotic Expansion of Likelihood Ratio for Markov Dependent Observations

Likelihood ratio, Markov process, asymptotic expansion, functional limit theorem, sequential probability ratio test,
Andrei Novikov
core   +1 more source

Smart Industry and Ecological Sustainability: Industry 4.0 Technologies, Renewables, and the US Production Ecological Footprint

Business Strategy and the Environment, EarlyView.
ABSTRACT The United States ranks 5th globally in terms of the per capita ecological footprint (ECF) and 2nd in terms of the total ECF and is responsible for intensive energy consumption, resource exploitation, and carbon‐intensive industrial production.
Sheikh Fuzael Rahman, Safaul Islam Rohan, Md. Rashed, László Vasa   +3 more
wiley   +1 more source

Assessment of Gibbs Free Energy Calculation in PI‐Controlled Heating

Chemie Ingenieur Technik, EarlyView.
For description and control of chemical processes in lab or industry thermodynamic variable Gibbs free energy provides opportunity to compare and interpret phenomena, even on a quantitative level. In a case study for PI‐controlled heating, impacts on its limits from control delay until parameter quantization are highlighted and assessed.
Jannik Dutschke, Samira Johanna Geiger, Liane Andrea Haufe, Sebastian Kaiser, Markus Seifert   +4 more
wiley   +1 more source

Asymptotic Thermodynamics for Chemical Reaction Networks with Fast-Slow Kinetics. [PDF]

Entropy (Basel)
Peng L, Hong L.
europepmc   +1 more source