Results 31 to 40 of about 13,388 (185)

CEO Compensation and the ESG Activities of Compensation Peers

Business Strategy and the Environment, EarlyView.
ABSTRACT This study investigates the relationship between executive compensation at focal firms and the environmental, social, and governance (ESG) performance of compensation peer (CP) firms. Despite the growing integration of ESG metrics into executive compensation design, and the mandatory disclosure of CP groups, no prior research has examined ...
Jamshed Iqbal, Jukka Pellinen, Mohsin Riaz   +2 more
wiley   +1 more source

Numerical Solution of Fractional Black-Scholes Equation by Using Radial Basis Function (RBF) Approximation Method

پژوهش‌های ریاضی, 2020
Introduction Fractional Differential Calculus (FDC) began in the 17th century and its initial discussions were related to the works of Leibniz, Lagrange, Abel and others.
Sedighe Sharifian, Ali R. Siheili, A. Neisy   +2 more
doaj  

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

Journal of Futures Markets, EarlyView.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye   +2 more
wiley   +1 more source

Qualitatively Stable Schemes for the Black–Scholes Equation

Fractal and Fractional, 2023
In this paper, the Black–Scholes equation is solved using a new technique. This scheme is derived by combining the Laplace transform method and the nonstandard finite difference (NSFD) strategy. The qualitative properties of the method are discussed, and
Mohammad Mehdizadeh Khalsaraei, Ali Shokri, Yuanheng Wang, Sohrab Bazm, Giti Navidifar, Pari Khakzad   +5 more
doaj   +1 more source

Performance Measures, Discretionary Accruals, and CEO Cash Compensation

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This paper examines the relative weights assigned to three performance measures—stock returns, accounting earnings, and operating cash flows—in determining executive cash compensation. We find that returns receive the highest weight, followed by earnings, while cash flows carry the least weight.
Ya Dai, Harrison Liu, Jennifer Yin
wiley   +1 more source

The Black-Scholes equation in finance: Quantum mechanical approaches [PDF]

, 2023
In this paper, the Black-Scholes equation of the option pricing theory in order to minimize the risk through the stocks is studied. The solutions are obtained in terms of exceptional Laguerre polynomials.
YEŞİLTAŞ, ÖZLEM
core   +1 more source

Scale dependence in remotely sensed biodiversity: Leveraging continental‐scale imaging spectroscopy from the National Ecological Observatory Network

Remote Sensing in Ecology and Conservation, EarlyView.
Imaging spectroscopy enables large‐scale biodiversity assessment, yet spectral diversity metrics are scale dependent. Across 15 NEON ecosystems, we find that spectral richness increases sub‐linearly from 3600 m2 to 4 km2, whereas spectral divergence shows weak or inconsistent scaling with area, underscoring the importance of scale‐aware interpretation ...
Meghan T. Hayden, Matthew W. Rossi, Laura E. Dee, Kyle Kovach, Cibele H. Amaral, Jacob Nesslage, Madeline Slimp, Rachel S. Meyer, E. Natasha Stavros   +8 more
wiley   +1 more source

Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative

Discrete Dynamics in Nature and Society, 2020
The value of an option plays an important role in finance. In this paper, we use the Black–Scholes equation, which is described by the nonsingular fractional-order derivative, to determine the value of an option. We propose both a numerical scheme and an
Ndolane Sene, Babacar Sène, Seydou Nourou Ndiaye, Awa Traoré   +3 more
doaj   +1 more source

Deepening the real options debate: Real options as dynamic optimization

Strategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov, Joseph T. Mahoney, Jeffrey J. Reuer   +2 more
wiley   +1 more source

Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method

Abstract and Applied Analysis, 2013
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative.
Lina Song, Weiguo Wang
doaj   +1 more source