Results 61 to 70 of about 1,920,083 (235)

A tempered subdiffusive Black–Scholes model

Fractional Calculus and Applied Analysis
arXiv admin note: substantial text overlap with arXiv:1907 ...
Grzegorz Krzyżanowski, Marcin Magdziarz
openaire   +3 more sources

The PhenoChange network protocol for monitoring leaf phenology in tropical dry ecosystems using phenocameras

Methods in Ecology and Evolution, EarlyView.
Abstract Tropical dry ecosystems (TDEs) cover half of the tropics and play a key role in global carbon dynamics. TDEs present distinct canopy and ground layers that often exhibit contrasting phenological patterns. On‐the‐ground observations of phenology by the human eye, though valuable, may suffer from limited temporal resolution and observer biases ...
Desirée Marques Ramos, Francisco Maiato P. Gonçalves, Magna Soelma de Moura, Mário Marcos do Espírito‐Santo, Ítalo Antônio Cotta Coutinho, Vera De Cauwer, Bruna de Costa Alberton, Jonathan Muledi, Casey M. Ryan, Manuel Jundo Cachissapa, Millena C. N. Santana, Gabriel Ileni K. Uusiku, Antonia Mirelle Lopes Marques, Frances O'Leary, Renata D. Françoso, Nattália do Prado Neves, John L. Godlee, Maria Maraíza P. Santos, Leena Naftal, David Nkulu, Mathew Williams, Albert B. Phillimore, Andrew D. Richardson, Matúš Seči, Milcíades Chicomo, Natasha Wesely, David T. Milodowski, Sam B. Harrison, Ludovica Oddi, Consolata Siniscalco, Fabrícia Conceição M. Mota, Jurandy Almeida, Ricardo da Silva Torres, Mario B. B. Siqueira, Kyle G. Dexter, Leonor Patricia C. Morellato   +35 more
wiley   +1 more source

Forecasting the behaviour of fractional Black-Scholes option pricing equation by laplace perturbation iteration algorithm

Alexandria Engineering Journal, 2023
Financial derivatives plays a major role in all financial deals these days. Black–Scholes option pricing model gives a risk free analysis for investing in options. In the current work, a method called the Laplace Perturbation Iteration Algorithm is being
Fareeha Sami Khan, Mariam Sultana, Muhammad Khalid, Faheem Zaidi, Kamsing Nonlaopon   +4 more
doaj   +1 more source

The effect of addback statutes on CEO compensation

Accounting &Finance, Volume 65, Issue 1, Page 793-818, March 2025.
Abstract Exploiting the adoption of addback statutes, which occurred at different times, as exogenous shocks to corporate taxable income, we examine the effect of tax policy changes on the compensation of chief executive officers (CEOs). We provide evidence that CEOs of firms headquartered in states affected by addback statutes experienced a decrease ...
Karel Hrazdil, Gerald Lobo, Ray Zhang, Weiji Zhang   +3 more
wiley   +1 more source

Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying

American Journal of Political Science, EarlyView.
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard, Nathan Canen, Sebastian Saiegh   +2 more
wiley   +1 more source

Board Independence and Adjustment Speed of CEO Inside Debt

European Financial Management, EarlyView.
ABSTRACT We find that firms with more independent directors adjust CEO inside debt towards an optimum more quickly. This effect is more pronounced in financially unconstrained, growth, and under‐levered firms, and also firms led by more powerful or overconfident CEOs.
Bonnie Buchanan, Shuhui Wang, Tina Yang
wiley   +1 more source

Relativistic Black–Scholes Equation

Ecuación Black-Scholes relativistaEl modelo de Black Scholes presentado en este trabajo es una generalización a la versión relativista que no es muy conocida desde a la versión original de 1973, debido a que sus efectos aún son poco significativos. En el
Sierra Juárez, Guillermo
core   +1 more source

The End of DEI

Financial Management, EarlyView.
ABSTRACT Diversity, equity, and inclusion (DEI) is one of the most polarizing issues in business and society. Advocates claim that DEI enhances fairness, while critics argue it undermines meritocracy. The problems often stem from the practice of DEI—reducing it to demographic diversity—rather than its principle.
Alex Edmans
wiley   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

Black-Scholes Martingale Model: An Algorithm Analysis [PDF]

, 2010
As trading volume and variety of option contracts keep increasing in financial markets around the world, computing speed and running time of financial software have become crucial factors at options trading board where appropriate pricing of option ...
440, 渡邉, 泰典, 441, Watanabe, yasunori, 443, Honobe, Erick, ワタナベ, ヤスノリ, Watanabe, Yasunori   +7 more
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