Results 31 to 40 of about 1,754,337 (200)
Reducing the European Union's plant protein deficit: Options and impacts
Agricultural Economics (AGRICECON), 2021 The EU has a historical deficit of plant protein and is heavily reliant on imports to sustain domestic livestock production. Using an economic model of global agricultural markets, this article investigates three policy drivers that could have an ...
Hans Grinsted Jensen +2 more
doaj +1 more source
, 2014 Option contracts can be valued by using the Black-Scholes equation, a partial differential equation with initial conditions. An exact solution for European style options is known. The computation time and the error need to be minimized simultaneously. In this paper, the authors have solved the Black-Scholes equation by employing a reasonably accurate ...
U, Aishwarya B +3 more
openaire +2 more sources
Walking Back From Cyprus [PDF]
, 2013 Last Friday, the European leaders trespassed on consecrated ground by putting insured depositors in Cypriot banks in harm’s way.
Buchheit, Lee C., Gulati, Mitu
core +3 more sources
Statistically fair price for the European call options according to the discreet mean/variance model [PDF]
Компьютерные исследования и моделирование, 2014 We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution.
Anastasiya Sergeevna Odintsova +1 more
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Super-replication of European Options with Convex Payoff under Proportional Transaction Costs
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2018 The paper examines the super-replication of contingent claims in a discrete time financial market with proportional transaction costs. The sole assumption on stock price dynamics is that the returns are bounded.
Agnieszka Rygiel
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Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
Mathematics, 2020 Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). The classical problem of pricing European and American financial options, based on the corresponding PDE formulations, is studied here ...
Beatriz Salvador +2 more
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Efficient Option Pricing under Levy Processes, with CVA and FVA
Frontiers in Applied Mathematics and Statistics, 2015 We generalize the Piterbarg (2010) model to include 1) bilateral default risk as in Burgard and Kjaer (2012), and 2) jumps in the dynamics of the underlying asset using general classes of L'evy processes of exponential type.
Jimmy eLaw +2 more
doaj +1 more source
Revisiting rebuilding options of European fisheries
Frontiers in Marine ScienceOverfishing remains widespread in European seas, and the 2020 sustainability objectives under the Common Fisheries Policy (CFP) have not been fully met, leaving many stocks outside safe biological limits.
Konstantinos Touloumis +5 more
doaj +1 more source
European promises: policy options of Eastern partnership policy
Baltic Journal of European studies, 2018 The article seeks to assess policy options of the Eastern Partnership Policy in stimulating long-term change in the partner countries. It argues that the policy has limited power to directly promote consolidation of democratic and market economy ...
Martinaitis Žilvinas
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Newly developed exit options for European otters from fish fykes
Conservation Science and Practice, 2023 Entrapment and subsequent drowning in fish fykes poses an anthropogenic mortality hazard to Eurasian otters (Lutra lutra). Different concepts on how to solve this problem have been debated in the past. To proactively prevent future fatal interactions and
Anja Reckendorf +6 more
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