Results 71 to 80 of about 5,049 (220)
The Futility of Utility: how market dynamics marginalize Adam Smith [PDF]
, 1999 Econometrics is based on the nonempiric notion of utility. Prices, dynamics, and market equilibria are supposed to be derived from utility. Utility is usually treated by economists as a price potential, other times utility rates are treated as ...
McCauley, Joseph L.
core +2 more sources
A note on the fractional Black-Scholes equation
, 2008 Математическое моделирование и математическая ...
E. Kemzuraite, Paulius Miškinis
openalex +2 more sources
Supply chain risk in grain trading: Inventories as real options for shipping grain
Agribusiness, Volume 42, Issue 1, Page 175-195, Winter 2026.Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
wiley +1 more source
Drivers of Hirola Antelope Diet Selection in Natural and Managed Habitat in Eastern Kenya
Ecology and Evolution, Volume 16, Issue 1, January 2026.Hirola (Beatragus hunteri) populations in eastern Kenya consumed 17 forage species, favoring the grass Chloris virgata and the forbs Commelina benghalensis and C. diffusa. Nutrient analyses showed that natural habitats offered higher phosphorus, magnesium, and digestibility, whereas managed sites provided more sodium, potassium, and crude protein, with
Abdullahi H. Ali, S. Kivai
wiley +1 more source
Tournament incentives and reserve management
Risk Management and Insurance Review, Volume 28, Issue 4, Page 499-533, Winter 2025.Abstract This paper examines the impact of internal tournament incentives on reserve management within the property‐liability insurance industry. We find a positive relationship between internal tournament incentives and reserve errors, suggesting that a larger tournament prize is associated with more conservative loss‐reserve management.
Gene Lai +3 more
wiley +1 more source
Robust option replication for a Black-Scholes model extended with nondeterministic trends [PDF]
, 2012 Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Kloeden, Peter E. +1 more
core
Infrared Photovoltaic–Battery Hybrid Systems Enabled by Colloidal Quantum Dots
Chemistry – An Asian Journal, Volume 20, Issue 21, November 3, 2025.Photovoltaic–battery (PV/B) hybrid systems are key for sustainable energy but face cost and efficiency limits. Colloidal quantum dots (CQDs) enable low‐cost near‐infrared light harvesting, surpassing silicon and III–V PVs. This review analyzes CQD properties, their roles in NIR PVs and batteries, and synthesizes current research to highlight progress ...
Hong Ji +3 more
wiley +1 more source
Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model
Fractal and Fractional, 2022 The inverse multiquadric radial basis function (RBF), which is one of the most important functions in the theory of RBFs, is employed on an adaptive mesh of points for pricing a fractional Black–Scholes partial differential equation (PDE) based on the ...
Yanlai Song, Stanford Shateyi
doaj +1 more source
Correction to Black-Scholes formula due to fractional stochastic volatility
, 2017 Empirical studies show that the volatility may exhibit correlations that decay as a fractional power of the time offset. The paper presents a rigorous analysis for the case when the stationary stochastic volatility model is constructed in terms of a ...
Garnier, Josselin, Solna, Knut
core +2 more sources
Diversity and Distributions, Volume 31, Issue 11, November 2025.ABSTRACT Aim Despite their extent (40° of latitude and 50° of longitude), research in African savannas is dominated by a few heavily studied areas. We gathered data from African savanna protected areas to (i) evaluate their contributions to the primary literature, (ii) identify environmental groupings with respect to climate, soils, and landscape ...
T. Michael Anderson +16 more
wiley +1 more source