A Predictive Model for Digital Currencies Prices using Geometric Brownian Motion Stochastic Differential Equation: A Case Study of the Bitcoin [PDF]
O. D. Agbedeyi +2 more
openalex +1 more source
Optimal Pricing of Public Franchises With Imperfectly Correlated Demand Shocks
ABSTRACT In a dynamic adverse selection setting with private information about stochastic consumer preferences, we study the pricing of franchise rights when the awarding government body has to balance between revenue collection and consumer welfare. In this environment, we show that optimal pricing requires an appropriate combination of fixed and time‐
Marco Buso, Cesare Dosi, Michele Moretto
wiley +1 more source
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
europepmc +1 more source
Do temporary changes in earnings caused by mean reversion affect firms’ refinancing decisions?
Abstract We develop a dynamic two‐stage trade‐off model with refinancing when earnings are mean reverting. Our model predicts a negative relation between profitability and leverage at refinancing due to conservative debt increases. With multiple rounds of refinancing, the leverage–profitability relation may turn positive when firms have substantial ...
Elettra Agliardi +3 more
wiley +1 more source
Morphology of the maxilla informs about the type of predation strategy in the evolution of Abelisauridae (Dinosauria: Theropoda). [PDF]
Pereyra EES +5 more
europepmc +1 more source
On the geometric Brownian motion with state-dependent variable exponent diffusion term [PDF]
Mustafa Avcı
openalex +1 more source
Here, we present the most complete dataset to date on the endosseous labyrinths of extant crocodylians. Using 3D geometric morphometrics, we show that allometry constitutes a major contributor of the shape variation of the crocodylian endosseous labyrinths and that the development of this structure is likely linked to the braincase conformation, in all
Yohan Pochat‐Cottilloux +9 more
wiley +1 more source
Transitioning towards hydrogen powered seaport yard cranes for low carbon transformation based on a multiple factor real option model. [PDF]
Yang A, Zhang Y, He R, Wang Q, Gao J.
europepmc +1 more source
Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options [PDF]
Peter Carr, Michael Schröder
openalex +1 more source
Factors impacting the complexity of the leporid intracranial joint
Anatomy of the intracranial joint and the 2D semi‐landmarks used to capture complexity in the intracranial joint. (a) The intracranial joint can be seen here (in red) between the parietal and occipital dorsally and the basioccipital and basisphenoid ventrally. In hares (as in this figure) the interparietals are fused to obliteration.
Amber P. Wood‐Bailey +5 more
wiley +1 more source

