Results 31 to 40 of about 170 (158)

Generalized fractional calculus and some models of generalized counting processes

Modern Stochastics: Theory and Applications
Models of generalized counting processes time-changed by a general inverse subordinator are considered, their distributions are characterized, and governing equations for them are presented.
Khrystyna Buchak, Lyudmyla Sakhno
doaj   +1 more source

Sampling inverse subordinators and subdiffusions

The Annals of Applied Probability
In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general strictly increasing subordinators.
Biocic, Ivan, Cedeno-Giron, Daniel E., Toaldo, Bruno   +2 more
openaire   +3 more sources

From Eco‐Policy to Green Practice: Government Eco‐Initiatives, Managerial Attention and Frugal Green Innovation in Saudi Arabia

Business Strategy and the Environment, EarlyView.
ABSTRACT Considering the need for environmental sustainability and fulfillment of the needs of customers at the bottom of the pyramid, this study integrates the attention‐based view of organizations and situational leadership theory to examine the impact of government eco‐initiatives on frugal green innovation through managerial attention toward the ...
Qaisar Iqbal, Katarzyna Piwowar‐Sulej, Jim Andersén   +2 more
wiley   +1 more source

The Effect of Carbon Disclosure Quality on Green Bond Financing Cost

Business Strategy and the Environment, EarlyView.
ABSTRACT Existing research on financing costs primarily focuses on traditional financial factors, such as credit ratings, and offers limited examination of non‐financial information. This study examines the impact of the quality of carbon information disclosure on financing costs using a fixed‐effects panel regression, based on data from 166 Chinese ...
Siying Wang, Chaminda Wijethilake
wiley   +1 more source

Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives

Cogent Economics & Finance, 2017
The objective of the paper is to extend the results in Fournié, Lasry, Lions, Lebuchoux, and Touzi (1999), Cass and Fritz (2007) for continuous processes to jump processes based on the Bismut–Elworthy–Li (BEL) formula in Elworthy and Li (1994).
M. Kateregga, S. Mataramvura, D. Taylor
doaj   +1 more source

Women's Leadership as a Driver of Small and Medium‐Sized Enterprises Sustainability and Green Transition: A Bibliometric and Systematic Review

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study combines a bibliometric analysis and a systematic literature review (SLR) to provide a comprehensive understanding of women's leadership and entrepreneurship within small and medium‐sized enterprises (SMEs) in the context of sustainability and the green transition.
Adriana Dima, Andreea Ileana Zamfir, Cosmin Dobrin, Monica Triculescu, Sorina Ioana Mişu, Ana Daria Pantelimon   +5 more
wiley   +1 more source

Resolution of the Symmetric Nonnegative Inverse Eigenvalue Problem for Matrices Subordinate to a Bipartite Graph [PDF]

Positivity, 2004
Given an undirected graph \(G\) with \(n\) nodes, an \(n\times n\) matrix \(A\) is said to be subordinate to \(G\) if \(a_{ij}\not=0\) implies that there is an edge between the nodes \(i\) and \(j\). This short paper proves for a bipartite \(G\) with matching number \(m\) that there is a symmetric nonnegative matrix subordinate to \(G\) with ...
Leal-Duarte, António, Johnson, Charles R.   +1 more
openaire   +2 more sources

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

α-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity

Results in Applied Mathematics
This paper develops an α-parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-changed Lévy noise (TCSDEwLNs).
Jingwei Chen
doaj   +1 more source

A renewal-process-type expression for the moments of inverse subordinators [PDF]

Journal of Applied Probability, 2005
We define an inverse subordinator as the passage times of a subordinator to increasing levels. It has previously been noted that such processes have many similarities to renewal processes. Here we present an expression for the joint moments of the increments of an inverse subordinator. This is an analogue of a result for renewal processes.
openaire   +2 more sources