Results 101 to 110 of about 114,748 (228)
Lévy Process-Driven Asymmetric Heteroscedastic Option Pricing Model and Empirical Analysis
Discrete Dynamics in Nature and Society, 2018 This paper describes the peak, fat tail, and skewness characteristics of asset price via a Lévy process. It applies asymmetric GARCH model to depict asset price’s random volatility characteristics and builds a GARCH-Lévy option pricing model with random ...
Gaoxun Zhang +3 more
doaj +1 more source
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators [PDF]
The traditional multivariate Lévy process constructed by subordinating a Brownian motion through a univariate subordinator presents a number of drawbacks, including the lack of independence and a limited range of dependence.
Elisa Luciano, Patrizia Semeraro
core
Business Strategy and the Environment, EarlyView.ABSTRACT Amid growing resource pressures, environmental regulation plays a critical role in enabling the transition to a circular economy (CE). This study conducts a systematic literature review to synthesize how different regulatory approaches—command‐and‐control, market‐based, voluntary, and reflexive—affect CE transitions across economic and ...
Li Yuan
wiley +1 more source
T‐calibration in semi‐parametric models
Canadian Journal of Statistics, EarlyView.Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
JAKP (Jurnal Administrasi dan Kebijakan Publik)This study aims to analyze the effectiveness of levy collection at Ragunan Wildlife Park in 2022 and its contribution to the Regional Revenue (PAD) of DKI Jakarta Province.
Miftah Farid Khoerudin, Inayati Inayati
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This paper investigates the relationship between corporate social responsibility (CSR) and financial performance for European firms, and the moderating roles of industry and country‐specific factors in this relationship. Studying a sample of 2340 companies across 18 countries, we find Environmental, Social and Governance (ESG) scores to ...
Veda Fatmy, Venla Haavisto, Janne Äijö
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the use of environmental disclosure as a strategic tool to manage legitimacy crises in a mining company, adopting critical discourse analysis (CDA) as the main methodology. Focusing on a case of environmental disaster, this research reveals how corporate narratives can be manipulated to minimize responsibility and reinforce
Renata Luiza de Castilho Rossoni +1 more
wiley +1 more source
A Donsker Theorem for Lévy Measures [PDF]
Given n equidistant realisations of a Lévy process (Lt; t >= 0), a natural estimator for the distribution function N of the Lévy measure is constructed. Under a polynomial decay restriction on the characteristic function, a Donsker-type theorem is proved,
Markus Reiß, Richard Nickl
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Global challenges such as climate change, resource scarcity and ecological degradation demand that companies rethink how they create, deliver and capture value. Sustainable business model innovations (SBMIs) offer a promising pathway, yet empirical insights into how different SBMI archetypes affect consumer adoption behavior are scarce.
Lennard Stutz +3 more
wiley +1 more source