Results 111 to 120 of about 69,006 (265)
ABSTRACT Reaching global net‐zero targets has become an urgent priority as businesses and nations face increasing pressure to reduce greenhouse gas emissions. Achieving carbon neutrality in manufacturing supply chains requires comprehensive systemic changes across business processes.
Vimal K. E. K. +5 more
wiley +1 more source
Confidence sets in nonparametric calibration of exponential Lévy models [PDF]
Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential Lévy models based on prices of European options.
Jakob Söhl
core
This volume presents recent developments in the area of Lévy-type processes and more general stochastic processes that behave locally like a Lévy process.
Wang, Jian +2 more
core +1 more source
ABSTRACT The transition to circular construction suffers from uncertainties related to costs, market realities, supply, regulations and expertise using secondary materials in building projects. Uncertainties are large, and resolving them needs policy interventions.
Erkki‐Jussi Nylén, Tommi Halonen
wiley +1 more source
Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English) [PDF]
The paper focuses on the replication of digital options under an incomplete model. Digital options are regularly applied in the hedging and static decomposition of many path-dependent options.
Tomáš Tichý
core
Financing Climate Action Through Fair Taxation: How SDG Engagement Reduces Corporate Tax Avoidance
ABSTRACT The transition to a low‐carbon economy, central to achieving Paris Agreement targets and Sustainable Development Goal 13 (Climate Action), requires unprecedented public and private investment. A significant climate financing gap persists, however, exacerbated by corporate practices that erode the public revenue base.
Ahmed Aboud +3 more
wiley +1 more source
Lévy process conditioned by its height process
34 pages, 2 figuresIn the present work, we consider spectrally positive Lévy processes $(X_t,t\geq0)$ not drifting to $+\infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process ...
Richard, Mathieu
core
Two-step estimation of a multi-variate Lévy process
Based on the concept of a Lévy copula to describe the dependence structure of a multi-variate Lévy process, we present a new estimation procedure. We consider a parametric model for the marginal Lévy processes as well as for the Lévy copula and estimate ...
Esmaeili, H., and Klüppelberg, C.
core +1 more source
Smart Cities Leading the Green Transition: Linking Open Innovation and Entrepreneurial Dynamics
ABSTRACT Smart cities today are vibrant spaces where technology, collaboration, and sustainability come together to shape a better future. The green transition in cities is not just about building greener infrastructure or cutting emissions. It also changes how people, institutions, and businesses think and act.
Filippo Marchesani, Nabila Abid
wiley +1 more source
Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations
We analyze entropy solutions for a class of Levy mixed hyperbolic-parabolic equations containing a non-local (or fractional) diffusion operator originating from a pure jump Levy process.
Kenneth H. Karlsen, Suleyman Ulusoy
doaj

