Results 131 to 140 of about 69,006 (265)
Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process. [PDF]
ScientificWorldJournal, 2015 Yin C, Yuen KC, Shen Y.
europepmc +1 more source
A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes [PDF]
Option values are well-known to be the integral of a discounted transition density times a payoff function; this is just martingale pricing. It's usually done in 'S-space', where S is the terminal security price.
Alan L. Lewis
core
, 2021 Non-linear time series and linear models were not designed to detect probabilistic process that are depict by velocity and drift associated to returns the way Ornstein-Uhlenbeck stochastic process describes diffusion and velocity associated to series or ...
Muse, Abdisalam Hassan +3 more
core
The Production of a Sustainability Reporting Norm in Spanish State‐Owned Enterprises
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT State‐owned enterprises (SOEs) are hybrid organizations that pursue social and economic goals and are expected to engage in sustainability reporting. Previous literature has shown limited attention to examining the process by which a norm in sustainability reporting has emerged among SOEs.
Javier Andrades +2 more
wiley +1 more source
Levy Noise Affects Ornstein–Uhlenbeck Memory
EntropyThis paper investigates the memory of the Ornstein–Uhlenbeck process (OUP) via three ratios of the OUP increments: signal-to-noise, noise-to-noise, and tail-to-tail. Intuition suggests the following points: (1) changing the noise that drives the OUP from
Iddo Eliazar
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT In the discourse on environmental sustainability and energy security, energy management is an inevitable policy issue that requires research‐based solutions. Based on this, the present study contributes by examining the impact of environmental, social, and governance (ESG) uncertainty on energy consumption patterns in the USA from 2002 to 2024.
Naif Alsagr +2 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Growing concerns about the environmental and social consequences of plastics around the world, manufacturing industries are associated with business are focusing on sustainable end‐of‐life options‐based solutions which aim at increasing the product life cycle.
Sivakumar Kirupanandan +3 more
wiley +1 more source
ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.This review is about material design based on engineering multilevel sites from theoretical calculation and synthetic routes to mechanism, structure–activity relationship, challenges and perspectives for boosting hydrogen production in alkaline electrolyte. Electrolytic water splitting is a clean, carbon‐free method for producing green hydrogen and has
Ke Zhang +9 more
wiley +1 more source
Constructing Policy (In)coherence in Germany's Energy Transition and Impacts on (In)equality
Environmental Policy and Governance, EarlyView.ABSTRACT Policy coherence is widely regarded as essential for achieving sustainable development, climate targets, and reducing inequality, as reflected in the 2030 Agenda for Sustainable Development. Recent scholarship has moved beyond technocratic approaches, drawing on comparative politics, particularly the “3 I's” of ideas, interests, and ...
Alexia Faus Onbargi, Ines Dombrowsky
wiley +1 more source
European Journal of Social Psychology, EarlyView.ABSTRACT Affective polarisation, a growing hostility toward political outgroups, is a phenomenon rooted in social identity. Social identity threat—the expectation of experiencing some form of denigration based on a self‐relevant group identity—is thought to be a major driver of affective polarisation.
Brandon McMurtrie +4 more
wiley +1 more source