Results 41 to 50 of about 69,006 (265)
Adaptive Lévy processes and area-restricted search in human foraging. [PDF]
PLoS ONE, 2013 A considerable amount of research has claimed that animals' foraging behaviors display movement lengths with power-law distributed tails, characteristic of Lévy flights and Lévy walks.
Thomas T Hills +2 more
doaj +1 more source
Lévy processes conditioned to stay in a half-space with applications to directional extremes
Modern Stochastics: Theory and Applications, 2022 This paper provides a multivariate extension of Bertoin’s pathwise construction of a Lévy process conditioned to stay positive or negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original process on a ...
Jevgenijs Ivanovs, Jakob D. Thøstesen
doaj +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Growing demand for healthier beverages is driving innovation in the wine sector, with dealcoholized wine emerging as a promising alternative. However, little is known about the contextual conditions under which consumers would choose dealcoholized wine, particularly in countries with strong wine traditions. To fill this gap, this work examines
Giovanna Piracci +4 more
wiley +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Lévy laplacians and annihilation process
Учёные записки Казанского университета: Серия Физико-математические науки, 2018 The Lévy Laplacians are infinite-dimensional Laplace operators defined as the Cesaro mean of the second-order directional derivatives. In the theory of Sobolev–Schwarz distributions over a Gaussian measure on an infinite-dimensional space (the Hida ...
B.O. Volkov
doaj
Food Tastes in the United States: Convergence or Divergence?
Agribusiness, EarlyView.ABSTRACT This study investigates how food consumption tastes have changed in recent decades across the United States. Using NielsenIQ data for over 77 million transactions, there is evidence of divergence in food tastes across regions from 2007 to 2016 and across households of different income, education, and race/ethnicity groups.
Michael DeDad
wiley +1 more source
Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Estimation of the characteristics of a Lévy process observed at arbitrary frequency [PDF]
A Lévy process is observed at time points of distance Δ until time T. We construct an estimator of the Lévy-Khinchine characteristics of the process and derive optimal rates of convergence simultaneously in T and Δ.
Johanna Kappus, Markus Reiß
core +2 more sources
Special greeks of a variance-gamma driven vasicek model
Scientific African, 2023 Abrupt happenings in financial markets have resulted to the need to adopt Lévy processes such as a variance gamma process in modelling financial derivatives since it has the ability to capture jumps that occur in such scenario.
Adaobi M. Udoye, Lukman S. Akinola
doaj +1 more source
, 2014 Fractional Lévy process is a relatively new term from stochastic calculus. Its main use is in physics, but also in finance, where it could be used for modelling of option prices.
Kislinger, Jan
core