Results 91 to 100 of about 46,157 (263)
Business Strategy and the Environment, EarlyView.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
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
Financing Climate Action Through Fair Taxation: How SDG Engagement Reduces Corporate Tax Avoidance
Business Strategy and the Environment, EarlyView.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
Option pricing with discrete time jump processes [PDF]
In this paper we propose new option pricing models based on class of models with jump contain in the Lévy-type based models (NIG-Lévy, Merton-jump (Merton 1976) and Duan based model (Duan 2007)).
Hanjarivo Lalaharison +2 more
core
Smart Cities Leading the Green Transition: Linking Open Innovation and Entrepreneurial Dynamics
Business Strategy and the Environment, EarlyView.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
Cliquet option pricing with Meixner processes
Modern Stochastics: Theory and Applications, 2018 We investigate the pricing of cliquet options in a geometric Meixner model. The considered option is of monthly sum cap style while the underlying stock price model is driven by a pure-jump Meixner–Lévy process yielding Meixner distributed log-returns ...
Markus Hess
doaj +1 more source
The existence and characterisation of duality of Markov processes in the Euclidean space [PDF]
This thesis examines the existence of dualMarkov processes and presents the full characterization of Markov processes in Euclidean space equipped with the natural order (the Pareto order).
Lee, Rui Xin
core
The Canadian Journal of Chemical Engineering, EarlyView.Comparison of PSA and amine‐based absorption for syngas purification shows that PSA offers lower energy intensity, global warming potential, and minimum selling price, making it a more sustainable option. However, absorption achieves higher syngas purity. A GREENSCOPE‐based multi‐criteria assessment guides optimal process selection.
Magno Fonseca Santos +2 more
wiley +1 more source
U.S. Stock Market Crash Risk, 1926-2006 [PDF]
This paper applies the Bates (RFS, 2006) methodology to the problem of estimating and filtering time- changed Lévy processes, using daily data on U.S. stock market excess returns over 1926-2006.
David S. Bates
core
Clinical Pharmacology &Therapeutics, EarlyView.The Coalition to Advance Real‐World Evidence through Randomized Controlled Trial Emulation (CARE) Initiative seeks to advance understanding of when real‐world data (RWD) can generate valid treatment effectiveness estimates by emulating completed oncology randomized controlled trials (RCTs).
Natalie Levy +42 more
wiley +1 more source