Results 81 to 90 of about 5,237,449 (259)

Skorokhod problem for Lévy Processes

, 2017
We discuss a new strategy to solve the Skorokhod problem which is generic in the sense that it can be applied to many Markov processes. For the special case of Lévy processes we derive necessary and sufficient conditions (extending earlier work of ...
Döring, Leif
core   +1 more source

IntLevPy: A Python library to classify and model intermittent and Lévy processes

SoftwareX
IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and Lévy processes. The package includes functionalities such as full parameter estimation and fitting optimization
Shailendra Bhandari, Pedro Lencastre, Sergey Denisov, Yurii S. Bystryk, Pedro G. Lind   +4 more
doaj   +1 more source

How to Navigate Disrupted Business Models in the 21st Century: At the Crossroads of the Circular Economy and the Industry 4.0 Transition

Business Strategy and the Environment, EarlyView.
ABSTRACT Our planet faces a critical crisis, with pollution, resource depletion and biodiversity loss surpassing sustainable limits. Businesses must address these challenges, with the circular economy and Industry 4.0 offering transformative potential through closed‐loop systems, regenerative solutions and advanced technologies.
Agnes Toth‐Peter, Rui Torres de Oliveira, Shane Mathews, Leonie Barner   +3 more
wiley   +1 more source

Past and Future of Sustainability Indicator Research in Agribusiness: A Bibliometric and Forecasting Analysis

Business Strategy and the Environment, EarlyView.
ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes, Olga Cam, Aurora Carneiro Zen, Roger de Bem Jaeger, Daniela Callegaro‐de‐Menezes, Juliana Matos de Meira   +5 more
wiley   +1 more source

Skewness Premium with Lévy Processes [PDF]

We study the skewness premium (SK) introduced by Bates (1991) in a general context using Lévy Processes. We obtain sufficient and necessary conditions for Bate's x% rule to hold.
Ernesto Mordecki, José Fajardo
core  

Achieving Carbon Neutrality: Strategic Pathways to Sustainability and Net Zero in Manufacturing Supply Chains

Business Strategy and the Environment, EarlyView.
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., Sivakumar K., Jayakrishna Kandasamy, Umesh Kumar, Anil Kumar, Ashutosh Samadhiya   +5 more
wiley   +1 more source

Initiating Market Formation Through Local Policy Innovation: Plot Handover as a Driver for Circular Construction

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

Equivalent Martingale Measures and Lévy Processes [PDF]

In this paper we compute equivalent martingale measures when the asset price return is modeled by a Lévy process.
José Fajardo
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, Niccolò Nirino, Panagiota Papadimitri, Michael Christofi   +3 more
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