Results 121 to 130 of about 1,479 (217)

A theory of carbon currency. [PDF]

Fundam Res, 2022
Liu Q, Chen Z, Xiao SX.
europepmc   +1 more source

Option Pricing Under the Variance Gamma Process

In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core  

Constructing Arbitrage-free Binomial Models

, 2004
Wöster C. Constructing Arbitrage-free Binomial Models. Discussion paper / Fakultät für Wirtschaftswissenschaften, Universität Bielefeld. Bielefeld: Universität Bielefeld; 2004.In the past decades several versions of the binomial model for option pricing,
Wöster, Christoph
core  

ESG Measurement and Ratings Divergence: A Cross‐Jurisdictional Review of Institutional, Stakeholder, and Digital Accountability Perspectives

Business Strategy and the Environment, EarlyView.
ABSTRACT ESG ratings for the same firm‐year often diverge, shaping capital allocation and accountability. Drawing on a structured systematic‐narrative hybrid review, I synthesize evidence across the European Union, the United States, and China and develop a transnational accountability framework that traces divergence through the measurement pipeline ...
Gary Gang Tian
wiley   +1 more source

Greenium of green securitization: Does external certification matter? [PDF]

PLoS One
Li X, Zhu B, Zhang Y.
europepmc   +1 more source

THE PRICING OF DEGREE-DAY WEATHER OPTIONS

This paper presents a model and framework for pricing degree-day weather derivatives when the weather variable is a non-traded asset. Using daily weather data from 1840-1996 it is shown that a degree-day weather index exhibits stable volatility and ...
Turvey, Calum G.
core  

Managing Biodiversity Disclosure in Global Firms: How Culture, Institutions and Risk Shape Corporate Reporting

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the drivers of biodiversity disclosure and the interplay between firm strategies and national institutions in shaping transparency. Using a global panel of 4703 firms across 40 economies from 2013 to 2022, we integrate differentiation, signalling and institutional perspectives to explain variation in reporting behaviour ...
Chi Chen, Yaman O. Erzurumlu, Giray Gozgor   +2 more
wiley   +1 more source

On the Convergence of Internet of Things and Decentralized Finance: Security Challenges and Future Directions. [PDF]

Sensors (Basel)
Sarasijanayanan P, Nedungadi N, Sankaran S.   +2 more
europepmc   +1 more source

What Do We Know About Scope 3 Emissions in Small‐ and Medium‐Sized Enterprises? Mapping Current Knowledge and Advancing a Theory–Practice‐Oriented Framework

Business Strategy and the Environment, EarlyView.
ABSTRACT Although SMEs comprise over 90% of firms globally, research on their engagement with Scope 3 (value‐chain) greenhouse gas emissions remains limited. This PRISMA‐guided systematic review synthesises 49 SME‐relevant studies to develop a theory‐informed, practice‐oriented framework for more credible and sustained Scope 3 engagement.
Chidinma Uchendu, Okechukwu Okorie, Fatemeh Khosravi, Stuart Connop, Hebba Haddad, Mike Medas   +5 more
wiley   +1 more source

A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]

BMC Health Serv Res
Zuniga-Jara S, Ruiz-Campo S, Soria-Barreto K.   +2 more
europepmc   +1 more source