Results 141 to 150 of about 1,479 (217)
TIPS Options in the Jarrow-Yildirim model
An explicit pricing formula for inflation bond options is proposed in the Jarrow-Yildirim model. The formula resembles that for coupon bond options in the HJM model.Inflation bond option; Jarrow-Yildirim ...
Henrard, Marc
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how environmental regulations can drive technological change, drawing on the innovation systems perspective and the strong Porter hypothesis (SPH). The SPH suggests that well‐designed stringent regulations can foster innovation and enhance firm competitiveness, performance, and survival, yet prior research remains largely ...
Muhammad Zubair Khan +3 more
wiley +1 more source
Artificial Intelligence and Finance: A bibliometric review on the Trends, Influences, and Research Directions. [PDF]
F1000ResRoy P +4 more
europepmc +1 more source
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
In this paper we empirically compare different term structure models when it comes to the pricing and hedging of caps and swaptions.We analyze the influence of the number of factors on the pricing and hedging results, and investigate which type of data ...
Driessen, J.J.A.G. +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT This research develops and empirically validates the Community‐Oriented Marketing Approach (COMA), a 20‐item multidimensional scale designed to measure prosumer perceptions within participatory market systems. COMA conceptualizes prosumers as active co‐value creators and institutional agents, driving sustainable market governance.
Alpaslan Kelleci, Oguzhan Essiz
wiley +1 more source
Study on the impact of green bond issuance on the green and low carbon development of Chinese thermal power enterprises. [PDF]
Carbon Balance ManagGong M, He G, Wang Y.
europepmc +1 more source
Does Disclosure Type Matter? Climate‐Related Financial Disclosures and Corporate Performance
Business Strategy and the Environment, EarlyView.ABSTRACT Our study examines the financial implications of corporate climate‐related financial disclosures while distinguishing between quantitative and qualitative disclosures. We use a multiple‐period difference‐in‐differences approach to analyze Japanese firms listed on the Tokyo Stock Exchange Prime Market from 2019 to 2023.
Alexander Ryota Keeley +4 more
wiley +1 more source
Modern finance through quantum computing-A systematic literature review. [PDF]
PLoS OneBunescu L, Vârtei AM.
europepmc +1 more source
The Effect of Carbon Disclosure Quality on Green Bond Financing Cost
Business Strategy and the Environment, EarlyView.ABSTRACT Existing research on financing costs primarily focuses on traditional financial factors, such as credit ratings, and offers limited examination of non‐financial information. This study examines the impact of the quality of carbon information disclosure on financing costs using a fixed‐effects panel regression, based on data from 166 Chinese ...
Siying Wang, Chaminda Wijethilake
wiley +1 more source
A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]
Entropy (Basel)Wei Y, Xi W.
europepmc +1 more source