Results 71 to 80 of about 1,479 (217)
Monte Carlo Pricing of American Options Using Nonparametric Regression [PDF]
This paper provides an introduction to Monte Carlo algorithms for pricing American options written on multiple assets, with special emphasis on methods that can be applied in a multi-dimensional setting.
Pizzi Claudio, Pellizzari Paolo
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Business Strategy and the Environment, EarlyView.ABSTRACT Sustainability reports (SRs) are widely criticized for vague disclosures and selective emphasis on positive outcomes, yet systematic research on two core SR challenges remains limited: materiality (whether disclosed content is relevant) and balance (whether both achievements and challenges are reported).
Mahsa Mohammadrezaei +1 more
wiley +1 more source
Enhancing the liquidity of U.S. Treasury securities in an era of surpluses [PDF]
Treasury bills ; Government securities ; Liquidity (Economics) ; Debts ...
John Kambhu +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how plastics manufacturing firms can be classified according to their level of implementation of circular economy (CE) and industrial symbiosis (IS) practices and how such adoption influences sustainability performance. Using data from plastics manufacturing firms, we integrate cluster analysis with partial least squares ...
Laura Cristina Ramírez‐Rodríguez +3 more
wiley +1 more source
An empirical investigation of the factors that determine the pricing of Dutch index warrants
This paper investigates the pricing of Dutch index warrants. It is found that when using the historical standard deviation as an estimate for the volatility, the Black and Scholes model underprices all put warrants and call warrants on the FT-SE 100 and ...
Roon, F.A. de, Veld, C.H.
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Business Strategy and the Environment, EarlyView.ABSTRACT Transition intermediaries play a pivotal role in configuring networks aligning the interests of stakeholders to achieve sustainable goals. However, the transition literature has paid little attention to the influence intermediaries can have in strengthening organisational capabilities. Especially in sectors that are slow to change, such as the
Horacio Gonzalez +2 more
wiley +1 more source
Approximation of Jump Diffusions in Finance and Economics [PDF]
In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type. The class of jump-diffusion SDEs that admits explicit solutions is rather limited.
Nicola Bruti-Liberati, Eckhard Platen
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Business Strategy and the Environment, EarlyView.ABSTRACT Despite growing attention to the circular bioeconomy (CBE), the steel industry currently lacks a standardised, sectoral measurement framework to facilitate a low‐carbon transition. In this study, a decision‐support framework for evaluating CBE performance in the steel industry is proposed.
Ali Zamani Babgohari +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Waste management remains a critical grand challenge in African countries. While entrepreneurship has been a viable strategy for addressing this challenge, it is fraught with constraints. This study investigates the strategies orchestrated by entrepreneurs to navigate adversity in Waste management and ensure the social and economic viability of
Tahiru Azaaviele Liedong +3 more
wiley +1 more source