Results 91 to 100 of about 28,836 (304)
Qualitative financial modelling in fractal dimensions
Financial InnovationThe Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and
Rami Ahmad El-Nabulsi, Waranont Anukool
doaj +1 more source
An Autoregressive Moving Average Model for Time Series with Irregular Time Intervals
Computer Sciences & Mathematics ForumThis research focuses on the study of stochastic processes with irregularly spaced time intervals, which is present in a wide range of fields such as climatology, astronomy, medicine, and economics.
Diana Alejandra Godoy Pulecio +1 more
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Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility [PDF]
Filtering techniques are often applied to the estimation of dynamic latent variable models. However, these techniques are often based on a set assumptions which restrict models to be specified in a linear state-space form.
Scott I. White +2 more
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Symbolic Versus Substantive ESG Practices: A Systematic Review and Integrative Framework
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT ESG reporting is widespread, but symbolic commitments do not always reflect substantive practices. This study conducts a systematic literature review of 62 empirical articles published between 2021 and 2025 to synthesize the main determinants and consequences of this disclosure–performance misalignment in ESG reporting (commonly referred to as
Cristina Alexandrina Ştefănescu +1 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACTSocial farming integrates agricultural activities with social and rehabilitative functions, offering significant benefits to communities. However, its economic sustainability depends, among other factors, on consumer acceptance and willingness to pay a premium for its products.
Francesca Moino +5 more
wiley +1 more source
Calibrated Stochastic Dynamic Models for Resource Management
In this paper we develop a positive calibrated approach to stochastic dynamic programming. Risk aversion, discount rate, and intertemporal substitution preferences of the decision-maker are calibrated by a procedure that minimizes the mean squared error ...
Reynaud, Arnaud +3 more
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EcoEnergy, EarlyView.As maritime transport electrifies, bidirectional charging (V2G) offers a dual‐purpose solution for energy resilience and economic viability. This work identifies key technological advancements and lifecycle challenges utilizing practical case studies to demonstrate how V2G systems can drive decarbonization and grid stability in the marine sector ...
Jonathan Bloor +3 more
wiley +1 more source
A Review of Power Grid Frameworks for Planning Under Uncertainty
EnergiesPower-system planning is being reshaped by rapid decarbonisation, electrification, and digitalisation, which collectively amplify uncertainty in demand, generation, technology adoption, and policy pathways.
Tai Zhang, Stefan Borozan, Goran Strbac
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Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility [PDF]
This paper shows that the standard transversality condition (STVC) is nec-essary for optimality in stochastic models with bounded or constant-relative-risk- aversion (CRRA) utility under fairly general conditions.
Takashi Kamihigashi
core
EcoEnergy, EarlyView.An overview of grain boundary engineering in the field of electrocatalysis. ABSTRACT Key electrocatalytic reactions such as HER, OER, ORR, CO2RR, and NRR offer promising routes for storing renewable energy as chemical fuels. However, their widespread application is constrained due to the lack of highly active and stable catalysts. Grain boundaries (GBs)
Jingyu Gao +8 more
wiley +1 more source