Suchergebnisse

Asymptotics for the Survival Probability of Time-Inhomogeneous Diffusion Processes

In: Operations Research Letters, Forthcoming

Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps

In: Journal of economic dynamics & control, Band 125, S. 104083

ISSN: 0165-1889

Hermite Expansion of Transition Densities and European Option Prices for Multivariate Diffusions with Jumps

Contracting with cost synergies: Continuous-time double-sided moral hazard

In: Journal of economic dynamics & control, Band 168, S. 104971

ISSN: 0165-1889

Double-Exponential Jumps in Returns and GARCH Diffusion in Volatilities: Evidence from the Chinese SSE 50ETF Option Market

Contracting with Cost Synergies: Continuous-Time Double-Sided Moral Hazard

In: Kelley School of Business Research Paper No. 18-14

Optimal Order Execution Using After-Hour Fixed-Price Trading

Explicit Pathwise Expansion for Multivariate Diffusions and Its Application to Equivalence of Density Expansions

The Inter-Day Price Impact of Unfilled Order Imbalance in the After-Hour Fixed-Price Trading

In: EL57358

The land carrying capacity and environmental risk assessment of livestock and poultry breeding considering crop planting

In: Environmental science and pollution research: ESPR, Band 28, Heft 37, S. 51356-51368

ISSN: 1614-7499

Approximate arbitrage-free option pricing under the SABR model

In: Journal of economic dynamics & control, Band 83, S. 198-214

ISSN: 0165-1889

The inappropriate application of imidacloprid destroys the ability of predatory natural enemies to control pests in the food chain: A case study of the feeding behavior of Orius similis on Frankliniella occidentalis

In: Ecotoxicology and environmental safety: EES ; official journal of the International Society of Ecotoxicology and Environmental safety, Band 272, S. 116040

ISSN: 1090-2414