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Allan Jonathan da Silva, Jack Baczynski and José Valentim Machado Vicente
We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we analytically obtain the corresponding solutions for the conditional moment-generating functions and conditional chara...
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Yusho Kagraoka
In option pricing models with correlated stochastic processes, an option premium is commonly a solution to a partial differential equation (PDE) with mixed derivatives in more than two space dimensions. Alternating direction implicit (ADI) finite differe...
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Alex Garivaltis
In this paper, which is the third installment of the author?s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin loans to ...
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Xiaodong Zhu and Lingfei Yu
Consumers focus on level of service while purchasing electronic products. This study focuses on consumer buying behavior. We determine the Stackelberg outcome for a market when a durable electronic product has three different forms: new product, remanufa...
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Amanda Lee and Meron Lewis
Aboriginal and Torres Strait Islander peoples suffer higher rates of food insecurity and diet-related disease than other Australians. However, assessment of food insecurity in specific population groups is sub-optimal, as in many developed countries. Thi...
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Mobeen Ur Rehman and Syed Muhammad Amir Shah
This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed internati...
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Yves Achdou; Bruno Franchi; Nicoletta Tchou
Pág. 1291 - 1322
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