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Vitaly Kaganov
Pág. 29 - 37
The most common model for asset pricing (CAPM) is problematic and does not match the reality. In this article, I introduce a theoretical framework for a new model which aims at avoiding the problems of CAPM and keeping its advantages, therefore allowing ...
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Haekyung Park and Dong Kun Lee
Korea experienced an unexpected drought in the southern Seoul metropolitan area from 2015 to 2017. After that, the Korean government has been drafting various policies to mitigate the effects of drought. However, these are primarily long-term drought pol...
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Deimena Kiyak,Agne ?neideriene
Pág. 547 - 560
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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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Hamid Saadatfar, Hamid Gholampour Ahangar and Javad Hassannataj Joloudari
Resource pricing in cloud computing has become one of the main challenges for cloud providers. The challenge is determining a fair and appropriate price to satisfy users and resource providers. To establish a justifiable price, it is imperative to take i...
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Hyojae Jung and Chanjin Chung
This study estimates consumers? willingness to pay (WTP) for sustainability turfgrass attributes such as low-input and stress-tolerance attributes, while considering potential trade-off relationships between aesthetic attributes and sustainability attrib...
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Yuu Tanimoto and Shinichi Yoshida
Estimating the fruit size is an important factor because it directly influences size-specific yield estimation, which would be useful for pricing in the market. In this paper, it was considered a method of constructing models for estimating the proportio...
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Gui Ren and Tao Meng
This paper proposes two data-driven models (including LSTM pricing model, WGAN pricing model) and an improved model of LSM based on GAN to analyze the pricing of convertible bonds. In addition, the LSM model with higher precision in traditional pricing m...
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Mimoun Benali, Karima Lahboub and Abdelhamid El Bouhadi
In this study, the reliability of the Fama?French Three-Factor model (FF3F) and the Carhart Four-Factor model (C4F) is examined thoroughly. In order to determine which of the asset pricing models is the best to explain portfolio returns on the Moroccan s...
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Ying Wu, Xianzhong Zhou, Qingfeng Xia and Lisha Peng
Cloud manufacturing, as a novel service mode in the manufacturing field with the features of flexible resource assignment, timely service, and quantity-based pricing, has attracted extensive attention in recent years. The cloud manufacturing industry use...
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