Search Results - subject:"transformations"

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Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options

Hulley, Hardy; Platen, Eckhard - Finance Discipline Group, Business School - 2007

Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful expressions for the Laplace transforms of some functions of first-passage times...

Persistent link: https://www.econbiz.de/10004984604

Transformation and its Impact on Structural Changes in Polish Agriculture

Przygodzka, Renata; Dziemianowicz, Ryta Iwona - European Association of Agricultural Economists - EAAE - 2007

The following article analyses the structural changes of the Polish agriculture, which have been influenced by the transformation processes. These processes have been caused and influenced by phenomenas of a various scope and impact, but from the point of view of functioning of agricultural...

Persistent link: https://www.econbiz.de/10005060810

Global Dynamics, Domestic Coalitions and a Reactive State: Major Policy Shifts in Post-War Turkish Economic Development

Önis, Ziya; Senses, Fikret - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2007

The main objective of this study is to propose an analytical framework to explain the major policy shifts that has characterized post-war Turkish economic development; divided into four phases, starting respectively in 1950, 1960, 1980, and 2001. Its main contribution is to incorporate external...

Persistent link: https://www.econbiz.de/10005687802

Securitization: The Tool of Financial Transformation

Fabozzi, Frank; Kothari, Vinod - School of Management, Yale University - 2007

Securitization as a financial instrument has had an extremely significant impact on the world's financial system. First, by integrating capital markets and the uses of resources - such as mortgage originators, finance companies, governments, etc. - it has strengthened the trend towards...

Persistent link: https://www.econbiz.de/10008852919

Dualidad de las funciones de costo y de procucción en sus formas homotetica y no homotetica con aplicación de transformadas de lagrange

Giovanni E. Reyes, Ph.D - In: Contribuciones a la Economía (2007) 2007-03

This paper studies the cost and production functions, not only by themselves, but more important, in terms of their mutual transformation, under conditions in which their calculations and determination of trends could be difficult or complicated. This is a topic related to the theory of...

Persistent link: https://www.econbiz.de/10005557978

A representation theorem for Lyapunov-like transformations on Euclidean Jordan algebras

Tao, Jiyuan; Gowda, M. Seetharama - In: International game theory review 15 (2013) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10010255124

Impact of world financial crises on geoeconomic transformations

Kibalnyk, Lyubov Oleksandrivna - In: Annales Universitatis Mariae Curie-Skłodowska / H 47 (2013) 4, pp. 57-66

Persistent link: https://www.econbiz.de/10010393727

Problematics of application of human resource evaluation models and methods to improve public sector performance

Vveinhardt, Jolita; Papšiene, Palmira - In: Problems and perspectives in management : PPM ; … 11 (2013) 1, pp. 94-105

Persistent link: https://www.econbiz.de/10010208885

Model-free model-fitting and predictive distributions

Politis, Dimitris - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 2, pp. 183-221

The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. A basic principle of model-free prediction is laid out based on the...

Persistent link: https://www.econbiz.de/10010994256

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena, Di Bernardino; Didier, Rullière - In: Dependence Modeling 1 (2013) October, pp. 1-36

We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility … conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean … with results on equivalence classes, gives us new expressions of transformations and generators. Estimators deriving …

Persistent link: https://www.econbiz.de/10010861976