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Technical progress and the diffusion of innovations : classical and Schumpeterian perspectives
Kurz, Heinz D. - In: Frontiers of economics in China : selected publications … 12 (2017) 3, pp. 418-449
Persistent link: https://www.econbiz.de/10011773652
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Vinzenz Bronzin’s Option Pricing Models : Exposition and Appraisal
Hafner, Wolfgang - 2009
booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract …'s early work to light again and adds an almost forgotten piece of research to the theory of option pricing. …
Persistent link: https://www.econbiz.de/10013521267
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Polynomial diffusions and applications in finance
Filipović, Damir; Larsson, Martin - In: Finance and stochastics 20 (2016) 4, pp. 931-972
Persistent link: https://www.econbiz.de/10011570151
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Strategic technology adoption and hedging under incomplete markets
Leippold, Markus; Stromberg, Jacob - 2014
We investigate the implications of technological innovation and non-diversifiable risk on entrepreneurial entry and optimal portfolio choice. In a real options model where two risk-averse individuals strategically decide on technology adoption, we show that the impact of non-diversifiable risk...
Persistent link: https://www.econbiz.de/10011293735
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An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Journal of international financial markets, … 46 (2017), pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
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Volatility and slow technology diffusion
Ferraro, Domenico - In: European economic review : EER 96 (2017), pp. 18-37
Persistent link: https://www.econbiz.de/10011812019
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Strategic technology adoption and hedging under incomplete markets
Leippold, Markus; Stromberg, Jacob - In: Journal of banking & finance 81 (2017), pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
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Option pricing with threshold diffusion processes
Su, Fei; Chan, Kung-sik - In: North American actuarial journal 20 (2016) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10011721363
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Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan; Zhang, Tianqi - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
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Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao - In: Journal of economic dynamics & control 143 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013542969