distinct contexts. First, for any real "allocation" matrix f. Second, for any integer constrained "apportionment" matrix f. In …

also more exotic features such as combinations of single and double barriers. Price properties and hedging issues are …

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is … very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small … transactions is used to obtain a tractable model. A general expansion theory is developed using the dynamic programming approach …

We compare the performance of various hedging strategies for index collateralized debt obligation (CDO) tranches across … a variety of models and hedging methods during the recent credit crisis. Our empirical analysis shows evidence for …-dimensional bottom-up models perform better than simpler top-down models. When it comes to hedging, top-down and regression-based hedging …

comparative analysis framework contributing to the assessment of participative design methods for rural innovation with regard to … explorative innovation. We used a framework proposed by Charue-Duboc et al. (2010) as an entry point to build an analytical grid … framework we propose makes it possible to assess the capacity of these methods to foster exploratory innovation and enhance …

Purpose This paper aims to provide evidence of the major role of non-technological activities in the innovation process …. It highlights the effects of marketing and organizational innovation strategies on technological innovation performance …. Design/methodology/approach The article tests theoretical hypotheses on a sample of 555 firms of the 4th Community Innovation …

The article examines the process of innovation and knowledge sharing from a perspective that focuses on the influence … innovation process and show that the role played by the broker can be political. We identify two strategies that are used by …

theory. In particular we demonstrate, relying on recent advances in design theory, how these major projects, traditionally … demonstrate the fruitfulness of the dialogue between design theory and project management. …