The risk-neutral pricing partial differential equation from a stochastic-volatility jump-diffusion model for a European call option is solved approximately using a regular perturbation and Green's function method. The closed-form approximate solution provides the same accuracy as the Heston...

Solving the Black-Scholes equation using the Green's function method is a good exercise in that it involves several very useful techniques such as asymptotic analysis, change of variables, Green's function, Fourier transform, and complex integration that can be applied elsewhere. Presented here...

Purpose: The purpose of this paper is to investigate how social loneliness, emotional loneliness and social isolation relate to Indian consumers’ enjoyment of social interaction with an in-store salesperson. Design/methodology/approach: Over 300 Indian respondents are surveyed about personal...

Relationships and characteristics that influence consumers' purchase decision between store brand and manufacturer brand product offerings have emerged as an interesting and practical area of research. From a management perspective, understanding the process by which consumers make purchase...

The current study focuses on a process the current researchers label intra-negotiation-which deals with resolution of an individual's potential conflict across facets of oneself-and its influence on two distinctly different kinds of consumption (one favouring consumption, the other reducing the...