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Purpose The purpose of this paper is to develop a theoretical model of a jump diffusion-mean reversion constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor as opposed to the deterministic floor used in the previous literatures....
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Purpose The purpose of paper is twofold. First, it provides a consolidated overview of the existing literature on “big data” and second, it presents the current trends and opens up various future directions for researchers who wish to explore and contribute in this rapidly evolving field....
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This book focuses on the development of innovative techniques and tools that answer urgent questions in the global trend of sustainable economic development, providing researchers and business managers with a valuable resource for the development of green business and application of low carbon...
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