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Carr, Peter - In: Risks : open access journal 5 (2017) 4, pp. 1-24

Diffusions are widely used in finance due to their tractability. Driftless diffusions are needed to describe ratios of asset prices under a martingale measure. We provide a simple example of a tractable driftless diffusion which also has a bounded state space.

Persistent link: https://www.econbiz.de/10011783753

Robust nonparametric estimation for the volatility of financial market

Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014251158

What hampers innovation? : external stakeholders, the organization, groups and individuals : a systematic review of empirical barrier research

Hüske, Anne-Karen; Günther, Edeltraud - In: Management review quarterly : systematic literature … 65 (2015) 2, pp. 113-148

empirical studies on barriers complemented by a citation analysis, which highlights the fragmentation of barrier research. We … propose the External environment Organization Group Individual barrier model (EOGI barrier model) aiming at a more … in the reviewed studies are classified according to the EOGI barrier model; external environment (external stakeholders …

Persistent link: https://www.econbiz.de/10010514413

Proactive environmental strategies in healthcare organisations : drivers and barriers in Italy

Pinzone, Marta; Lettieri, Emanuele; Masella, Cristina - In: Journal of business ethics : JOBE 131 (2015) 1, pp. 183-197

Persistent link: https://www.econbiz.de/10011372631

Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach

Lorig, Matthew - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 331-363

Persistent link: https://www.econbiz.de/10010357372

A note on bank default risk under government capital injection coinciding with high future loss expectation

Lin, Jyh-jorng; Chang, Chuen-ping; Lin, Hsiao-ning - In: Applied economics letters 20 (2013) 13/15, pp. 1368-1373

Persistent link: https://www.econbiz.de/10010203416

Why local governments rarely use PPPs in their road development projects : understanding the barriers

Janssen, Rick; Graaf, Robin de; Smit, Marnix; Voordijk, Hans - In: International journal of managing projects in business 9 (2016) 1, pp. 33-52

Persistent link: https://www.econbiz.de/10011532842

Bounding the price equivalent of migration barriers

Clemens, Michael A.; Montenegro, Claudio; Pritchett, Lant - 2016

Large international differences in the price of labor can be sustained by differences between workers, or by natural and policy barriers to worker mobility. We use migrant selection theory and evidence to place lower bounds on the ad valorem equivalent of labor mobility barriers to the United...

Persistent link: https://www.econbiz.de/10011454010

Assessing bank equity risk under Legacy Loan Program

Lin, Jyh-horng; Tsai, Jeng-yan; Hung, Wei-ming - In: Applied economics 46 (2014) 13/15, pp. 1499-1508

Persistent link: https://www.econbiz.de/10010412501

How does equity capital cost affect bank performance during a financial crisis?

Tsai, Jeng-Yan; Chen, Shi - In: Applied economics 47 (2015) 40/42, pp. 4459-4474

Persistent link: https://www.econbiz.de/10011295334