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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas; Hult, Henrik - 2005
In some recent papers, such as Elliott & van der Hoek, Hu & Öksendal, a fractional Black-Scholes model have been proposed as an improvement of the classical Black-Scholes model. Common to these fractional Black-Scholes models, is that the driving Brownian motion is replaced by a fractional...
Persistent link: https://www.econbiz.de/10010281205
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Megjegyzések navratil ákos elmélettörténetéhez
Csató, Katalin - 2008
economic theory: his evaluation of the physiocracy. The main topics addressed include a historical evaluation of the …
Persistent link: https://www.econbiz.de/10010494387
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Malthus vs. Wordsworth: Perspectives on humankind, nature and economy
Becker, Christian; Faber, Malte; Hertel, Kirsten; … - 2004
In this paper the view of humankind and nature upon which the thinking of Malthus is founded will be reflected on and contrasted with the opposed understanding of his contemporary Wordsworth. We show that the economic considerations of both are based decidedly on the premise of these views, and...
Persistent link: https://www.econbiz.de/10011422113
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Equilibrium Wage Arrears: A Theoretical and Empirical Analysis of Institutional Lock-In
Earle, John S.; Sabirianova, Klara Z. - 2000
payment equilibrium." Our econometric analysis of linked employer-employee data for Russia supports the model's contention …
Persistent link: https://www.econbiz.de/10010262404
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Banking crises in transition countries - theory and empirical evidence: the case of Russia
Thießen, Ulrich - 2000
Russian banks. The paper also searches for ways to promote financial development in Russia. It is argued that there may not be … that have a solvency problem such as Russia. Russia's recently adopted banking restructuring program is an abandonment of …Das Papier gibt zunächst einen Überblick über die Ursachen und ökonomischen Kosten der Bankenkrise in Rußland, die im …
Persistent link: https://www.econbiz.de/10010276794
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Complementarity and custom in wage contract violation
Earle, John S.; Sabirianova Peter, Klara - 2006
Russia, facilitating identification through fixed effects for employees, employers, and local labor markets, and instrumental …
Persistent link: https://www.econbiz.de/10010287986
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Handling Banking Crises - The Case of Russia
Heinrich, Ralph P.; Buch, Claudia M. - 1999
Since August 1998, Russia has been suffering from a severe banking crisis. In finding a solution, two peculiarities of …
Persistent link: https://www.econbiz.de/10010260518
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First Author Determinants: An Empirical Analysis
van Praag, Mirjam; van Praag, Bernard M.S. - 2006
Alphabetic name ordering on multi-authored academic papers_new, which is the convention in theeconomics discipline and various other disciplines, is to the advantage of people whose lastname initials are placed early in the alphabet. As it turns out, Professor A, who has been afirst author more...
Persistent link: https://www.econbiz.de/10010324749
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The Benefits of Being Economics Professor A (and not Z)
van Praag, C. Mirjam; van Praag, Bernard M.S. - 2007
Alphabetic name ordering on multi-authored academic papers_new, which is the convention in theeconomics discipline and various other disciplines, is to the advantage of people whose lastname initials are placed early in the alphabet. As it turns out, Professor A, who has been afirst author more...
Persistent link: https://www.econbiz.de/10010325380
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Homenaje a Milton Friedman: Club de la Libertad
Méndez, Alberto Medina; Elías, Julio Jorge; … - 2021
Persistent link: https://www.econbiz.de/10013254729