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Programs Cosme (Programme for the Competitiveness of Enterprises and small and medium-sized enterprises) and Horizon 2020 have been introduced officially in 2014. These programs replaced the former Competitiveness and Innovation Programme (CIP) for small and medium enterprises (SMEs) and 7th...
Persistent link: https://www.econbiz.de/10014030979
In this paper, we consider pricing of European options and spread options for Hawkes-based model for the limit order book. We introduce multivariate Hawkes process and the multivariable general compound Hawkes process. Exponential multivariate general compound Hawkes processes and limit theorems...
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To investigate how Covid-19 is shaping the way Europeans think about institutions, we conducted a large online survey experiment during the first wave of the epidemic (June). With a randomised survey ow we varied whether respondents are given Covid-related treatment questions first, before...
Persistent link: https://www.econbiz.de/10012404578
The ongoing European crisis has revealed many deficiencies in the existing European institutional architecture. One of the crucial deficiencies is the unsustainable European regional disparity between the most developed European regions and those regions that are falling behind — a gap that is...
Persistent link: https://www.econbiz.de/10013083480
As economic planners sought to rebuild Europe in the unstable postwar period, economic expertise was called upon to help in the drawing of national budgets and to inform economic and planning policies. A tool that circulated from academia to economic administrations was the input-output...
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Despite a large number of works, there is no unique way to model the stochastic volatility of an underlying. A new approach has been developed where one determines the (super)hedging strategies which are admissible for any model where the volatility is lying in a known interval without other...
Persistent link: https://www.econbiz.de/10012940668