Showing 88,361 - 88,370 of 88,418
agricultural products than for those produced in Japan. …
Persistent link: https://www.econbiz.de/10011632232
In this paper, we modify Duan’s (1995) local risk-neutral valuation relationship (mLRNVR) for the GARCH option-pricing models. In our mLRNVR, the conditional variances under two measures are designed to be different and the variance process is more persistent in the risk-neutral measure than...
Persistent link: https://www.econbiz.de/10012174118
compare its profitability against traditional energy sources. Recently, the Kyushu Region of Japan had to curtail some of its … inevitable. It is therefore important to develop methodologies to calculate it. In the case of Japan, curtailment can easily be …
Persistent link: https://www.econbiz.de/10012179337
Persistent link: https://www.econbiz.de/10012211580
Persistent link: https://www.econbiz.de/10012225756
Persistent link: https://www.econbiz.de/10011938790
Persistent link: https://www.econbiz.de/10011938809
Persistent link: https://www.econbiz.de/10015049726