Showing 241 - 250 of 403
When jumps are present in the price dynamics of the underlying asset, the market is no longer complete, and a more general pricing framework than the risk-neutral valuation is needed. Using Monte Carlo simulation, we investigate the important diffrence between risk- neutral and physical jumps in...
Persistent link: https://www.econbiz.de/10010892158
Bound rubber in carbon black (CB) filled rubber (natural rubber (NR) and styrene–butadiene rubber (SBS)) was prepared by the solvent method. The nanomorphology of CB and rubber/CB soluble rubber was observed by atomic force microscope. The results show that high-structure CB DZ13 has a "grape...
Persistent link: https://www.econbiz.de/10010883173
In this paper, we study information sharing in a supply chain consisting of one supplier and one retailer, in which both the supplier and the retailer possess partial information on the demand. Under the single price contract, we show that whether a firm reveals its private information depends...
Persistent link: https://www.econbiz.de/10010869126
This paper studies the problem of how to coordinate postponed product differentiation and forecast update to improve manufacturing efficiency. We consider a two-stage model of multiple products with a common component. In stage 1, the manager obtains a prior demand distribution of each product...
Persistent link: https://www.econbiz.de/10010869230
The start of the smart grid program will drive significant changes of grid operation, management, customer service and social energy use patterns. Informatization as the Smart Grid “four modernizations” breakthrough feature, its importance is distinguished. The important feature, trends,...
Persistent link: https://www.econbiz.de/10011049553
We consider a supply chain in which a producer supplies a fresh product, through a third-party logistics (3PL) provider, to a distant market where a distributor purchases and sells it to end customers. The product is perishable, both the quantity and quality of which may deteriorate during the...
Persistent link: https://www.econbiz.de/10011051821
Stochastic Data Envelopment Analysis (DEA) models have been introduced in the literature to assess the performance of operating entities with random input and output data. A stochastic DEA model with a reliability constraint is proposed in this study that maximizes the lower bound of an...
Persistent link: https://www.econbiz.de/10011051844
In multi-criteria group decision making, a key issue is aggregating individual preference into group one. In this study, we employ a bilateral agreement to conduct group evaluation of alternatives. The bilateral agreement between a pair of individuals could be on the weight of a criterion, a...
Persistent link: https://www.econbiz.de/10011052664
Purpose -The purpose of this paper is to investigate the determinants of capital structure using a cross-section sample of 1,481 non-financial firms listed on the Chinese stock exchanges in 2011. Design/methodology/approach -Employing four leverage measures (total leverage and long-term leverage...
Persistent link: https://www.econbiz.de/10010932881
Persistent link: https://www.econbiz.de/10006809508