Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10003397192
Purpose: The purpose of this paper is to investigate how nonprofit service providers can better engage their customers through online communication. It identifies two communication styles and three communication functions, and examines their impact on customer commenting, customer liking and...
Persistent link: https://www.econbiz.de/10012187665
Although the reconstructed local volatility function can give an accurate approximation to the market volatility which leads to more efficient hedging, using the implied volatility calculated from a carefully chosen model is more ready to be accepted for the sake of easy implementation. We...
Persistent link: https://www.econbiz.de/10012727556
This article develops a numerical method to price American-style Asian option in the context of the generalized autoregressive conditional heteroscedasticity (GARCH) asset return process. The development is based on dynamic programming coupled with the replacement of the normally distributed...
Persistent link: https://www.econbiz.de/10004971782
The supermarket revolution has arrived in China; however, it does not play a role as active as expected. The prices of vegetables fluctuate drastically, which making farmers disinterested in their production, while customers find them too expensive to consume. In this paper, we try to explain...
Persistent link: https://www.econbiz.de/10010781339