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Purpose – The purpose of this paper is to estimate China's demand for imported soybeans and soybean oil from both country-of-origin and product form perspectives. Design/methodology/approach – A differential production approach is used to estimate China's demand for imported soybeans and...
Persistent link: https://www.econbiz.de/10010814703
The target of this paper is to establish the bid-ask pricing frame work for the American contingent claims against risky assets with G-asset price systems (see \cite{Chen2013b}) on the financial market under Knight uncertainty. First, we prove G-Dooby-Meyer decomposition for G-supermartingale....
Persistent link: https://www.econbiz.de/10010728919
Metamodel is widely used to deal with analysis and optimization of complex system. Structural optimization related to crashworthiness is of particular importance to automotive industry nowadays, which involves highly nonlinear characteristics with material and structural parameters. This paper...
Persistent link: https://www.econbiz.de/10010751816
We conduct an experiment with MBA students where we manipulate whether participants are exposed to an analyst’s name in Stage 1, and whether they are given a cue in Stage 2 about the particular analyst’s prior performance as an All-star analyst. We find that in the absence of a favorable...
Persistent link: https://www.econbiz.de/10010666253
G-framework is presented by Peng [41] for measure risk under uncertainty. In this paper, we define fractional G-Brownian motion (fGBm). Fractional G-Brownian motion is a centered G-Gaussian process with zero mean and stationary increments in the sense of sub-linearity with Hurst index $H\in...
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With the increasing installed capacity of wind power, higher requirements are put forward for the quality of wind power, but the randomness and intermittency of wind power seriously affect its quality and the stability of the power grid. Hydraulic wind power technology replaces the original...
Persistent link: https://www.econbiz.de/10014541598
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