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Flyvbjerg, Bent
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4
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61
A physical theory of economic growth
Danielmeyer, Hans G.
;
Martinetz, Thomas
-
arXiv.org
-
2012
knowledge
embodied with parts of the supply by education and construction. Linear amplification yields S-functions as only …
Persistent link: https://www.econbiz.de/10010599998
Saved in:
62
Parameter estimation of a Levy copula of a discretely observed bivariate compound Poisson process with an application to operational risk modelling
Velsen, J. L. van
-
arXiv.org
-
2012
process without
knowledge
of common shocks. The method is tested in a small sample simulation study. Also, the method is …
Persistent link: https://www.econbiz.de/10010600010
Saved in:
63
Opinion formation model for markets with a social temperature and fear
Krause, Sebastian M.
;
Bornholdt, Stefan
-
arXiv.org
-
2012
represents nervousness of agents towards market imbalances representing speculative risk. We use the
knowledge
about the …
Persistent link: https://www.econbiz.de/10010600033
Saved in:
64
Asymmetric R&D Alliances and Coopetitive Games
Baglieri, Daniela
;
David Carf\`i
;
Dagnino, Giovanni Battista
-
arXiv.org
-
2012
and MNEs firms for
knowledge
exploration and/or exploitation, requires the adoption of a coopetitive framework which …
Persistent link: https://www.econbiz.de/10010600079
Saved in:
65
Application of simplest random walk algorithms for pricing barrier options
Krivko, M.
;
Tretyakov, M. V.
-
arXiv.org
-
2012
, the algorithm tested here does not require
knowledge
of trigger probabilities nor their estimates. We illustrate this …
Persistent link: https://www.econbiz.de/10010600125
Saved in:
66
Heat kernel methods in finance: the SABR model
Vaccaro, Carmelo
-
arXiv.org
-
2012
results. The goal of this report is to fill this gap and to make these topics understandable with a basic
knowledge
of …
Persistent link: https://www.econbiz.de/10009401210
Saved in:
67
Renyi's information transfer between financial time series
Jizba, Petr
;
Kleinert, Hagen
;
Shefaat, Mohammad
-
arXiv.org
-
2011
pertinent in financial time series where the
knowledge
of marginal events such as spikes or sudden jumps is of a crucial …
Persistent link: https://www.econbiz.de/10009147934
Saved in:
68
Randomizing world trade. II. A weighted network analysis
Squartini, Tiziano
;
Fagiolo, Giorgio
;
Garlaschelli, Diego
-
arXiv.org
-
2011
knowledge
of the latter is not enough in order to understand or reproduce indirect effects. …
Persistent link: https://www.econbiz.de/10009360217
Saved in:
69
From microscopic taxation and redistribution models to macroscopic income distributions
Bertotti, Maria Letizia
;
Modanese, Giovanni
-
arXiv.org
-
2011
of the income distribution over the population and to explain the emergence of collective features based on the
knowledge
…
Persistent link: https://www.econbiz.de/10009295109
Saved in:
70
A limit order book model for latency arbitrage
Cohen, Samuel N.
;
Szpruch, Lukasz
-
arXiv.org
-
2011
distributional
knowledge
of the slow trader's actions, with few restrictions on the possible prior distributions. We also consider …
Persistent link: https://www.econbiz.de/10009325487
Saved in:
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