Search Results - subject:"Bridge"

First and second generation lookback and barrier options : enhancing pricing accuracy through Conditional Monte Carlo

Giribone, Pier Giuseppe; Tropiano, Federico - In: Risk management magazine 19 (2024) 3, pp. 4-27

This paper addresses the challenges associated with pricing exotic options, specifically path-dependent ones, with a focus on the limitations of standard Monte Carlo simulations and the advantages provided by Conditional Monte Carlo methods, introduced by Babsiri and Noel in 1998. Path dependent...

Persistent link: https://www.econbiz.de/10015371430

GMM estimation with Brownian kernels applied to income inequality measurement

Cho, Jin Seo; Phillips, Peter C. B. - 2024

Persistent link: https://www.econbiz.de/10015077115

Green horizons : sustainable global logistics in dynamic supply chain management

Mohammadi, Mahsa; Tosarkani, Babak Mohamadpour - In: Computers & operations research : an international journal 185 (2026), pp. 1-29

Persistent link: https://www.econbiz.de/10015519790

The dynamic interplay between inflation, economic policy uncertainty, and economic resilience in emerging markets : a time-varying parameter stochastic volatility vector autoregression analysis

Barguellil, Achouak - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 608-617

Persistent link: https://www.econbiz.de/10015620224

The theory of storage in a power system with stochastic demand

Biggar, Darryl; Hesamzadeh, Mohammad Reza - In: Energy economics 153 (2026), pp. 1-16

Persistent link: https://www.econbiz.de/10015620550

Bridge employment as a post-retirement strategy : insights from Croatian entrepreneurs

König, Ljerka Sedlan; Alpeza, Mirela; Mezulić Juric, Petra - In: Administrative Sciences : open access journal 16 (2026) 3, pp. 1-18

a definitive withdrawal from productive roles. While bridge employment has been widely studied, research has largely … case study research examines how seven retired Croatian entrepreneurs engage in bridge employment (paid or voluntary work … contributes to retirement and entrepreneurship research by conceptualizing entrepreneurial bridge employment as a redistribution …

Persistent link: https://www.econbiz.de/10015634049