Inspired by the article Weak Convergence Rate of a Time-Discrete Scheme for the Heston Stochastic Volatility Model, Chao Zheng, SIAM Journal on Numerical Analysis 2017, 55:3, 1243-1263, we studied the weak error of discretization schemes for the Heston model, which are based on exact simulation...

Privacy research has paid little attention to consequences and peculiarities when firms share consumer data with a third party. Thus, we explore consumers' distinct standpoints regarding an impact on their perceived privacy risks due to a data sharing cooperation between two firms. We identify...

Time-consistency is a key feature of many important policy problems, such as those relating to optimal fiscal policy and optimal monetary policy. It is also important for private-sector decision-making through mechanisms such as quasi-geometric discounting. These problems are generally solved...