Search Results - subject:"Diffusion Model"

Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk

Malinovskii, Vsevolod K. - In: Risks 2 (2014) 3, pp. 249-259

In a diffusion model of risk, we focus on the initial capital needed to make the probability of ruin within finite time …

Persistent link: https://www.econbiz.de/10010795611

The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model

Framstad, Nils Chr. - Økonomisk institutt, Universitetet i Oslo - 2014

A risk-neutral agent optimizes extraction of dividends or renewable natural resources modelled by a jump-diffusion stock process, where the optimal strategy is characterized as the minimal intervention required to keep the stock process inside a given region. The introduction of a small fixed...

Persistent link: https://www.econbiz.de/10011171785

ИНСТИТУЦИОНАЛЬНОЕ РАЗВИТИЕ СФЕРЫ ПУБЛИЧНОГО АДМИНИСТРИРОВАНИЯ ОТРАСЛИ ТУРИЗМА В ХАРЬКОВЕ

ПЕТРОВИЧ, КИСЬ АЛЕКСАНДР - In: Бизнес Информ (2014) 3, pp. 181-185

Целью статьи является исследование развития публичного администрирования сферы туризма в Харькове. Проанализировано значение так называемой «проблемы...

Persistent link: https://www.econbiz.de/10011270930

The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model

Framstad, Nils Chr. - 2014 - This version November 27, 2014

Persistent link: https://www.econbiz.de/10010436722

Market penetration among competitive innovation products : the case of the smartphone operation system

Tseng, Fang-mei; Liu, Ya-lin; Wu, Hsiang-hsun - In: Journal of engineering and technology management : JET-M 32 (2014), pp. 40-59

Persistent link: https://www.econbiz.de/10010388473

Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds

Xiao, Tim - Volkswirtschaftliche Fakultät, … - 2013

Tim Xiao: This paper argues that the reduced-form jump diffusion model may not be appropriate for credit risk modeling …

Persistent link: https://www.econbiz.de/10011109339

The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?

Avouyi-Dovi, S.; Horny, G.; Sevestre, P. - Banque de France - 2013

on a multivariate diffusion model, involving factors and stochastic volatilities. In the application, we use a harmonized …

Persistent link: https://www.econbiz.de/10010815991

An Agent-Based Competitive Product Diffusion Model for the Estimation and Sensitivity Analysis of Social Network Structure and Purchase Time Distribution

Lee, Keeheon; Kim, Shintae; Kim, Chang Ouk; Park, Taeho - In: Journal of Artificial Societies and Social Simulation 16 (2013) 1, pp. 3-3

To maximise the possibility of success for a new product and minimise the risk and opportunity cost of a failed product, firms must understand the diffusion dynamics of competing products. The diffusion dynamics of competing products emerge from the aggregation of consumers' decisions. At the...

Persistent link: https://www.econbiz.de/10010607333

An empirical study of demand forecasting of non-volatile memory for smart production of semiconductor manufacturing

Chen, Ying-Jen; Chien, Chen-Fu - In: International journal of production research 56 (2018) 13, pp. 4629-4643

Persistent link: https://www.econbiz.de/10011924782

Optimal dividend strategies of two collaborating businesses in the diffusion approximation model

Gu, Jia-Wen; Steffensen, Mogens; Zheng, Harry - In: Mathematics of operations research 43 (2018) 2, pp. 377-398

Persistent link: https://www.econbiz.de/10011868610