Search Results - subject:"Diffusion Model"

Estimating the dynamic role of attention via random utility

Smith, Stephanie M.; Krajbich, Ian; Webb, Ryan - In: Journal of the Economic Science Association : JESA : a … 5 (2019) 1, pp. 97-111

Persistent link: https://www.econbiz.de/10012163376

Marketing innovations to old-age consumers : a dynamic Bass model for different life stages

Pannhorst, Matthias; Dost, Florian - In: Technological forecasting & social change : an … 140 (2019), pp. 315-327

Persistent link: https://www.econbiz.de/10012132881

An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids

Chen, Yingzi; Wang, Wansheng; Xiao, Aiguo - In: Computational economics 53 (2019) 4, pp. 1565-1591

Persistent link: https://www.econbiz.de/10012135577

Probability weighting functions obtained from Hong Kong index option market

Wu, Xinyu; Xie, Haibin; Li, Xindan - In: Economic research 32 (2019) 1,2, pp. 1922-1943

Persistent link: https://www.econbiz.de/10012435281

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

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

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

Estimation of market prices of risks in the G.A.R.C.H. diffusion model

Wu, Xinyu; Zhou, Hailin; Wang, Shouyang - In: Economic research 31 (2018) 1,1, pp. 15-36

Persistent link: https://www.econbiz.de/10012311929

Pairs trading with a mean-reverting jump-diffusion model on high-frequency data

Stübinger, Johannes; Endres, Sylvia - In: Quantitative finance 18 (2018) 10, pp. 1735-1751

Persistent link: https://www.econbiz.de/10012261908