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  • Search: subject:"Lattice models"
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Year of publication
Subject
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lattice models 2 Actuarial mathematics 1 Capital structure 1 Corporate finance 1 Debt financing 1 Fremdkapital 1 Fälligkeit 1 Investition 1 Investitionsentscheidung 1 Investment 1 Investment decision 1 Kapitalstruktur 1 Lattice Models 1 Lattice models 1 Liquidity constraint 1 Liquiditätsbeschränkung 1 Maturity 1 Mortality 1 Nonparametric covariance matrix estimation 1 Option pricing theory 1 Optionspreistheorie 1 Real options analysis 1 Realoptionsansatz 1 Residential demand for water 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Space Syntax 1 Spatial Models 1 Spatial dependence 1 Sterblichkeit 1 Stochastic interest rate 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Unternehmensfinanzierung 1 Urban Crime Analysis 1 Versicherungsmathematik 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 4 Undetermined 1
Author
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Agliardi, Elettra 1 Azomahou, Théophile 1 Bourassa, Steven C. 1 Cantoni, Eva 1 Devolder, Pierre 1 Hoesli, Martin 1 Koussis, Nicos 1 Leporatti, Lucia 1 Persico, Luca 1 Russo, Emilio 1 Staino, Alessandro 1 di Bella, Enrico 1
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Institution
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Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Sezione di Economia e Finanza (DISEFIN), Facoltà di Economia 1 Swiss Finance Institute 1
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 DEP - series of economic working papers 1 FAME Research Paper Series 1 Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics 1 Working Papers of BETA 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
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Debt maturity choices, multi-stage investments and financing constraints
Agliardi, Elettra; Koussis, Nicos - 2014
We develop a dynamic investment options framework with optimal capital structure and analyze the effect of debt maturity. We find that in the absence of financing constraints short-term debt maximizes firm value. In contrast with most literature results, in the absence of constraints, higher...
Persistent link: https://www.econbiz.de/10011716006
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The Statistical Analysis of Crime Data at Street Level: Models Comparison
di Bella, Enrico; Leporatti, Lucia; Persico, Luca - Sezione di Economia e Finanza (DISEFIN), Facoltà di … - 2012
The main techniques used for the spatial analysis of Urban Crime can generally be traced to crime mapping techniques, which are mere representations of crime dispersion over a specific urban area without any statistical modeling of its correlation with the urban structure of the city or any...
Persistent link: https://www.econbiz.de/10010626174
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Spatial Dependence, Housing Submarkets, and House Prices
Bourassa, Steven C.; Cantoni, Eva; Hoesli, Martin - Swiss Finance Institute - 2005
different specifications of both geostatistical and lattice models as well as a simpler model based on submarkets with fixed …, geostatistical models provide more accurate predictions than lattice models. We argue that this is due to the fact that the kriging …
Persistent link: https://www.econbiz.de/10005771781
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GMM Estimation of Lattice Models Using Panel Data: Application
Azomahou, Théophile - Bureau d'Économie Théorique et Appliquée (BETA), … - 2001
We propose an empirical application of lattice models to actual household-level data based on the generalized method of …
Persistent link: https://www.econbiz.de/10005230745
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