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Exploring the dynamics of low-carbon technology diffusion among enterprises : an evolutionary game model on a two-level heterogeneous social network

Shi, Yingying; Wei, Zixiang; Shahbaz, Muhammad; Zeng, … - In: Energy economics 101 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013161510

Analyzing the diffusion of competitive smart wearable devices : an agent-based multi-dimensional relative agreement model

Zhang, Tianyu; Dong, Peiwu; Zeng, Yongchao; Ju, Yanbing - In: Journal of business research : JBR 139 (2022), pp. 90-105

Persistent link: https://www.econbiz.de/10013194152

Option portfolio value at risk using Monte Carlo simulation under a risk neutral stochastic implied volatility model

He, Peng - In: Global journal of business research : GJBR 6 (2012) 5, pp. 65-72

Persistent link: https://www.econbiz.de/10010039133

Option portfolio value at risk using Monte Carlo simulation under a risk neutral stochastic implied volatility model

Peng, He - In: Global journal of business research : GJBR 6 (2012) 5, pp. 65-72

Persistent link: https://www.econbiz.de/10009632822

Impact of national culture on online consumer review behavior

Lai, Jianwei; He, Peng; Chou, Hsien-ming; Zhou, Lina - In: Global journal of business research : GJBR 7 (2013) 1, pp. 109-115

Persistent link: https://www.econbiz.de/10010076944

Option Portfolio Value at Risk Using Monte Carlo Simulation Under a Risk Neutral Stochastic Implied Volatility Model

He, Peng - 2013

This paper calculates option portfolio Value at Risk (VaR) using Monte Carlo simulation under a risk neutral stochastic implied volatility model. Compared to benchmark delta-normal method, the model produces more accurate results by taking into account nonlinearity, passage of time,...

Persistent link: https://www.econbiz.de/10013090202