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Background:Sustained recovery from substance abuse is a dynamic intraindividual-level process.Objectives:We argue that research on recovery process will benefit from a theoretical approach that captures both the dynamic and the idiographic nature of substance abuse recovery. In addition to...
Persistent link: https://www.econbiz.de/10011265008
This article investigates the predictive content of aggregate stock market investor sentiment on the returns of commodity futures. The sample consists of four subcategories: agricultural, livestock, energy and metal futures, for a total of 26 commodity futures spanning from the period 1968 to...
Persistent link: https://www.econbiz.de/10010951683
Persistent link: https://www.econbiz.de/10008885067
This paper presents a theoretical analysis for the Vasicek equation in finance. The Adomian decomposition approach is introduced and the analytical solution is obtained. The results reported in this work provide further evidence of the importance of Adomian decomposition in finding the solution...
Persistent link: https://www.econbiz.de/10012730524
This paper presents a theoretical analysis for option pricing in finance markets. Two modified Black-Scholes equations models are derived based on general stochastic differential equation. It is shown that one equation characterized only by volatility coefficient but another characterized by the...
Persistent link: https://www.econbiz.de/10012707073
This paper deals with a theoretical research for non-homogeneous Vasicek equation with time-varying parameters. The exact analytical solution is obtained by establishing parameter variables function technique. The mathematical technique employed in this paper also has the significance in...
Persistent link: https://www.econbiz.de/10012707091
Firms use international joint ventures (IJVs) to access and learn from partners’ knowledge and thus enhance their new product performance, especially when the partners have complementary knowledge bases. Most of the existing literature assumes that knowledge complementarity can directly lead...
Persistent link: https://www.econbiz.de/10010594805
This paper considers the hedging problem of a portfolio composed of raw materials and a commodity. A new theoretical model is presented to manage the risk exposure of the portfolio under the mark-to-market risk. Moreover, we employ the Lemke algorithm to obtain the optimal hedging strategy. We...
Persistent link: https://www.econbiz.de/10010573342
Unlike options, warrant issuance changes the distribution of the stock price process. Indeed, firms issuing warrants are also debt financed. In this situation, it is natural to consider the distribution of the stock price process for a firm, which is debt–warrant combination. This paper is...
Persistent link: https://www.econbiz.de/10010636304
Persistent link: https://www.econbiz.de/10009960303