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Carr, Peter - In: Risks : open access journal 5 (2017) 4, pp. 1-24

Diffusions are widely used in finance due to their tractability. Driftless diffusions are needed to describe ratios of asset prices under a martingale measure. We provide a simple example of a tractable driftless diffusion which also has a bounded state space.

Persistent link: https://www.econbiz.de/10011783753

Robust nonparametric estimation for the volatility of financial market

Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014251158

MSMEs' innovation : a barrier approach

Aggarwal, Ansita; Joshi, Nisarg - In: Journal of small business & enterprise development 31 (2024) 3, pp. 552-573

Persistent link: https://www.econbiz.de/10015211928

Residential renovations : understanding cost-disruption trade-offs

Curtis, John A.; Grilli, Gianluca; Lynch, Muireann - In: Energy policy : the international journal of the … 192 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015141742

Barriers to implementing circular economy learning processes in the construction sector : an analysis of Italian SMEs

Scipioni, Sara; Todisco, Lucio; Niccolini, Federico - In: Piccola impresa : rivista internazionale di studi e ricerche (2021) 2, pp. 37-58

Persistent link: https://www.econbiz.de/10013325819

Formation and mitigation of technostress in the personal use of IT

Salo, Markus; Pirkkalainen, Henri; Chua, Cecil Eng Huang; … - In: MIS quarterly 46 (2022) 2, pp. 1073-1108

Persistent link: https://www.econbiz.de/10013286568

The "why not"-perspective of green purchasing : a multilevel case study analysis

Günther, Edeltraud; Hüske, Anne-Karen; Stechemesser, … - In: Journal of change management : an international journal 13 (2013) 4, pp. 387-406

Persistent link: https://www.econbiz.de/10010234988

A note on bank default risk under government capital injection coinciding with high future loss expectation

Lin, Jyh-jorng; Chang, Chuen-ping; Lin, Hsiao-ning - In: Applied economics letters 20 (2013) 13/15, pp. 1368-1373

Persistent link: https://www.econbiz.de/10010203416

Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach

Lorig, Matthew - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 331-363

Persistent link: https://www.econbiz.de/10010357372

Assessing bank equity risk under Legacy Loan Program

Lin, Jyh-horng; Tsai, Jeng-yan; Hung, Wei-ming - In: Applied economics 46 (2014) 13/15, pp. 1499-1508

Persistent link: https://www.econbiz.de/10010412501