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Hunters' willingness to pay to avoid processing costs associated with harvesting infected game
Adhikari, Ram Kumar; Poudyal, Neelam Chandra; Muller, … - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 93-113
Persistent link: https://www.econbiz.de/10013341796
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Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki; Kinoshita, Tsuyoshi - In: Asia-Pacific financial markets 26 (2019) 3, pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
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Portfolio management in a stochastic factor model under the existence of private information
Baltas, Ioannis; Yannacopoulos, Athanasios N. - In: IMA journal of management mathematics 30 (2019) 1, pp. 77-103
Persistent link: https://www.econbiz.de/10012057100
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Numerical construction of a hedging strategy against the multi-asset European claim
Milʹstejn, Grigorij N. (contributor);  … - 1999 - [Elektronische Ressource]
For evaluating a hedging strategy we have to know at every instant the solution of the Cauchy problem for a parabolic equation (the value of the hedging portfolio) and its derivatives (the deltas). We suggest to find these magnitudes by Monte Carlo simulation of the corresponding system of...
Persistent link: https://www.econbiz.de/10001544443
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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas - In: Finance and stochastics 27 (2023) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
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Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
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Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan; Huang, Zhengyu - In: Mathematics of operations research 38 (2013) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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When can the environmental profile and emission reduction be optimised independently of the pollutant level?
Framstad, Nils Chr. - In: Journal of environmental economics and policy 3 (2014) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10010248901
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Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196