搜索结果: 1-8 共查到“理论经济学 J-functional”相关记录8条 . 查询时间(0.187 秒)
Corporate and Integrated Reporting:A Functional Perspective
Sustainability Sustainability Reporting Integrated Reporting Corporate Reporting
2015/4/29
In this paper, we present the two primary functions of corporate reporting (information and transformation) and why currently isolated financial and sustainability reporting are not likely to perform ...
Nonanalytic behaviour in a log-normal Markov functional model
Markov functional model Nonanalytic behaviour Computational Finance
2011/7/22
Abstract: In a previous paper it was shown that a Markov-functional model with log-normally distributed rates in the terminal measure displays nonanalytic behaviour as a function of the volatility, wh...
Exponential wealth distribution: a new approach from functional iteration theory
Exponential distribution statistical physics economic models
2011/3/31
Exponential distribution is ubiquitous in the framework of multi-agent systems. Usually, it appears as an equilibrium state in the asymptotic time evolution of statistical systems. It has been explain...
Pricing of barrier options by marginal functional quantization
Pricing barrier options marginal functional quantization
2011/1/4
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar ...
Law of the exponential functional of one-sided Lévy processes and Asian options
L´ evy processes exponential functional special functions
2010/11/1
The purpose of this note is to describe, in terms of a power series, the distribution function
of the exponential functional, taken at some independent exponential time, of a spectrally negative L&ac...
Functional-coefficient models for nonstationary time series data
Nonstationary Nonlinearity Semiparametric estimation
2011/4/2
This paper studies functional coefficient regression models with nonstationary time series data, allowing also for stationary covariates. A local linear fitting scheme is developed to estimate the coe...
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models
Discontinuity Divergence Endogenous variables Functional coefficient model Weak instrumental variables Local linear fitting Simultaneous equations
2011/4/6
In this paper, we consider a simultaneous equations model under a functional coefficient representation for the structural equation of interest and adopt the local-to-zero assumptions as in Staiger an...
Marketing attitudes towards the functional food and implications for market segmentation
functional food market segmentation innovative food consumer nutrition
2014/3/20
The main purpose of this paper is to investigate the opportunities for further expansion in the segment of the functional food as highly innovative products based on market segmentation done from the ...