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Classical put–call symmetry relates the price of puts and calls under a suitable dual market transform. One well‐known application is the semistatic hedging of path‐dependent barrier options with European options. This, however, in its classical form requires the price process to observe rather stringent and unrealistic symmetry properties. In this paper, we develop a general self‐duality theorem to develop valuation schemes for barrier options in stochastic volatility models with correlation. 相似文献
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This article describes the results of a scientific discourse which aimed at exploring the reasons for differences in expert health risk assessment of radio frequency electromagnetic fields of mobile telephony. It starts with describing the structure of the discourse. Then, the reasons for the conflicting risk assessments are discussed. Differences are due to the selection and evaluation of relevant scientific studies by applying different scientific quality standards, to the methods used for generating a research synthesis and an overall risk evaluation. Consensus could be achieved regarding the selection of and the quality requirements for the scientific studies used for risk assessment as well as their significance for risk evaluation. However, dissent remained about the synthesis of scientific evidence into an overall risk evaluation and about the relevance of the precautionary principle for risk evaluation and its implications for the risk assessment framework. Based on the analysis of these problems, a transparent, consistent and rational procedure for risk assessment is suggested to facilitate a risk characterization which better meets the demands of policy making and the public for an appropriate risk evaluation. 相似文献
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This research provides new knowledge on the development of marketing strategies in international new ventures (INVs) by applying the concept of entrepreneurial marketing to these early internationalizing firms. Using a qualitative approach, the authors identify the key dimensions of this concept in INVs, namely innovativeness and adaptation, and elaborate on both the defining elements and the development of these dimensions. They suggest that the innovativeness and adaptation of marketing strategies decrease during the global growth of INVs. Other contextual issues also underlie the development of international entrepreneurial marketing strategies; in particular, they appear to reflect the turbulence and global diversity of the environment and the market orientation of the INV. The marketing performance of INVs is determined by the fit between international entrepreneurial marketing strategies and the internal and external contingencies of the firm. Propositions for future research and managerial implications are provided. 相似文献
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Katja Gelbrich Daniel Gäthke Stanford A. Westjohn 《Journal of Promotion Management》2013,19(4):393-413
This paper examines the effect of absurd advertising on memory and persuasion across cultures. Drawing on Hofstede's cultural dimensions, it is hypothesized that the effect of absurdity on recall is culturally invariant, whereas the effect on attitude toward the ad is contingent on the recipients’ cultural orientation. The assumptions are tested using a between-subjects experimental design, in which we manipulated type of absurdity and used the cultural dimensions as blocking variables. Data was collected from 274 students in the United States, Germany, Russia, and China. We discuss theoretical and managerial implications of these findings as well as guidelines for further research. 相似文献
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Dan Breznitz Martin Kenney Petri Rouvinen John Zysman Pekka Ylä-Anttila 《Journal of Industry, Competition and Trade》2011,11(3):203-207
Pervasive information and communication technology (ICT), intertwined with global dispersion of supply chains, is inducing
a sizable structural transformation. All the articles in this special issue highlight that even though technology is the key
driver, the reactions of businesses and countries to these transformations will depend on economic, political, and social
arrangements within each organization and society. The competitive landscape of the ICT industry itself is likely to remain
in flux. Also in other industries, both value creation and value capture are becoming increasingly complex—and remain more
favorable for the developed countries than some commonly used measures suggest. According to the prevailing economic thinking,
public policies should set market-friendly “rules of the game” and then stay out of the way. In the ICT domain, technical
standards, spectrum allocations, and market power associated with various types of lock-ins play crucial roles calling for
more active public involvement. In particular, the dynamic aspects of competition and anti-trust policies are important yet
complex. While there is limited scope for sectoral or horizontal industrial policies, this special issue provides alternative
avenues for considering matrix or systemic policies emphasizing education, openness, and national competitiveness. 相似文献