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131.
Simple analytical pricing formulae have been derived, by different authors and for several derivatives, under the Gaussian Langetieg (1980) model. The purpose of this paper is to use such exact Gaussian solutions in order to obtain approximate analytical pricing formulas under the most general stochastic volatility specification of the Duffie and Kan (1996) model. Using Gaussian Arrow-Debreu state prices, first order stochastic volatility approximate pricing solutions will be derived only involving one integral with respect to the time-to-maturity of the contingent claim under valuation. Such approximations will be shown to be much faster than the existing exact numerical solutions, as well as accurate. 相似文献
132.
In this paper, we analyze under which conditions a self-supporting insurance guaranty fund can be beneficial for the policyholders in an incomplete market. Within the analyzed setting, we find out that in general, if existent, the potential advantages from its introduction cannot be fairly divided among the participating insurers. Thereby, we have to expect systematic wealth transfers between the policyholders of different insurance companies. We introduce a framework for utility-based fund charges as a solution to this problem. 相似文献
133.
Sophie Staniszewska Ade Adebajo Rosemary Barber Peter Beresford Louca‐Mai Brady Jo Brett Jim Elliott David Evans Kirstie L. Haywood David Jones Carole Mockford Mary Nettle Diana Rose Tracey Williamson 《International Journal of Consumer Studies》2011,35(6):628-632
While patient and public involvement (PPI) in health and social care research has progressed successfully in the last decade, a range of difficulties with the evidence base exist, including poor understanding of the concept of impact, limited theorization and an absence of quantitative impact measurement. In this paper, we argue that a paradigm change towards robust measurement of the impact of involvement in research is needed to complement qualitative explorations. We argue that service users should be collaboratively involved in the conceptualization, theorization and development of instruments to measure PPI impact. We consider the key advantages measurement would bring in strengthening the PPI evidence base through a greater understanding of what works, for whom, in what circumstances and why. 相似文献
134.
Sydney Finkelstein, Jo Whitehead , and Andrew Campbell studied decisions made around the world and researched those that were flawed at their inception. Their caveats for making decisions will help you to avoid some common errors. 相似文献
135.
Jo Ann Ho 《Business ethics (Oxford, England)》2010,19(2):154-182
This study was conducted to determine how culture influences the ethical perception of managers. Most studies conducted so far have only stated similarities and differences in ethical perception between cultural or ethnic groups and little attention has been paid towards understanding how cultural values influence the ethnic groups' ethical perception. Moreover, most empirical research in this area has focused on moral judgement, moral decision making and action, with limited empirical work in the area of ethical perception. A total of 22 interviews were conducted and the questionnaire survey yielded 272 managerial responses. Three implications were obtained based on the findings of the study. The first implication is that differences in ethical perception can exist when one culture attributes moral significance to something that another culture does not. The results of the study also suggest that similarities in ethical perception can occur when a situation is viewed as an accepted and institutionalised part of doing business. Finally, the findings of the study also show that the influence of culture on ethical perception varied according to the different types of scenarios. 相似文献
136.
This paper traces the changing contribution of small firms to manufacturing in Japan and the UK between 1972 and 1992. It shows that there are significant and important differences between the two countries, although in both cases small firms provided an increasing share of the total stock of firms over the period. In the UK however small firms also increased their employment share, primarily at the expense of large firms whilst in Japan their share remained constant. On of the most striking differences is the fact that in the UK only the very smallest micro businesses achieved a net increase in numbers, whereas in Japan all sizes of firm recorded an increase in numbers, albeit at declining rates by firm size. 相似文献
137.
Farmers, Vertical Coordination, and the Restructuring of Dairy Supply Chains in Central and Eastern Europe 总被引:1,自引:0,他引:1
The combination of transition and globalization since the early 1990s has caused dramatic changes in the dairy chains in Central and Eastern Europe. This paper uses survey evidence from several Central and East European countries to document the growth of vertical coordination in the dairy chain, its relationship with policy reforms, its effects and the implications for small farms. Evidence suggests that in several countries small dairy farms have benefited from vertical coordination processes by providing them access to inputs and higher value markets. 相似文献
138.
João Lucas Hana Frade Jorge Henrique Caldeira de Oliveira Janaina de Moura Engracia Giraldi 《Telecommunications Policy》2021,45(9):102186
Streaming video (SV), such as YouTube, is a new media widely used nowadays. Nevertheless, there is a lack of knowledge about advertising in SV. In view of this, through a search in the rich depository of the Scopus database, this article presents the first integrative literature review about advertising in SV. Searching every article and conference paper related to the topic published until May 04, 2020, 59 studies were found and classified into two main topics: marketing studies (35), mostly focused on evaluating or exploring advertising in SV, and computational studies (24), focusing on the development of systems for the insertion of ads into SV. All knowledge present in these studies was summarized so that readers (both scholars and practitioners) could have easy access to the main contributions and information present in each study. Moreover, future research directions in six main themes are presented through a research agenda. 相似文献
139.
Baltzopoulos Apostolos Karlinger Liliane Magos Dimitrios Régibeau Pierre Vareda João 《Review of Industrial Organization》2021,59(4):567-598
Review of Industrial Organization - The Directorate General for Competition at the European Commission enforces competition law in the areas of antitrust, merger control, and State aid. After... 相似文献
140.
We investigate the market structure and the pricing by placement agents of private investments in public equities (PIPEs). Our findings indicate that more reputable agents are associated with larger offers and with firms possessing lower risk. Agent reputation is positively associated with lower discounts and an enhanced post-PIPE trading environment. Issuers pay a higher dollar fee for these benefits, although more reputable agents charge a lower percentage fee. The evidence suggests that it is the quality of the issuing firm, and the pricing and reputational concern of the placement agent, that drives the equilibrium in the PIPE market. 相似文献