Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Abootaleb Shirvani"'
Publikováno v:
Risks, Vol 12, Iss 5, p 82 (2024)
We propose a doubly subordinated Lévy process, the normal double inverse Gaussian (NDIG), to model the time series properties of the cryptocurrency bitcoin. By using two subordinated processes, NDIG captures both the skew and fat-tailed properties o
Externí odkaz:
https://doaj.org/article/404d48aea3a8406c927596a053fcd9c0
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 6 (2020)
In complete markets there are risky assets and a riskless asset. It is assumed that the riskless asset and the risky asset are traded continuously in time and that the market is frictionless. In this paper, we propose a new method for hedging derivat
Externí odkaz:
https://doaj.org/article/f4ac889731cf49abbe5a71c30801648f
Publikováno v:
Environmental Economics and Policy Studies. 24:263-284
Natural disasters, such as tornadoes, floods, and wildfire pose risks to life and property, requiring the intervention of insurance corporations. One of the most visible consequences of changing climate is an increase in the intensity and frequency o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3675e740fb6e8d22e6d2b839d62b908
https://doi.org/10.1007/s10018-021-00321-x
https://doi.org/10.1007/s10018-021-00321-x
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9176af8cc28043866b70b622e39939c
https://doi.org/10.1007/978-3-031-15286-3_10
https://doi.org/10.1007/978-3-031-15286-3_10
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c78de5b3794b174e99d4e75e4918780e
https://doi.org/10.1007/978-3-031-15286-3_14
https://doi.org/10.1007/978-3-031-15286-3_14
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44280ea50bf6ce949b94a201125e5ad1
https://doi.org/10.1007/978-3-031-15286-3_5
https://doi.org/10.1007/978-3-031-15286-3_5
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7dbe75ca5fce7fc8c9129dba4b28e2f9
https://doi.org/10.1007/978-3-031-15286-3
https://doi.org/10.1007/978-3-031-15286-3
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c25a4693431385ff73f640730723cb6
https://doi.org/10.1007/978-3-031-15286-3_2
https://doi.org/10.1007/978-3-031-15286-3_2
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9aeb4d6374474091d71250bbd53f539f
https://doi.org/10.1007/978-3-031-15286-3_7
https://doi.org/10.1007/978-3-031-15286-3_7
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd5e576487cc6883082f4a3a70b8f37b
https://doi.org/10.1007/978-3-031-15286-3_3
https://doi.org/10.1007/978-3-031-15286-3_3