Decisions in Economics and Finance最新文献

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The Black–Scholes paper: a personal perspective 布莱克-斯科尔斯论文:个人视角
Decisions in Economics and Finance Pub Date : 2023-10-24 DOI: 10.1007/s10203-023-00415-z
Anthony Neuberger
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引用次数: 0
Stochastic differential equations death rates models: the Portuguese case 随机微分方程死亡率模型:葡萄牙案例
Decisions in Economics and Finance Pub Date : 2023-10-16 DOI: 10.1007/s10203-023-00414-0
Daniel dos Santos Baptista, Nuno M. Brites, Alfredo D. Egídio dos Reis
{"title":"Stochastic differential equations death rates models: the Portuguese case","authors":"Daniel dos Santos Baptista, Nuno M. Brites, Alfredo D. Egídio dos Reis","doi":"10.1007/s10203-023-00414-0","DOIUrl":"https://doi.org/10.1007/s10203-023-00414-0","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136079253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Amortization plans in simple, compound and hybrid framework: a unifying approach 简单、复合和混合框架的摊销计划:统一的方法
Decisions in Economics and Finance Pub Date : 2023-09-28 DOI: 10.1007/s10203-023-00413-1
Laura Ziani, Flavio Pressacco
{"title":"Amortization plans in simple, compound and hybrid framework: a unifying approach","authors":"Laura Ziani, Flavio Pressacco","doi":"10.1007/s10203-023-00413-1","DOIUrl":"https://doi.org/10.1007/s10203-023-00413-1","url":null,"abstract":"Abstract In this paper, five different types of amortization plans with constant instalments are analyzed with a unified approach: a pair of plans in simple interest regime, a pair of plans in compound interest regime and a plan in a hybrid context. In the two pairs there are a main plan and an auxiliary one. Here we give a comprehensive discussion of all the rules governing these plans, showing similarities and differences. Furthermore, the pair of plans in simple interest regime is at the origin of the hybrid plan, which surprisingly turns out to be a (main) plan in compound regime with variable instalments.","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135386841","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The insider trading problem in a jump-binomial model 跳跃二项模型中的内幕交易问题
Decisions in Economics and Finance Pub Date : 2023-09-11 DOI: 10.1007/s10203-023-00412-2
Hélène Halconruy
{"title":"The insider trading problem in a jump-binomial model","authors":"Hélène Halconruy","doi":"10.1007/s10203-023-00412-2","DOIUrl":"https://doi.org/10.1007/s10203-023-00412-2","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135939219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
What is the value of the annuity market? 年金市场的价值是什么?
IF 1.1
Decisions in Economics and Finance Pub Date : 2023-08-14 DOI: 10.1007/s10203-023-00411-3
Mogens Steffensen, Julie Bjørner Søe
{"title":"What is the value of the annuity market?","authors":"Mogens Steffensen, Julie Bjørner Søe","doi":"10.1007/s10203-023-00411-3","DOIUrl":"https://doi.org/10.1007/s10203-023-00411-3","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"20 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81368652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model 大流行期间保持社会距离的经济成本:SVIR模型中的最佳控制方法
Decisions in Economics and Finance Pub Date : 2023-08-12 DOI: 10.1007/s10203-023-00406-0
Alessandro Ramponi, M. Elisabetta Tessitore
{"title":"The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model","authors":"Alessandro Ramponi, M. Elisabetta Tessitore","doi":"10.1007/s10203-023-00406-0","DOIUrl":"https://doi.org/10.1007/s10203-023-00406-0","url":null,"abstract":"Abstract We devise a theoretical model for the optimal dynamical control of an infectious disease whose diffusion is described by the SVIR compartmental model. The control is realized through implementing social rules to reduce the disease’s spread, which often implies substantial economic and social costs. We model this trade-off by introducing a functional depending on three terms: a social cost function, the cost supported by the healthcare system for the infected population, and the cost of the vaccination campaign. Using Pontryagin’s Maximum Principle, we are able to characterize the optimal control strategy in three instances of the social cost function, the linear, quadratic, and exponential models, respectively. Finally, we present a set of results on the numerical solution of the optimally controlled system by using Italian data from the recent COVID-19 pandemics for the model calibration.","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134977854","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation 再生与非再生可耗尽资源:一种投入分配的最优控制策略
IF 1.1
Decisions in Economics and Finance Pub Date : 2023-08-12 DOI: 10.1007/s10203-023-00408-y
S. Bertarelli, C. Lodi, S. Ragni
{"title":"Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation","authors":"S. Bertarelli, C. Lodi, S. Ragni","doi":"10.1007/s10203-023-00408-y","DOIUrl":"https://doi.org/10.1007/s10203-023-00408-y","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"16 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82883368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal scale sizes in economic efficiency models with integer measures: a case study of foundry industry 经济效率模型中的最优规模:以铸造行业为例
IF 1.1
Decisions in Economics and Finance Pub Date : 2023-08-12 DOI: 10.1007/s10203-023-00410-4
Somayye Karimi Omshi, S. Kordrostami, A. Amirteimoori, Armin Ghane Kanafi
{"title":"Optimal scale sizes in economic efficiency models with integer measures: a case study of foundry industry","authors":"Somayye Karimi Omshi, S. Kordrostami, A. Amirteimoori, Armin Ghane Kanafi","doi":"10.1007/s10203-023-00410-4","DOIUrl":"https://doi.org/10.1007/s10203-023-00410-4","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"17 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81471897","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model 一类无固定边界状态切换模型的四阶紧凑自适应策略
IF 1.1
Decisions in Economics and Finance Pub Date : 2023-08-02 DOI: 10.1007/s10203-023-00407-z
Chinonso I. Nwankwo, W. Dai
{"title":"Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model","authors":"Chinonso I. Nwankwo, W. Dai","doi":"10.1007/s10203-023-00407-z","DOIUrl":"https://doi.org/10.1007/s10203-023-00407-z","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"115 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79382622","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Green economy with efficient public incentives 具有有效公共激励的绿色经济
IF 1.1
Decisions in Economics and Finance Pub Date : 2023-07-15 DOI: 10.1007/s10203-023-00404-2
M. Galeotti, E. Vannucci
{"title":"Green economy with efficient public incentives","authors":"M. Galeotti, E. Vannucci","doi":"10.1007/s10203-023-00404-2","DOIUrl":"https://doi.org/10.1007/s10203-023-00404-2","url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"23 1","pages":""},"PeriodicalIF":1.1,"publicationDate":"2023-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74678334","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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