发布求助
文献互助 智能选刊 最新文献

Mathematics and Financial Economics最新文献

筛选
英文 中文
Climate change adaptation under heterogeneous beliefs 异质信仰下的气候变化适应
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-20 DOI: 10.2139/ssrn.3770442
Marcel Nutz, Florian Stebegg
{"title":"Climate change adaptation under heterogeneous beliefs","authors":"Marcel Nutz, Florian Stebegg","doi":"10.2139/ssrn.3770442","DOIUrl":"https://doi.org/10.2139/ssrn.3770442","url":null,"abstract":"We study strategic interactions between firms with heterogeneous beliefs about future climate impacts. To that end, we propose a Cournot-type equilibrium model where firms choose mitigation efforts and production quantities such as to maximize the expected profits under their subjective beliefs. It is shown that optimal mitigation efforts are increased by the presence of uncertainty and act as substitutes; i.e., one firm’s lack of mitigation incentivizes others to act more decidedly, and vice versa.","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"27 1","pages":"481 - 508"},"PeriodicalIF":1.6,"publicationDate":"2021-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81825674","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model 制度切换双因素模型下北池电力市场远期价格与拟合
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-11 DOI: 10.1007/s11579-020-00287-6
F. Mehrdoust, Idin Noorani
{"title":"Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model","authors":"F. Mehrdoust, Idin Noorani","doi":"10.1007/s11579-020-00287-6","DOIUrl":"https://doi.org/10.1007/s11579-020-00287-6","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"82 12","pages":"501 - 543"},"PeriodicalIF":1.6,"publicationDate":"2021-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11579-020-00287-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72453857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
Asymptotics for volatility derivatives in multi-factor rough volatility models 多因素粗糙波动模型中波动导数的渐近性
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-09 DOI: 10.1007/s11579-020-00288-5
Chloé Lacombe, Aitor Muguruza, Henry Stone
{"title":"Asymptotics for volatility derivatives in multi-factor rough volatility models","authors":"Chloé Lacombe, Aitor Muguruza, Henry Stone","doi":"10.1007/s11579-020-00288-5","DOIUrl":"https://doi.org/10.1007/s11579-020-00288-5","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"15 1","pages":"545 - 577"},"PeriodicalIF":1.6,"publicationDate":"2021-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84406931","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Correction to: No-arbitrage commodity option pricing with market manipulation 修正:无套利商品期权定价与市场操纵
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-09 DOI: 10.1007/s11579-020-00285-8
R. Aïd, Giorgia Callegaro, L. Campi
{"title":"Correction to: No-arbitrage commodity option pricing with market manipulation","authors":"R. Aïd, Giorgia Callegaro, L. Campi","doi":"10.1007/s11579-020-00285-8","DOIUrl":"https://doi.org/10.1007/s11579-020-00285-8","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"5 1","pages":"473 - 475"},"PeriodicalIF":1.6,"publicationDate":"2021-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77316384","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multiple yield curve modelling with CBI processes 多重收益率曲线建模与CBI过程
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-09 DOI: 10.1007/s11579-020-00289-4
Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda
{"title":"Multiple yield curve modelling with CBI processes","authors":"Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda","doi":"10.1007/s11579-020-00289-4","DOIUrl":"https://doi.org/10.1007/s11579-020-00289-4","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"22 1","pages":"579 - 610"},"PeriodicalIF":1.6,"publicationDate":"2021-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86750758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Governmental incentives for green bonds investment 政府对绿色债券投资的激励措施
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-03 DOI: 10.1007/s11579-022-00320-w
Bastien Baldacci, Dylan Possamaï
{"title":"Governmental incentives for green bonds investment","authors":"Bastien Baldacci, Dylan Possamaï","doi":"10.1007/s11579-022-00320-w","DOIUrl":"https://doi.org/10.1007/s11579-022-00320-w","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"85 1","pages":"539 - 585"},"PeriodicalIF":1.6,"publicationDate":"2021-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75164829","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Preface to the special issue on systemic risk and financial networks 系统性风险与金融网络专题前言
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2021-01-01 DOI: 10.1007/s11579-020-00286-7
A. Capponi, R. Jarrow
{"title":"Preface to the special issue on systemic risk and financial networks","authors":"A. Capponi, R. Jarrow","doi":"10.1007/s11579-020-00286-7","DOIUrl":"https://doi.org/10.1007/s11579-020-00286-7","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"19 18","pages":"1 - 3"},"PeriodicalIF":1.6,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11579-020-00286-7","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72374008","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Traditional and digital currencies in over-the-counter markets 传统和数字货币在场外交易市场
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-12-07 DOI: 10.1007/s11579-023-00341-z
C. Frei, Qianhong Huang
{"title":"Traditional and digital currencies in over-the-counter markets","authors":"C. Frei, Qianhong Huang","doi":"10.1007/s11579-023-00341-z","DOIUrl":"https://doi.org/10.1007/s11579-023-00341-z","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"28 1","pages":"457 - 497"},"PeriodicalIF":1.6,"publicationDate":"2020-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76738280","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Scale effects in dynamic contracting 动态收缩中的尺度效应
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-11-04 DOI: 10.1007/s11579-020-00283-w
Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, G. Roger
{"title":"Scale effects in dynamic contracting","authors":"Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, G. Roger","doi":"10.1007/s11579-020-00283-w","DOIUrl":"https://doi.org/10.1007/s11579-020-00283-w","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"64 1","pages":"431 - 472"},"PeriodicalIF":1.6,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81184447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean 一种新的具有随机长期均值的随机波动率模型下欧式期权的封闭式定价公式
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-10-23 DOI: 10.1007/s11579-020-00281-y
Xin‐Jiang He, Wenting Chen
{"title":"A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean","authors":"Xin‐Jiang He, Wenting Chen","doi":"10.1007/s11579-020-00281-y","DOIUrl":"https://doi.org/10.1007/s11579-020-00281-y","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"27 1","pages":"381 - 396"},"PeriodicalIF":1.6,"publicationDate":"2020-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89387754","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 36
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信
小红书