搜索结果: 1-15 共查到“理论经济学 the order”相关记录33条 . 查询时间(0.265 秒)
Objections to Tentative Decision and Order to Show Cause (IATA 787)
Negotiation Sales Air Transportation Industry
2015/5/12
I critique Order 2014-5-7 (Docket No. DOT-OST-2013-0048-0415) to the extent that the DOT permits, or purports to permit, airlines to sell tickets other than in accordance with published tariffs. I arg...
Field Evidence on Individual Behavior & Performance in Rank-Order Tournaments
Competition Behavior Rank and Position Performance Cognition and Thinking
2015/4/27
Economic analysis of rank-order tournaments has shown that intensified competition leads to declining performance. Empirical research demonstrates that individuals in tournament-type contests perform ...
I'll Have the Ice Cream Soon and the Vegetables Later: A Study of Online Grocery Purchases and Order Lead Time
Online Technology Food Decision Choices and Conditions Conflict and Resolution Emotions Cognition and Thinking Retail Industry Food and Beverage Industry
2015/4/21
How do decisions made for tomorrow or two days in the future differ from decisions made for several days in the future? We use data from an online grocer to address this question. In general, we find ...
The Energy New World Order, Mideast Oil and US Energy Security
World’s New Oil Order Mideast Oil US Energy Policy Energy Security
2015/8/20
For over five decades, the world’s oil map has centered on the Middle East. However, with the advent of the 21st century, a new map is emerging, shifting from the Middle East to the Western Hemisphere...
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration
Second Order Multiscale Stochastic Volatility Asymptotics Stochastic Terminal Layer Analysis Calibration
2012/9/14
Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization ofrandomly varying volatility. The rec...
High-order short-time expansions for ATM option prices under a tempered stable Lévy model
Exponential Levy models CGMY and tempered stable models short-time asymptotics at-the-money option pricing implied volatility.
2012/9/14
The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In the present work, a novel second-order approximation for ATM opti...
A multi-agent nonlinear Markov model of the order book
A multi-agent nonlinear Markov model order book
2012/9/14
We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a ecting the market arrives. Our model...
Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations
Campanato space degenerate-elliptic di erential operator degenerate di usion process Heston stochastic volatility process Holder regularity mathematical nance Schauder a priori estimate Sobolev regularity variational equation weighted Sobolev space.
2012/9/17
We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations de ned by the elliptic Heston operator, a linear second-order degenerate-elliptic operator aris...
Second Order BSDEs with Jumps, Part II: Existence and Applications
Second order backward stochastic differential equation backward stochas-tic differential equation with jumps
2012/9/14
In this paper, we follow the study of second order BSDEs with jumps started in our accompanying paper [17]. We prove existence of these equations bya direct method,thus providing complete wellposednes...
A higher order correlation unscented Kalman filter
Sequential Parameter Estimation Nonlinear Systems Unscented Kalman Filter Continuous-discrete State Space Estimation of Uncorrelated States Volatility Estimation
2012/9/14
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in man...
Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations
Financial Stochastic processes Truncated Levy Flights High-Order Correlations NonGaussian Random Walk
2012/6/5
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. T...
Price and Quantity Trajectories: Second-order Dynamics
disequilibrium economics Walrasian adjustment Marshallian adjustment SMD theorem Helmholtz-Hodge decomposition theorem
2012/4/28
In two previous papers the author developed a second-order price adjustment (t\^atonnement) process. This paper extends the approach to include both quantity and price adjustments. We demonstrate thre...
State Bank of India Mumbai, India: Order Approving Establishment of a Branch
State Bank of India establish a branch in Jackson Heights the International Banking Act set up an office in the country
2011/9/30
The article reports that State Bank of India in Mumbai has applied to establish a branch in Jackson Heights, New York City. Under the Foreign Bank Supervision Enhancement Act of 1991 (FBSEA), which am...
ORDER ISSUED UNDER INTERNATIONAL BANKING ACT
information the order the Board of Governors Federal Reserve System considerations
2011/9/26
The article offers information on the order issued by the Board of Governors of the U.S. Federal Reserve System under the International Banking Act (IBA) that approves the application of ABN AMRO Bank...
Models for the impact of all order book events
price impact market orders limit orders cancellations market microstructure order flow
2011/7/19
We propose a general framework to describe the impact of different events in the order book,
that generalizes previous work on the impact of market orders. Two different modeling routes can be consid...