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A new look at short-term implied volatility in asset price models with jumps
exponential Levy models Blumenthal-Getoor index short-dated options implied volatility.
2012/9/14
We analyse the behaviour of the implied volatility smile for options close to expiry in the exponential Levy class of asset price models with jumps. We introduce a new renormalisation of the strike v...
The world's largest reinsurance groups: a look at names, numbers, countries and performance
Reinsurance Performance Degree of Internationalization
2014/6/23
Many reinsurance companies have, in the past decade, increased their foreign direct investment and acquired other companies in part because of the belief that only very large ...
Multiple Intelligences, A New Look to Organizational Effectiveness
Organizational Effectiveness Multiple Intelligences Management Organization
2010/10/18
To be successful organization we need successful and multiple Intelligences based management organization in today's turnulent markets. Among other factors which play rule in organizations success may...
Coal Mine Safety and Coal Yield: A First Look
coal mine safety coalyield panel data fix effect instrumental variables
2014/7/7
Thispaper analyzesandtests relationshipbetween coalmine mortalityand coalyield in China.Itproposesatheoryillustrating thatyieldcanbe eitherpositiveornegative relatedto mortality,depending onthree effe...
HOUTHAKKER AND VILLE’S CONTRIBUTIONS TO DEMAND THEORY: A NEW LOOK AT THE DEBATE ON INTEGRABILITY CONDITIONS
HOUTHAKKER AND VILLE’S CONTRIBUTIONS A NEW LOOK AT THE DEBATE INTEGRABILITY CONDITIONS
2014/6/26
Jean Ville gave, independently of Houthakker, and prior to him, a general one page proof of the integrability of demand functions in a revealed preference scheme. It happens that this essential contri...