Equations and Shape of the Optimal Band Strategy. (arXiv:2003.04646v1...
We consider the problem of the optimal trading strategy in the presence of a price predictor, linear trading costs and a quadratic risk control. The solution is known to be a band system, a policy that...
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Generally, open innovation is a lucrative research topic within industries relying on innovation, such as the pharmaceutical industry, which are also known as knowledge-intensive industries. However,...
View ArticlePricing Interest Rate Derivatives under Volatility Uncertainty....
We study the pricing of contracts in fixed income markets in the presence of volatility uncertainty. We consider an arbitrage-free bond market under volatility uncertainty. The uncertainty about the...
View ArticleA New Approach for Macroscopic Analysis in order to improve the Technical and...
Perusing three important elements (economic, safety and traffic) is the overall objective of decision evaluation across all transport projects. In this study, we investigate the feasibility of...
View ArticleA Systematic and Analytical Review of the Socioeconomic and Environmental...
The installation of high-speed rail in the world during the last two decades resulted in significant socioeconomic and environmental changes. The U.S. has the longest rail network in the world, but the...
View ArticleInformed trading, limit order book and implementation shortfall: equilibrium...
We propose a static equilibrium model for limit order book where profit-maximizing investors receive an information signal regarding the liquidation value of the asset and execute via a competitive...
View ArticleOptimal trade strategy of a regional economy by food exports....
This paper examines the export promotion of processed foods by a regional economy and regional vitalisation policy. We employ Bertrand models that contain a major home producer and a home producer in a...
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The sharing economy is thriving, but the work of volunteers is often overlooked
Airbnbâs open homes program aims to create a social impact by connecting hosts with refugees to support their integration. Uber claims that its car sharing makes cities cleaner. Whether and how the...
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