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EVIDENCE ON LEARNING AND NETWORK EXTERNALITIES IN THE DIFFUSION OF HOME COMPUTERS
Evidence computer learning network externalities diffusion
2015/7/20
EVIDENCE ON LEARNING AND NETWORK EXTERNALITIES IN THE DIFFUSION OF HOME COMPUTERS.
Ethnic Scientific Communities and International Technology Diffusion
Technology Ethnicity Characteristics Production Integration Knowledge Sharing Patents
2015/5/14
This study explores the importance of knowledge transfer for international technology diffusion by examining ethnic scientific and entrepreneurial communities in the US and their ties to their home co...
Financial Development and Technology Diffusion
Technology Commercialization Financial Markets
2015/4/28
We examine the extent to which financial market development impacts the diffusion of 16 major technologies, looking across 55 countries, from 1870 to 2000. We find that greater depth in financial mark...
The Speed of New Ideas:Trust,Institutions and the Diffusion of New Products
Trust Institutions Diffusion New Products
2015/4/21
The Speed of New Ideas:Trust,Institutions and the Diffusion of New Products.
Ethnic Scientific Communities and International Technology Diffusion
Technology Transfer Tacit Knowledge Productivity Patents Innovation Research and Development Entrepreneurship Immigration Networks
2015/4/21
This study explores the importance of knowledge transfer for international technology di§usion by examining ethnic scientiÖc and entrepreneurial communities in the US and their ties to their home...
Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms
Stability of ADI schemes multidimensional diffusion equations mixed derivative terms Numerical Analysis
2012/6/5
In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary an...
Technological Change, Financial Innovation, and Diffusion in Banking
banking financial innovation technological change
2011/9/26
This paper discusses the technological change and financial innovation that commercial banking has experienced during the past twenty-five years. The paper first describes the role of the financial sy...
The Puzzle of the Diffusion of Central-Bank Independence Reforms: Insights from an Agent-Based Simulation
Agent-based modeling Central banks Diffusion Kingdon
2011/9/24
The emergence of an ever-widening sphere of global public policy is a new reality in a world characterized by the blurring of boundaries between the national and the global; by flows of ideas, people,...
Multilevel Monte Carlo method for jump-diffusion SDEs
Multilevel Monte Carlo method jump-diffusion SDEs expected payoff jump rates
2011/7/4
We investigate the extension of the multilevel Monte Carlo path
simulation method to jump-diffusion SDEs. We consider models with
finite rate activity , using a jump-adapted discretisation in which ...
Utility based pricing and hedging of jump diffusion processes with a view to applications
pricing hedging of jump diffusion processes marginal optimal hedge
2011/7/4
We discuss utility based pricing and hedging of jump di usion pro-
cesses with emphasis on the practical applicability of the framework. We
point out two diculties that seem to limit this applicabi...
Density Approximations for Multivariate Affine Jump-Diffusion Processes
Affine Processes Asymptotic Expansion Density Approximation
2011/7/25
Abstract: We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hi...
Semi-Closed Form Cubature and Applications to Financial Diffusion Models
Semi-Closed Cubature Applications Financial Diffusion Models
2010/10/21
Cubature methods, a powerful alternative to Monte Carlo due to Kusuoka~[Adv.~Math.~Econ.~6, 69--83, 2004] and Lyons--Victoir~[Proc.~R.~Soc.\\Lond.~Ser.~A 460, 169--198, 2004], involve the solution to...
Maximum penalized quasi-likelihood estimation of the diffusion function
Maximum penalized quasi-likelihood estimation diffusion function
2010/10/21
We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estima...
Two-sided estimates for stock price distribution densities in jump-diffusion models
Stochastic volatility models Jump-diffusion models Stock
2010/10/20
We consider uncorrelated Stein-Stein, Heston, and Hull-White models and their perturbations by compound Poisson processes with jump amplitudes distributed according to a double exponential law. Simila...
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Deterministic criteria arbitrage one-dimensional diffusion models
2010/10/20
We obtain a deterministic characterisation of the \emph{no free lunch with vanishing risk}, the \emph{no generalised arbitrage} and the \emph{no relative arbitrage} conditions in the one-dimensional d...