The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims
In this paper, we consider the problem of mean–variance hedging of a defaultable claim. We assume the underlying assets are jump processes driven by Brownian motion and default processes.
Tobin tax and trading volume tightening: a reassessment
This article extends the previous literature on the Tobin tax and financial transaction
tax. We investigate the linkages between trading volumes and transaction costs using both a
linear and a nonlinear methodology. In stark contrast with previous studies, we consider the
When the omerta is broken: sociomateriality and the history of hazing in French universities
Innovation and Value in Networks for Emerging Musicians
This article considers how value is created and added through processees and actions of emerging musicians.
Preliminary evidence on relationships between agricultural commodity futures prices, spot prices and oil prices using reverse regressions
The focus of this research is on hypothesized relationships between agricultnral commodities futures prices, respective spot prices and spot prices for oil. The research uses reverse regressions to test for empirical relationships between variables.