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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Reevaluation of the carbon emissions embodied in global value chains based on an inter-country input-output model with multinational enterprises
跨国企业 国家间 投入产出模式 全球价值链 碳排放
2023/5/9
Multinational enterprises actively participate in global production networks. However, the current global value chain accounting framework fails to consider the emissions originating from the producti...
Maximising functionals of the joint law of the maximum and terminal value in the Skorokhod embedding problem
functionals of the joint law of the maximum terminal value Skorokhod
2011/2/22
The Skorokhod embedding problem for Brownian motion W is, given a centred probability measure , to nd a stopping time such that W . There exist many classical solutions to this problem, some o...
Is the minimum value of an option on variance generated by local volatility?
localvol Dupire's formula MSC:91G99 JEL:G1
2010/4/27
We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example to a wide-spread co...