Social Science Electronic Publishing

Displaying 1-6 of 6 results

  • White Papers // Feb 2009

    Why We Have Never Used The Black-Scholes-Merton Option Pricing Formula

    Options traders use a pricing formula which they adapt by fudging and changing the tails and skewness by varying one parameter, the standard deviation of a Gaussian. Such formula is popularly called "Black-Scholes-Merton" owing to an attributed eponymous discovery. However the author has historical evidence that, Black, Scholes and Merton...

    Provided By Social Science Electronic Publishing

  • White Papers // Apr 2006

    E-Business Management: Concepts and Successful Factors

    The merge of the information technology and the web standards have formed the electronic business "E-business". Succession in e-business will need organizations to revise their strategies and goals to meet market rules of demand and supply. Conversion of ordinary business into e-business has forced organizations to be redesigned and reshaped....

    Provided By Social Science Electronic Publishing

  • White Papers // Jul 2003

    Estimating An Sku-Level Brand Choice Model Combining Household Panel Data And Store Data

    The extant literature using household scanner data to estimate consumer choice models has identified two key sources of bias in estimated mean responses to marketing variables. Omitted heterogeneity may bias mean responses towards zero. At the same time, omitted time-varying characteristics of alternatives that influence consumer choices may also bias...

    Provided By Social Science Electronic Publishing

  • White Papers // Jan 2003

    Valuation in Emerging Markets

    This article gives an overview of research and practice issues in the valuation of assets in emerging markets. It introduces a special edition in Emerging Markets Review devoted to the topic. This volume emerged from a conference sponsored by The Batten Institute at the Darden Graduate Business School of University...

    Provided By Social Science Electronic Publishing

  • White Papers // Sep 2002

    A Renaissance Instrument to Support Nonprofits

    Catholic churches in Renaissance Florence supported themselves overwhelmingly from the contributions of wealthy citizens. The sale of private chapels within churches to individuals was a significant source of church funds, and facilitated a church construction boom. Chapel sales offered three benefits to churches: prices were usually far above cost; donor/purchasers...

    Provided By Social Science Electronic Publishing

  • White Papers // Jan 2002

    Combining Belief Functions And Neural Networks To Assess The Likelihood Of Fraud: The Case of Commercial Bank Audits

    When assessing the likelihood of fraud in commercial banks, an auditor is faced with two related issues: determining significant red flags in the commercial banking industry, and combining red flags in a model (Decision Aid) based on weights (Values of uncertainties) assigned to them. Prior research largely ignores the first...

    Provided By Social Science Electronic Publishing

  • White Papers // Apr 2006

    E-Business Management: Concepts and Successful Factors

    The merge of the information technology and the web standards have formed the electronic business "E-business". Succession in e-business will need organizations to revise their strategies and goals to meet market rules of demand and supply. Conversion of ordinary business into e-business has forced organizations to be redesigned and reshaped....

    Provided By Social Science Electronic Publishing

  • White Papers // Feb 2009

    Why We Have Never Used The Black-Scholes-Merton Option Pricing Formula

    Options traders use a pricing formula which they adapt by fudging and changing the tails and skewness by varying one parameter, the standard deviation of a Gaussian. Such formula is popularly called "Black-Scholes-Merton" owing to an attributed eponymous discovery. However the author has historical evidence that, Black, Scholes and Merton...

    Provided By Social Science Electronic Publishing

  • White Papers // Jan 2002

    Combining Belief Functions And Neural Networks To Assess The Likelihood Of Fraud: The Case of Commercial Bank Audits

    When assessing the likelihood of fraud in commercial banks, an auditor is faced with two related issues: determining significant red flags in the commercial banking industry, and combining red flags in a model (Decision Aid) based on weights (Values of uncertainties) assigned to them. Prior research largely ignores the first...

    Provided By Social Science Electronic Publishing

  • White Papers // Sep 2002

    A Renaissance Instrument to Support Nonprofits

    Catholic churches in Renaissance Florence supported themselves overwhelmingly from the contributions of wealthy citizens. The sale of private chapels within churches to individuals was a significant source of church funds, and facilitated a church construction boom. Chapel sales offered three benefits to churches: prices were usually far above cost; donor/purchasers...

    Provided By Social Science Electronic Publishing

  • White Papers // Jan 2003

    Valuation in Emerging Markets

    This article gives an overview of research and practice issues in the valuation of assets in emerging markets. It introduces a special edition in Emerging Markets Review devoted to the topic. This volume emerged from a conference sponsored by The Batten Institute at the Darden Graduate Business School of University...

    Provided By Social Science Electronic Publishing

  • White Papers // Jul 2003

    Estimating An Sku-Level Brand Choice Model Combining Household Panel Data And Store Data

    The extant literature using household scanner data to estimate consumer choice models has identified two key sources of bias in estimated mean responses to marketing variables. Omitted heterogeneity may bias mean responses towards zero. At the same time, omitted time-varying characteristics of alternatives that influence consumer choices may also bias...

    Provided By Social Science Electronic Publishing