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Imprinting:Toward A Multilevel Theory
History Situation or Environment Organizational Design Organizational Structure
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2015/4/28
The concept of imprinting has attracted considerable interest in numerous fields—including organizational ecology, institutional theory, network analysis, and career research—and has been applied at s...
Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance
Stochastic finite differences multilevel Monte Carlo class of SPDEs finance Computational Finance
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2012/4/28
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that th...
Policy Entrepreneurship and Institutional Change: Multilevel Governance of Central Banking Reform
institutional theory the public policy field the black box of institutional joint membership
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2011/9/24
Recent studies on institutional theory and the public policy field called for efforts to pry open the black box of institutional and policy change. This article offers a response to this call. It demo...
Multilevel Monte Carlo method for jump-diffusion SDEs
Multilevel Monte Carlo method jump-diffusion SDEs expected payoff jump rates
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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 ...
The computation of Greeks with multilevel Monte Carlo
Monte Carlo pathwise sensitivities Likelihood Ratio Method
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2011/3/23
We study the use of the multilevel Monte Carlo technique in the context of the calculation of Greeks. The pathwise sensitivity analysis differentiates the path evolution and reduces the payoff's smoot...