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Most popular location-based social networks, such as Facebook and Foursquare, let their (mobile) users post location and co-location (involving other users) information. Such posts bring social benefits to the users who post them but also to their friends ...
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...
Process industries (PI) have thrived in recent decades, but structural changes in the markets are currently putting both growth and profitability at risk. In a period of tumbling prices, supply chain management (SCM) is increasingly viewed as an essential ...
Corporate disclosure is the most important source of information about the firm for the outside investors. While some disclosure of public firms is mandated by regulation, firm managers can provide extra information at their discretion by making voluntary ...
The "more economic approach" was introduced to antitrust to achieve a more effect-based and theoretically grounded enforcement. However, related to predatory pricing it resulted in systematic over- and under-enforcement: Economic theory does not require do ...
In the first chapter of this thesis, I empirically show that the time delay firms face in raising outside capital affects cash holdings. I exploit the 2005 US Securities Offering Reform (the Reform) as a quasi-natural experiment. For a subset of large publ ...
This paper empirically assesses the effect of liberalisation and competition on innovation in the postal sector. The analysis is restricted to end-to-end competition. The effect on the incentives to innovate of letter volume, public ownership and other con ...
To share the recent progress in research and new therapies against follicular lymphoma and highlight the exciting opportunities to improve the treatment of follicular lymphoma. ...
To aid in the description and estimation of the tremendous recent growth in the collaborative economy, we provide a model for the dynamic sharing, subject to fixed costs. The sharing economy comprises a set of infinitely lived, heterogeneous suppliers, who t ...
