Imagen de Portada

Existential Externality Theory - Final Version

Fuente: Zenodo

Guardado en:

Detalles Bibliográficos
Autor principal:	Boutron-Löchen, Philippe
Formato:	Recurso digital
Lenguaje:	inglés
Publicado:	Zenodo 2025
Materias:	Externalities, Existential Risk, Sustainability, Value Theory, Economic Governance, Carbon Pricing
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Existential Externality Theory
por: Boutron-Löchen, Philippe
Publicado: (2025)

Risk-Adjusted Infrastructure Pricing under Governance Uncertainty: A Computational Pricing Theory for Cash-Flow Protection, Contractual Safeguards and Evidence-Conditioned Risk Premiums
por: Abdeen, Eng. Ashraf El-Sayed Ahmed Hassan
Publicado: (2026)

The Evolutionary–Technological Barrier (ETB) Hypothesis as an Explanation for the Fermi Paradox
por: Stanislav Kostyuk, et al.
Publicado: (2025)

Sovereign Debt Default and Climate Risk
por: Barucci, Emilio, et al.
Publicado: (2025)

Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
por: Olkhov, Victor
Publicado: (2023)

Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts
por: Baldacci, Bastien, et al.
Publicado: (2024)

Women's Organisations and Governance: Internal Democracy and External Advocacy: Implications for Regional Integration
por: (Ph.D), Abraham Kuol Nyuon
Publicado: (2022)

Women's Organisations and Governance: Internal Democracy and External Advocacy: Implications for Regional Integration
por: (Ph.D), Abraham Kuol Nyuon
Publicado: (2024)

To VaR, or Not to VaR, That is the Question
por: Olkhov, Victor
Publicado: (2021)

Introducing External Hazard Factors in Quantitative Risk Analysis
por: Ernesto Salzano
Publicado: (2012)

Godan:A Study in Existential Humanism
por: Singh
Publicado: (2009)

Pricing of wrapped Bitcoin and Ethereum on-chain options
por: Zbandut, Anastasiia
Publicado: (2025)

Quantifying firm-level risks from nature deterioration
por: Crisostomo, Ricardo
Publicado: (2025)

Deep learning CAT bond valuation
por: Sester, Julian, et al.
Publicado: (2025)

On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
por: Wolf, Mark-Oliver
Publicado: (2025)

A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
por: Peng, Xianhua, et al.
Publicado: (2024)

On options-driven realized volatility forecasting: Information gains via rough volatility model
por: Fan, Zheqi, et al.
Publicado: (2026)

Hidden Risks and Optionalities in American Options
por: Hassan, Noura El, et al.
Publicado: (2026)

In Pursuit of Identity and Survival: Deciphering the Existential Concernsin the Movie Forrest Gump
por: Deepa Sehrawat
Publicado: (2021)

Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
por: Hanbali, Hamza, et al.
Publicado: (2025)

On the valuation of life insurance policies for dependent coupled lives
por: Henshaw, Kira, et al.
Publicado: (2024)

Integrating dynamic pricing models with pharmacy benefit manager strategies to enhance medication affordability and patient adherence
por: Jagun, Tolulope O, et al.
Publicado: (2025)

Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
por: Schmutz, Michael, et al.
Publicado: (2025)

How to choose my stochastic volatility parameters? A review
por: Floc'h, Fabien Le
Publicado: (2025)

Counterexamples for FX Options Interpolations -- Part I
por: Healy, Jherek
Publicado: (2025)

Learning the Exact SABR Model
por: Rensi, Giorgia, et al.
Publicado: (2025)

A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
por: Bichuch, Maxim, et al.
Publicado: (2024)

Risk-neutral valuation of options under arithmetic Brownian motions
por: Liu, Qiang, et al.
Publicado: (2024)

What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
por: Zernikov, Kirill
Publicado: (2026)

Risk valuation of quanto derivatives on temperature and electricity
por: Alfonsi, Aurélien, et al.
Publicado: (2023)

Pricing and hedging of decentralised lending contracts
por: Szpruch, Lukasz, et al.
Publicado: (2024)

Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference
por: Rakshit, Agni, et al.
Publicado: (2024)

Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks
por: Ahn, Dohyun, et al.
Publicado: (2026)

Shifting the yield curve for fixed-income and derivatives portfolios
por: Bianchi, Michele Leonardo, et al.
Publicado: (2024)

Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
por: Dhandapani, Vikranth Lokeshwar, et al.
Publicado: (2024)

The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
por: Martin, Richard J.
Publicado: (2022)

Existentialism in Anita Nair’s Ladies Coupe
por: Ratnesh Baranwal
Publicado: (2021)

When Do We Feel Sorry for Others? : An Externality of Lake Use as an Example
por: Kawata, Y.
Publicado: (2015)

Corporate Finance for Long-Term Value
por: Schoenmaker, Dirk, et al.
Publicado: (2023)

Notes on Correlation Stress Tests
por: Chmielowski, Piotr
Publicado: (2025)