Ringle, C; Sarstedt, M; Schlittgen, R(Springer, 2010-01)
When applying structural equation modeling methods, such as partial least squares (PLS) path modeling, in empirical studies, the assumption that the data have been collected from a single homogeneous population is often ...
The context for this article is a continuous financial market consisting of a risk-free savings account and a single non-dividend-paying risky security. We present two concrete models for this market, in which strict local ...
In the lognormal forward Market model (LFM) framework, the specification for time-deterministic instantaneous volatility functions for state variable forward rates is required. In reality, only a discrete number of forward ...
The well-known absence-of-arbitrage condition NFLVR from the fundamental theorem of asset pricing splits into two conditions, called NA and NUPBR. We give a literature overview of several equivalent reformulations of NUPBR; ...