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Showing 1 to 5 of 5 for “"Dynamic Consistency"”.

  1. Digitalisation and Business Model Innovation: Exploring the Microfoundations of Dynamic Consistency

    … alignment of activities across the BMI is called dynamic consistency. However, it is not clear what mechanisms denote the notion of dynamic consistency. This thesis operationalises the microfoundations of dynamic consistency in an I4.0-driven BMI by empirically investigating six European …

    cambridge Repository record for Digitalisation and Business Model Innovation: Exploring the Microfoundations of Dynamic Consistency (opens in a new tab)

  2. Compound Lévy random bridges and credit risky asset pricing

    … processes. We focus on the Markov property, dynamic consistency, measure changes and increment distributions. Thereafter, we consider applications in credit risky asset pricing. We generalize the information based credit risky asset pricing framework to incorporate prematurity default …

    cape-town Repository record for Compound Lévy random bridges and credit risky asset pricing (opens in a new tab)

  3. Essays on Economic Decision Making

    … situations of ambiguity. I raise the issue that dynamically inconsistent decision making can be derived in extensive-form games with ambiguity. To cope with this issue, this chapter provides sufficient conditions to recover dynamic consistency. Chapter 3 analyzes the strategic decision making in …

    vt Repository record for Essays on Economic Decision Making (opens in a new tab)

  4. Essays on mechanism design

    … relevant in real practice: privacy protection, dynamic consistency, and simplicity. We design a dynamic mechanism, the Modified English Auction, that implements the optimal auction outcome, is privacy preserving, dynamically consistent, and simple. Chapter 2 is a joint work with Joao Leao. How …

    mit Repository record for Essays on mechanism design (opens in a new tab)