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量化前沿速递:CTA[20250511]

量化前沿速递  · 公众号  ·  · 2025-05-12 12:00
    

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机器翻译,仅供参考!可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号:量化前沿速递 获取 文献链接/翻译/pdf/文章解析 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Exit Incentives for Carbon Emissive Firms 碳排放企业的退出激励 来源:ARXIV_20250508 [2] The SSR under Quadratic Rough Heston 二次粗糙赫斯顿下的SSR 来源:SSRN_20250508 [3] Loss Versus Rebalancing under Deterministic and Generalized block times 确定性和广义阻塞时间下的损失与再平衡 来源:ARXIV_20250509 [1] Exit Incentives for Carbon Emissive Firms 标题:碳排放企业的退出激励 作者:René Aïd, Xiangying Pang, Xiaolu Tan 来源:ARXIV_20250508 Abstract : We develop a continuous time model of incentives for carbon emissive firms to exit the market based on a compensation payment identical to all firms. In our model, firms enjoy profits from production modeled as a simple geometric Brownian motion and do ………………………………

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