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Itens para a visualização no momento 1-20 of 245
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Capital cities, conflict, and misgovernance: theory and evidence
2014We investigate the links between capital cities, conflict, and the quality of governance, starting from the assumption that incumbent elites are constrained by the threat of insurrection, and that this threat is rendered ... -
Option pricing under multiscale stochastic volatility
2015The stochastic volatility model proposed by Fouque, Papanicolaou, and Sircar (2000) explores a fast and a slow time-scale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility ... -
A regulação pela informação no mercado de valores mobiliários
2015The capital market within the financial system is considered to be an instrument capable of defining and raising the efficiency of the allocation of goods and funds between savers and investors in a society. Nevertheless, ... -
Functional itô calculus, path-dependence and the computation of greeks
2015Dupire’s functional Itˆo calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we ... -
The Limits of political compromise: debt ceilings and political competition
2015We study the desirability of limits on the public debt and of political competition in an economy where political parties alternate in office. Due to rent-seeking motives, incumbents have an incentive to set public ... -
Global stabilizing feedback law for a problem of biological control of mosquito-borne diseases
2015The control of the spread of dengue fever by introduction of the intracellular parasitic bacterium Wolbachia in populations of the vector Aedes aegypti, is presently one of the most promising tools for eliminating dengue, ... -
Apresentação 4: Uma Contribuição para a Estratégia de Desenvolvimento Nacional: Pesquisa Aplicada sobre Acumulação de Capacidades Tecnológicas e Inovação para o Fortalecimento da Competitividade Industrial no Brasil
2015Criado em Outubro de 1999, o Programa de Pesquisa tem como missão gerar uma contribuição fundamental ao fortalecimento da competitividade industrial no Brasil, por meio de pesquisa aplicada, de ponta, sobre acumulação de ... -
Decisão sob ignorância e disclosure de produto implicações na compra de seguros
2015O tema da escolha sob risco tem sido estudado a partir da premissa de que os tomadores de decisão são plenamente informados. Contudo, em situações da vida real, frequentemente os indivíduos necessitam fazer escolhas sem ... -
The dilemmas of the developmental state: democracy and economic development in Brazil
2015Is it possible to reconcile one of the institutional strategies to promote development, known in the literature as 'the developmental state', with contemporary democratic systems of government? If so, what are the challenges, ... -
Justiça restaurativa: um modelo democrático de reforma institucional?
2015This article aims to reflect on restorative justice as a possible paradigm of institutional reform in the Brazilian context, given the numerous structural problems in its prison system. Initially, a diagnosis of the current ...
