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Full-Text Articles in Social and Behavioral Sciences
Monitoring Environmental Change Using A Participatory Modified Photovoice Approach With Indigenous Knowledge Holders In Kakisa, Northwest Territories, Kaitlin Kok
Theses and Dissertations (Comprehensive)
In response to growing pressures from climate change and the lack of a monitoring strategy for food security at a local and regional level in the Northwest Territories, there is an urgency for residents to record their own images of change in relation to harvester safety. This thesis explores the connection between geographic information systems, sustainable food systems, indigenous knowledge and the importance of place. The objective of this study is two-fold: (a) to develop a monitoring system in conjunction with the community of Kakisa and (b) to increase the resilience of the local food system. The methods used derive …
Asset Pricing Under Randomized Solvable Diffusions, Hiromichi Kato
Asset Pricing Under Randomized Solvable Diffusions, Hiromichi Kato
Theses and Dissertations (Comprehensive)
By employing a randomization procedure on the geometric Brownian motion (GBM) model, we construct our new pricing models with stochastic volatility exhibiting symmetric smiles in the log-forward moneyness, and admitting simple closed-form analytical expressions for European-style option prices. We assume that there are no infinitesimal correlations between the underlying asset prices and their volatility, and the integrated squared volatility processes are random variables with well-known probability density functions. Under some regularity conditions, closed-form expressions are obtained by taking the expectation of option prices under diffusion models over the integrated squared volatility process, which relate to the Bayesian framework in the …