Related papers: L'effet de levier de tr\'esorerie
Breakability rate of fragile item depends on the accumulated stress of heaped stock level. So breakablility rate can be considered as dependent parameter of stock variable. The unit production cost is a function of production rate and also…
The main purpose of this paper is to generalize some recent results obtained by Chilarescu and Manuel Gomez. Essentially, we are trying to study the effect of elasticity of substitution on the parameters of economic growth, based on its two…
Shearing stresses can change the volume of a material via a nonlinear effect known as shear dilatancy. We calculate the elastic dilatancy coefficient of soft sphere packings and random spring networks, two canonical models of marginal…
We study the interaction of a liquid drop with an elastic beam in the case where bending effects dominate. We use a variational approach to derive equilibrium equations for the system in the presence of gravity and in the presence or…
Improvement of industrial performance such as cost, lead-time, adaptability, variety and traceability is the major finality of companies. At this need corresponds the necessity to collaborate and to strengthen their coordination mechanisms.…
Trading pressure from one asset can move the price of another, a phenomenon referred to as cross impact. Using tick-by-tick data spanning 5 years for 500 assets listed in the United States, we identify the features that make cross-impact…
Based on the knowledge of dynamic systems, the shorter the transient response, or the faster a system reaches the steady-state after the introduction of the change, the smaller will be the output variability. In lean manufacturing, the…
A huge number of technological and biological systems involves the lubricated contact between rough surfaces of soft solids in relative accelerated motion. Examples include dynamical rubber seals and the human joints. In this study we…
Many commonly used liquidity measures are based on snapshots of the state of the limit order book (LOB) and can thus only provide information about instantaneous liquidity, and not regarding the local liquidity regime. However, trading in…
The wetting behavior of a liquid on solid substrates is governed by the nature of the effective interaction between the liquid-gas and the solid-liquid interfaces, which is described by the binding or wetting potential $g(h)$ which is an…
The motion and deformation of a droplet suspended in an unbounded fluid with an arbitrary, but Stokesian, imposed flow is investigated when there is a slip at the interface between the two liquids. The boundary condition at the interface is…
Funding is a cost to trading desks that they see as an input. Current FVA-related literature reflects this by also taking funding costs as an input, usually constant, and always risk-neutral. However, this funding curve is the output from a…
The impact of a heavier droplet into a deep pool of lighter liquid is investigated using three-dimensional numerical simulations. Unprecedented to any numerical simulations, we demonstrate that the heavier droplets can hang from the surface…
Based on a criterion of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity…
Load shifting by commercial and industrial power consumers reduces costs and Scope 2 emissions for the consumer and the grid. Incentivizing this behavior requires tools for valuing flexibility amidst the heterogeneity in load…
It is commonly assumed that fluid cannot slip along a solid surface. The experimental evidence generally supports this assumption. We demonstrate that when the change of the relative velocity of a fluid and a solid wall is sufficiently…
We develop a new identification strategy for demand estimation when cost shifters may not be available and there are substantial variations in demand over time. This approaches relies on a kind of nonlinear difference-in-differences, in…
In recent years, slippery surfaces have attracted significant interest due to their excellent liquid-repellent properties and their potential in diverse commercial applications. Such surfaces are prepared by coating functionalized solid…
A reliable model of viscosity in liquids using a dual liquid model framework is developed. The analytical expression arrived at exhibits the correct T-dependence Arrhenius-like. It is compared with the values of viscosity for water with…
We investigate the dynamics of a partially saturated grain-liquid mixture with a rotating drum apparatus. The drum is partially filled with the mixture and then rotated about its horizontal axis. We focus on the continous avalanching regime…