Results 41 to 50 of about 166,379 (315)
An analysis between implied and realised volatility in the Greek Derivatives Market [PDF]
, 2009 In this article, we examine the relationship between implied and realised volatility in the Greek derivative market. We examine the differences between realised volatility and implied volatility of call and put options for at-the-money index options with
Chance, D. +4 more
core +1 more source
An Extension of the Concept of Derivative: Its Application to Intertemporal Choice
Mathematics, 2020 The framework of this paper is the concept of derivative from the point of view of abstract algebra and differential calculus. The objective of this paper is to introduce a novel concept of derivative which arises in certain economic problems ...
Salvador Cruz Rambaud +1 more
doaj +1 more source
The determinants of green finance and effect on the banking sector
Financial Internet Quarterly, 2023 This study examines the prerequisites and challenges faced by local and foreign commercial banks in Türkiye in supporting green business initiatives. This study uses backward logistic regression analysis to identify variables affecting green financing ...
Gör Yusuf, Tekin Bilgehan
doaj +1 more source
Psychosocial Outcomes in Patients With Endocrine Tumor Syndromes: A Systematic Review
Pediatric Blood &Cancer, EarlyView.ABSTRACT Introduction The combination of disease manifestations, the familial burden, and varying penetrance of endocrine tumor syndromes (ETSs) is unique. This review aimed to portray and summarize available data on psychosocial outcomes in patients with ETSs and explore gaps and opportunities for future research and care.
Daniël Zwerus +6 more
wiley +1 more source
Key Trends of International Trade in Derivatives
Вестник Российского экономического университета имени Г. В. ПлехановаIn spite of global economic after-effects of pandemic (both biological and economic) risks of world economy fragmentation and severance of finance integration international trade in derivatives keeps on growing as a tool of ‘finance conciliation’ and it ...
N. V. Gryzunova, A. H. Eid
doaj +1 more source
SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS
Ural Mathematical Journal, 2020 An important theorem in stochastic finance field is the martingale representation theorem. It is useful in the stage of making hedging strategies (such as cross hedging and replicating hedge) in the presence of different assets with different stochastic ...
Reza Habibi
doaj +1 more source
Option pricing with non-Gaussian scaling and infinite-state switching volatility [PDF]
, 2014 Volatility clustering, long-range dependence, and non-Gaussian scaling are stylized facts of financial assets dynamics. They are ignored in the Black & Scholes framework, but have a relevant impact on the pricing of options written on financial assets ...
Baldovin, Fulvio +4 more
core +2 more sources
Финансы: теория и практика, 2022 This paper aims to restore some parameters of functionals using cubic splines to forecast rare events in finance and economics. The article considers the mathematical method for recovering an unknown function from many different functionals, such as the ...
Yu. A. Korablev
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Psychological safety (PS) is essential for teamwork, communication, and patient safety in complex healthcare environments. In pediatric oncology, interprofessional collaboration occurs under high emotional and organizational demands. Low PS may increase stress, burnout, and adverse events.
Alexandros Rahn +4 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background B‐cell lymphoblastic lymphoma (B‐LBL) represents a rare variety of non‐Hodgkin lymphoma, with limited research on its biology, progression, and management. Methods A retrospective analysis was performed on the clinical characteristics of 256 patients aged ≤18 years who received treatment under the China Net Childhood Lymphoma (CNCL)‐
Zhijuan Liu +20 more
wiley +1 more source