Results 151 to 160 of about 13,572,436 (276)

On Short‐Term Behavior of Implied Volatility for Index Options

Mathematical Finance, EarlyView.
ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley   +1 more source

A fast Chebyshev exponential-integrator solver for stochastic PDEs on bounded domains with non-homogeneous Dirichlet boundary data. [PDF]

MethodsX
Sarker RC, Islam MS, Rahman A.
europepmc   +1 more source

Kalman Filter Learning, Bounded Rationality and Informational Consistency

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We develop a behavioural New Keynesian model with rational (RE) and boundedly rational (BR) agents. The latter are anticipated utility learners and use simple heuristic rules to forecast aggregate variables exogenous to their micro‐environment.
Szabolcs Deák, Paul Levine, Joseph Pearlman, Bo Yang   +3 more
wiley   +1 more source

Stability analysis of nonlinear algebraic-differential equations with 2-delays and numerical methods. [PDF]

PLoS One
Liao H, Li Q, Xia X, Tang D.
europepmc   +1 more source

Growth and Development Accounting Between 1990 and 2019: Theoretical Revisions, Methodological Clarifications, and Empirical Results

Review of Development Economics, EarlyView.
ABSTRACT Focusing on productivity measurement, this article contributes to the growth and development accounting literature by improving the accuracy of results within the existing framework—without introducing new variables. We implement three simultaneous revisions to the standard growth and development accounting frameworks: (i) accounting for labor
Georges Daw
wiley   +1 more source

Linearly Implicit Finite Element Methods Approximating the Solution to the Nonlinear Schrödinger Equation with a Schamel-Type Nonlinearity. [PDF]

J Sci Comput
Paraschis P, Zouraris GE.
europepmc   +1 more source

What does it mean to be a post‐Newtonian? Schelling on competing scientific models

The Southern Journal of Philosophy, EarlyView.
Abstract While Schelling's position has often been portrayed as highly critical of Newton, his discussion of Newton's theories has never been thoroughly studied. The goal of this paper is to analyze in more detail the relationship between Schelling and Newton, with an eye toward the fundamental question that guides Schelling: how can conflicts between ...
Raphaël Authier
wiley   +1 more source

An effective and accurate semi-implicit time integration scheme for dynamics in nearly- and fully-incompressible hyperelastic solids. [PDF]

J Comput Phys
Terrell EM, Davey M, Wells DR, Griffith BE.   +3 more
europepmc   +1 more source

Electrodiffusion in cardiac intercalated disc nanostructures alters cell–cell action potential transmission via ephaptic coupling: A model study

The Journal of Physiology, EarlyView.
Abstract figure legend Ephaptic phenomena in a high‐resolution model of the cardiac intercalated disc. Meshed representation of a tortuous intercalated disc that was generated based on electron and super‐resolution microscopy data. Na+ channels (red) and gap junctions (green) are heterogeneously distributed, with additional regions of reduced ion ...
Ena Ivanovic, Marina Vannucci, Nicolae Moise, Seth H. Weinberg, Jan P. Kucera   +4 more
wiley   +1 more source

Fingering instability at the interface between growing and not-growing cell populations with different mobilities. [PDF]

J Math Biol
Ciarletta P, Magri M, Shkurti D, de Falco C.   +3 more
europepmc   +1 more source