Results 161 to 170 of about 566,880 (282)

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

<i>N</i> =1 Super Virasoro Tensor Categories. [PDF]

Commun Math Phys
Creutzig T, McRae R, Orosz Hunziker F, Yang J.   +3 more
europepmc   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Ramifications of generalized Feller theory. [PDF]

J Evol Equ
Cuchiero C, Möllmann T, Teichmann J.
europepmc   +1 more source

How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property

Helvetica Chimica Acta, EarlyView.
A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller, Christian Mück‐Lichtenfeld, Johannes Neugebauer   +2 more
wiley   +1 more source

Robustness of Topological Phases on Aperiodic Lattices. [PDF]

Math Phys Anal Geom
Li Y.
europepmc   +1 more source

Doubtful Receivables' Risk and Its Impact on Stock Returns

Journal of Corporate Accounting &Finance, Volume 37, Issue 2, Page 78-83, April 2026.
ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
wiley   +1 more source

Quadratic Motion Polynomials with Irregular Factorizations. [PDF]

Adv Appl Clifford Algebr
Thimm DA, Li Z, Schröcker HP, Siegele J.   +3 more
europepmc   +1 more source

Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study

Journal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner, Jeremy Adler, Shehzad A. Saeed, Richard S. Strauss, Kristin M. Howe, Anna Sheahan, Renping Zhang, Kimberly R. Keihn, Katharine Harrow, Kelly K. Olano, David A. Evans, Kim Hung Lo, Nanhua Zhang, Lilianne Kim, Richard B. Colletti, Sheri Volger, for the ImproveCareNow Learning Health Network, Sabina Ali, Rana Ammoury, Keren L. Appel, Travis Ayers, Howard Baron, Julie Bass, Rachel Bensen, Erica J. Brenner, José Cabrera, Mallory Chavannes, J Fernando del Rosario, Jill Dorsey, Dana M. H. Dykes, Dawn R. Ebach, Bhaskar Gurram, Dyer Heintz, Leslie M. Higuchi, Edward J. Hoffenberg, Jeannie S. Huang, Esther Jacobowitz Israel, Traci W. Jester, Ian Kang, Ian Leibowitz, Tiffany Linville, Ross M. Maltz, Craig A. McKinney, Lybil B. Mendoza Alvarez, Phillip Minar, Tina Morhardt, Alisa J Muñiz Crim, Barbara Joanna Niklinska‐Schirtz, Daniel M. O'Connell, Helen Pappa, Brad Pasternak, Trusha Patel, Meryl K. Perlman, Kelly C. Sandberg, Marc E. Schaefer, Robbyn E. Sockolow, David L. Suskind, Gitit Tomer, Jeanne Tung, Amanda A. Wenzel, Denise D. Young   +60 more
wiley   +1 more source