Results 231 to 240 of about 434,716 (297)

The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. [PDF]

PLoS One
Peykani P, Sargolzaei M, Oprean-Stan C, Kamyabfar H, Reghabi A.   +4 more
europepmc   +1 more source

A chaotic monetary model of the exchange rate

, 1990
De Grauwe, Paul, Dewachter, Hans
openaire   +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

Caudate serotonin signaling during social exchange distinguishes essential tremor and Parkinson's disease patients. [PDF]

Nat Commun
Hartle AE, Kishida KT, Sands LP, Batten SR, Barbosa LS, Bang D, Lohrenz T, White JP, K Sohrabi A, Calafiore RL, DiFeliceantonio AG, Laxton AW, Tatter SB, Witcher MR, Montague PR, Howe WM.   +15 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

Cost-effectiveness analysis of intensity modulated radiation therapy versus robot-assisted radical prostatectomy for patients with low-risk prostate cancer in Japan. [PDF]

J Radiat Res
Igarashi A, Jingu K, Ito K, Koba R, Lee DW.   +4 more
europepmc   +1 more source

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies

Journal of Futures Markets, EarlyView.
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias, Mark B. Shackleton, Fernando Correia da Silva, Rafał M. Wojakowski   +3 more
wiley   +1 more source

Timebanking promotes equitable volunteering in older adults without crowding-out effects: evidence from a quasi-experimental study in Hong Kong. [PDF]

Gerontologist
Lu S, Chui C, Lum T.
europepmc   +1 more source

Domestic and International Health Expenditure and Health and Healthcare Use: Evidence From Mozambique

Health Economics, EarlyView.
ABSTRACT Evidence on the relationship between public health expenditure and health is mixed and particularly scarce for low‐income countries. Existing studies overlook the subnational distribution of expenditure and rarely distinguish between sources and governance over funding.
Eliana Chavarría‐Pino, Laura Anselmi, Matt Sutton, Sérgio Chicumbe   +3 more
wiley   +1 more source