Results 221 to 230 of about 1,698,574 (297)

On Short‐Term Behavior of Implied Volatility for Index Options

open access: yesMathematical 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

With‐Replacement Balanced Sampling

open access: yesScandinavian Journal of Statistics, EarlyView.
ABSTRACT Balanced sampling ensures that selected samples allow Horvitz–Thompson estimators to reproduce known auxiliary totals. However, no efficient procedures currently exist for producing balanced samples with replacement despite their potential applications to balanced imputations or balanced stream sampling.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities

open access: yesThe World Economy, EarlyView.
ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán   +2 more
wiley   +1 more source

An effective and efficient matheuristic for the electric vehicle routing problem with capacitated recharging stations

open access: yesInternational Transactions in Operational Research, Volume 34, Issue 2, Page 889-913, March 2027.
Abstract In this paper, we address the problem of routing a fleet of electric vehicles (EVs) to serve a set of customers, geographically distributed, within their time windows. We assume that EVs may also be recharged en route, and the amount of energy recharged at a recharging station (RS) is a decision variable itself, that is, partial recharges are ...
Maurizio Bruglieri   +3 more
wiley   +1 more source

Single‐Cell Transcriptomic Identification of Drug‐Tolerant Persister Mechanisms in Capecitabine‐Treated Triple‐Negative Breast Cancer

open access: yesComputational and Systems Oncology, Volume 6, Issue 1, December 2026.
ABSTRACT Triple‐negative breast cancer (TNBC) is an aggressive subtype defined by the absence of estrogen receptor (ER), progesterone receptor (PR), and HER2 expression. This lack of receptors limits targeted therapies and contributes to high rates of recurrence.
Md Naiyem Islam   +3 more
wiley   +1 more source

TAMAVAQ/Q‐TAMAVAQ: Fubini–study CTQW graph transport and constrained margin‐based ranking for neoantigen candidate prioritization in lower‐grade glioma and glioblastoma

open access: yesClinical and Translational Discovery, Volume 6, Issue 6, December 2026.
Abstract Background Personalized neoantigen vaccine design for glioma requires the integration of mutation‐derived peptide evidence, molecular properties, HLA coverage and finite manufacturing capacity. TAMAVAQ/Q‐TAMAVAQ combines quantum‐geometric descriptor representation with graph transport and auditable peptide‐panel assembly.
Ioannis Grigoriadis
wiley   +1 more source

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