Results 341 to 350 of about 1,452,128 (410)
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley +1 more source
An hourglass model for conceptualising stigma in infectious disease outbreaks. [PDF]
Paterson A+9 more
europepmc +1 more source
The outbreak of acute gastroenteritis caused by sapovirus at a school in Shenzhen, China, 2023. [PDF]
Li J+5 more
europepmc +1 more source
The role of human agency in nurses' hopeful career state
Abstract This study explores the role of human agency in shaping the hopeful career state (HCS) of nurses in Oman during the COVID‐19 pandemic. Utilizing the enhanced critical incident technique (ECIT) and integrating Albert Bandura's three modes of agency (i.e., personal, proxy, and collective), this study aimed to identify helping and hindering ...
Issa Al Balushi+2 more
wiley +1 more source
Post-recovery viral shedding shapes wastewater-based epidemiological inferences. [PDF]
Phan T+10 more
europepmc +1 more source
What's New? Increases in diagnostic procedures involving fine‐needle aspiration (FNA) have fueled a rise in incidental thyroid nodule detection. This increase and the frequent need for repeat evaluation of FNA specimens place significant strain on healthcare systems.
Roos G. F. M. van der Ven+8 more
wiley +1 more source
An Outbreak of Multidrug-Resistant <i>Shigella flexneri</i> Serotype 2a Among People Experiencing Homelessness in Vancouver. [PDF]
Leung V+8 more
europepmc +1 more source
Negative interest rate policy and bank risk‐taking: Search for yield or de‐leverage?
Abstract Since 2012, many central banks have implemented negative interest rate policies (NIRPs). While two opposing hypotheses about the effectiveness of NIRPs have emerged in the academic: the “de‐leverage effect” and the “search‐for‐yield effect.” The long‐term use of NIRPs provides a rare and important setting to re‐examine the relationship between
Wenjin Tang+3 more
wiley +1 more source