Results 171 to 180 of about 16,016 (265)

Market Making With Fads, Informed, and Uninformed Traders

open access: yesMathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci   +2 more
wiley   +1 more source

cGMP Signaling in Arterioles Revealed by FRET-Based Real-Time Measurement in Mice In Vivo. [PDF]

open access: yesActa Physiol (Oxf)
Thiele L   +6 more
europepmc   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

open access: yesMathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

open access: yesMathematical Finance, EarlyView.
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang   +2 more
wiley   +1 more source

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

Incretin‐Based Medications in Women and Reproduction: A Systematic Scoping Review and Consensus Guidelines for Clinical Practice

open access: yesObesity Reviews, EarlyView.
ABSTRACT Introduction Pregnancy concurrent with incretin‐based medications is contraindicated due to unknown risk of teratogenicity, as is breastfeeding. The aim of this systematic scoping review was to investigate potential risks and benefits of incretin‐based medications in relation to preconception, pregnancy, and postnatal health, and to propose ...
Kate Maslin   +19 more
wiley   +1 more source

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