Results 81 to 90 of about 2,937 (188)

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

Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility

open access: yesMathematical Finance, EarlyView.
ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley   +1 more source

An optimal Petrov-Galerkin framework for operator networks. [PDF]

open access: yesComput Methods Appl Mech Eng
Charles P   +9 more
europepmc   +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

Electrodiffusion in cardiac intercalated disc nanostructures alters cell–cell action potential transmission via ephaptic coupling: A model study

open access: yesThe Journal of Physiology, EarlyView.
Abstract figure legend Ephaptic phenomena in a high‐resolution model of the cardiac intercalated disc. Meshed representation of a tortuous intercalated disc that was generated based on electron and super‐resolution microscopy data. Na+ channels (red) and gap junctions (green) are heterogeneously distributed, with additional regions of reduced ion ...
Ena Ivanovic   +4 more
wiley   +1 more source

Epigenetic Dysregulation of Somatostatin Receptors (SSTR) 1–5 and Therapeutic Implications in Neuroendocrine and Non‐Neuroendocrine Malignancies

open access: yesInternational Journal of Cancer, Volume 159, Issue 11, Page 2633-2652, 1 December 2026.
ABSTRACT Somatostatin receptors (SSTR) mediate the antiproliferative, antisecretory, and proapoptotic effects of somatostatin and its synthetic analogs. Their surface expression on neuroendocrine tumor (NET) cells is required for somatostatin analog therapy and radiopharmaceutical therapy (RPT).
Neeraj Kumari   +10 more
wiley   +1 more source

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