Results 171 to 180 of about 536,687 (331)
Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility [PDF]
Starting from the European option valuation framework of Chauveau & Gatfaoui (2002), we establish the link with stochastic volatility models. And, we propose both a new vision and a general framework for valuing European options in the light of ...
Chauveau Thierry, Gatfaoui Hayette
core
To advance global surgery and anaesthesia, train more advocates
BMJ Global Health, 2023 Robert Riviello +12 more
doaj +1 more source
Journal of the Association for Information Science and Technology, EarlyView.Abstract This ethnographic study explores vehicle residents' information practices in the United States (US). Vehicle residents are people whose primary means of housing is a vehicle. This work builds on previous research encompassing transitions and fractured (information) landscapes. Using fractured information landscapes as the theoretical framework,
Kaitlin E. Montague
wiley +1 more source
Psychometric Evaluation of Two Adult Autism Screening Tools in Brazil
Autism Research, EarlyView.ABSTRACT Despite increasing rates of autism spectrum disorder (ASD) in many countries, substantial evidence suggests persistent underdiagnosis of ASD in many low and middle‐income countries, such as Brazil. Underdiagnosis or misdiagnosis may be particularly prevalent among women who often present subtler social and behavioral characteristics, engage in
Louise do Nascimento Marques +4 more
wiley +1 more source
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? [PDF]
Using more than two years of daily interest rate cap price data, this paper provides a systematic documentation of a volatility smile in cap prices. We find that Black (1976) implied volatilities exhibit an asymmetric smile (sometimes called a sneer ...
Feng Zhao, Haitao Li, Robert Jarrow
core
Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices [PDF]
, 2001 Steven Aric Weinberg
openalex +2 more sources
Batteries &Supercaps, EarlyView.Anode choices for sodium‐ion batteries remain limited. This review explores Group IVA alloy elements (Si, Ge, Sn, Pb) as anodes, focusing on their electrochemistry, mechanical behavior, and kinetic properties. By analyzing their Na storage mechanisms and challenges, this work provides insights and future directions for advancing sodium‐ion battery ...
Jia Zhang, Tianye Zheng
wiley +1 more source