Results 131 to 140 of about 262,118 (350)
Do your volatility smiles take care of extreme events? [PDF]
arXiv, 2010 In the Black-Scholes context we consider the probability distribution function (PDF) of financial returns implied by volatility smile and we study the relation between the decay of its tails and the fitting parameters of the smile. We show that, considering a scaling law derived from data, it is possible to get a new fitting procedure of the volatility
arxiv
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Biofuels undergo oxidative degradation, which reduces their storage stability and efficiency, hindering their large‐scale adoption and integration into the global energy matrix. To address this issue, we synthesized and characterized four novel quinolinone–chalcone derivatives (substituted with Br, Cl, OCH3 and OCH2CH3) as potential ...
Vitor S. Duarte +8 more
wiley +1 more source
Book Review: Says Hogan: Being Chronicles of Hogan and Hogan: Religion with a Smile [PDF]
, 1918 W. O. Carver
openalex +1 more source
Vanna-Volga Method for Normal Volatilities [PDF]
arXiv, 2018 Vanna-Volga is a popular method for the interpolation/extrapolation of volatility smiles. The technique is widely used in the FX markets context, due to its ability to consistently construct the entire Lognormal smile using only three Lognormal market quotes. However, the derivation of the Vanna-Volga method itself is free of distributional assumptions.
arxiv
Informative Features for Model Comparison [PDF]
, 2018 Given two candidate models, and a set of target observations, we address the problem of measuring the relative goodness of fit of the two models. We propose two new statistical tests which are nonparametric, computationally efficient (runtime complexity ...
Gretton, Arthur +5 more
core +1 more source
British Educational Research Journal, EarlyView.Abstract All children should have access to quality education through a child‐centred pedagogy. An inclusive, child‐centred pedagogy uses a strength‐based view of children that recognises each child as unique and competent, providing children with multiple opportunities to explore and learn at their own pace.
Katherine Gulliver
wiley +1 more source
British Educational Research Journal, EarlyView.Abstract With levels of mental health difficulties among young people rising and policymakers focusing on the state's role in promoting young people's wellbeing, educational institutions have become positioned on the front line as key sites to identify and implement wellbeing interventions.
Ceri Brown +3 more
wiley +1 more source
Anger Superiority in Single-Face Judgements
i-Perception, 2011 We investigated “anger superiority” in single-face judgements. Angry, or threatening, faces are easier to find than smiling ones (Hansen & Hansen, 1988) but it remains controversial whether this reflects emotional effects on the basis of the whole face ...
Hiroshi Ashida, Kana Kuraguchi
doaj +1 more source
, 2019 The emergence of big data enables us to evaluate the various human emotions at places from a statistic perspective by applying affective computing. In this study, a novel framework for extracting human emotions from large-scale georeferenced photos at ...
Angsuesser, Stephan +8 more
core +1 more source