Results 191 to 200 of about 4,616 (278)

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Improving Implied Volatility Forecasts for American Options Using Neural Networks

open access: yesJournal of Futures Markets, Volume 46, Issue 6, Page 1137-1153, June 2026.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Assessment of Potential Sources of Variability on the Analytical Performance of a Circulating Tumor DNA Minimal Residual Disease Test for B‐Cell Lymphomas

open access: yesJournal of Clinical Laboratory Analysis, Volume 40, Issue 11, June 2026.
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova   +7 more
wiley   +1 more source

Deep Learning Unlocks Behavioral Prediction and Neurobehavioral Decoding

open access: yesMed Research, Volume 2, Issue 2, Page 371-387, June 2026.
This review evaluates deep learning frameworks that surmount conventional limitations through high‐dimensional nonlinear modeling, spatiotemporal dependency capture, and multimodal information integration. Focusing on biological behavior forecasting and neural mechanism decoding, we delineate cutting‐edge applications, including real‐time action ...
Tianzhe Han   +5 more
wiley   +1 more source

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