Results 91 to 100 of about 14,628 (253)
Journal of Management Studies, EarlyView.Abstract Scholars have long attended to both the persistence and change of institutional logic–identity constellations, but we know less about why and how organizational members might cling to a logic despite its evident maladaptive character and the resulting emotional upheaval.
Lindie Botha, Ralph Hamann
wiley +1 more source
EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS [PDF]
In this study we aim at analyzing the way the model Black-Scholes works in practice. The data used for analysis refer to European-type call options having as supportassets the CAC-40 money-market index. Our approach will be structured in two parts.
Armeanu, Dan, Vasile, Emilia
core
Lawnmower Poetry and the Poetry of Lawnmowers
Critical Quarterly, EarlyView.
Francesca Gardner
wiley +1 more source
Coarse Thinking and Pricing a Financial Option [PDF]
Mullainathan et al [Quarterly Journal of Economics, May 2008] present a formalization of the concept of coarse thinking in the context of a model of persuasion.
Siddiqi, Hammad
core +1 more source
The impact of COVID-19 on tail risk: Evidence from Nifty index options. [PDF]
Econ Lett, 2021 Agarwalla SK, Varma JR, Virmani V.
europepmc +1 more source
Critical Management Studies: From One‐Dimensional Critique to Three‐Dimensional Scepticism
Journal of Management Studies, EarlyView.Abstract Critical Management Studies (CMS) has largely relied on one‐dimensional critique which focus on the negation of a dominant social order. This strong focus has made the field increasingly stale and preoccupied with standard objects for critique.
Mats Alvesson, André Spicer
wiley +1 more source
We explain the valuation and correlation hedging of Foreign Exchange Basket Options in a multi-dimensional Black-Scholes model that allows including the smile.
Hakala, Jürgen, Wystup, Uwe
core
Journal of Personality, EarlyView.ABSTRACT Objective This research investigates how reflective processes, such as past‐temporal and social comparisons, enhance changes in explicit and implicit self‐concepts of social–emotional traits and whether these effects differ with age. Method We conducted two preregistered multi‐method studies to examine whether past‐temporal or social ...
Gabriela Küchler +3 more
wiley +1 more source
An important purpose of derivatives modelling is to provide practitioners with actionable measures of risk. The Black and Scholes volatility remains a favourite on trading floors in spite of well-known biases.
Carey, Alexander
core +1 more source