Results 91 to 100 of about 22,197 (142)

Expanding emotional capital in court. [PDF]

Front Sociol, 2022
Nordquist CY, Bergman Blix S.
europepmc   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

DPS 2.0: on the road to a cashless society. [PDF]

Mark Lett, 2022
Anaza NA, Bennett DHS, Andonova Y, Anaza E.   +3 more
europepmc   +1 more source

The multivariate mixture dynamics: Consistent no-arbitrage single-asset and index volatility smiles [PDF]

, 2017
Damiano Brigo, Francesco Rapisarda, Abir Sridi   +2 more
openalex   +1 more source

Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles [PDF]

, 2019
Mehdi El Amrani, Antoine Jacquier, Claude Martini   +2 more
openalex   +1 more source

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. [PDF]

Entropy (Basel), 2020
Stojkoski V, Sandev T, Basnarkov L, Kocarev L, Metzler R.   +4 more
europepmc   +1 more source

Risk-Neutrality of RND and Option Pricing within an Entropy Framework. [PDF]

Entropy (Basel), 2020
Yu X.
europepmc   +1 more source

Metabolomics in Corneal Diseases: A Narrative Review from Clinical Aspects. [PDF]

Metabolites, 2023
Teo AWJ, Zhang J, Zhou L, Liu YC.
europepmc   +1 more source

Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile

, 2012
Matthew C. Modisett, James A. Powell
openalex   +2 more sources

Why do we smile? On the determinants of the implied volatility function [PDF]

, 1999
Ignacio Peña, Gonzalo Rubio, Gregorio Serna   +2 more
openalex   +1 more source