Results 91 to 100 of about 237,321 (276)
Opportunities and Alliances: The Relational Dynamics of Criminal Collusion in Latin America
The British Journal of Sociology, EarlyView.ABSTRACT Based on ethnographic fieldwork in Mexico and judicial wiretap analysis in Argentina, this paper shows that collusion between state actors and violent non‐state actors operates through fluid and competitive relational networks rather than stable hierarchies or fixed institutional arrangements.
Eldad J. Levy, Javier Auyero
wiley +1 more source
The no arbitrage condition in option implied trees: evidence from the Italian index options market [PDF]
A major issue in the construction of implied trees is the no arbitrage property preservation. Within the literature on deterministic smile-consistent trees using forward induction, two major contributions are: Derman and Kani (1994) and Barle and Cakici (
S. Muzzioli, C. Torricelli, V. Moriggia
core
FX volatility smile construction [PDF]
, 2009 The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
core
Closed forms for European options in a local volatility model [PDF]
Because of its very general formulation, the local volatility model does not have an analytical solution for European options. In this article, we present a new methodology to derive closed form solutions for the price of any European options.
Emmanuel Gobet +2 more
core
“Swallowed by a Black Hole”: The Neglected Impact of Endometriosis in the Workplace
Human Resource Management Journal, EarlyView.ABSTRACT This study examines how endometriosis, as a chronic and cyclical condition, is experienced and managed in contemporary workplaces, and what this reveals about the limits of existing human resource management (HRM) frameworks. Drawing on Feminist Disability Theory (FDT), we conceptualise endometriosis as a form of structurally produced ...
Meltem Yavuz Sercekman, Ozlem Ayaz
wiley +1 more source
Analysis of parametric and non-parametric option pricing models. [PDF]
Heliyon, 2022 Luo Q, Jia Z, Li H, Wu Y.
europepmc +1 more source
Hedging Options with Scale-Invariant Models [PDF]
A price process is scale-invariant if and only if the returns distribution is independent of the price level. We show that scale invariance preserves the homogeneity of a pay-off function throughout the life of the claim and hence prove that standard ...
Carol Alexander, Leonardo M. Nogueira
core
Breathing in Plants and Chaos—Cosmic Tree Events in Cameroon and Beyond
Anthropology of Consciousness, EarlyView.ABSTRACT Contemporary practices of tapping into the wisdom of ancestral trees are described through three entangled recent events lived within the context of Bantu practices in Cameroon. In the three instances, the steered or chance encounters with high potency trees were serendipitous telling moments which brought something new to the horizon.
Julie Laplante +3 more
wiley +1 more source
Imagery rescripting for generalized anxiety disorder: A case series
British Journal of Clinical Psychology, EarlyView.Abstract Introduction This is the first clinical pilot to explore the feasibility, acceptability and preliminary efficacy of imagery rescripting in individuals with a diagnosis of generalized anxiety disorder (GAD). Methods Participants with GAD (N = 18) attended assessment and 10 weekly sessions of imagery rescripting with a psychologist in person or ...
L. Stavropoulos +6 more
wiley +1 more source
British Journal of Educational Psychology, EarlyView.Abstract Background Learning English as a second language (L2) is crucial in a globalized world. However, longitudinal evidence on how young learners' achievement emotions and perceived teacher–child relationship quality jointly shape L2 outcomes remains limited.
Fabiola Silletti +6 more
wiley +1 more source