Results 91 to 100 of about 15,192 (232)
AlkaPlorer: A database‐driven explorer for natural alkaloids and derivatives
Journal of Integrative Plant Biology, EarlyView.The alkaloid database AlkaPlorer integrates over 130,000 compounds across 12,250 species. By linking chemical structures with biological and evolutionary data, it reveals how these molecules evolve and function. This platform serves as a vital resource for AI‐driven discovery in plant metabolism and modern drug development. ABSTRACT Alkaloids, renowned
Jiahao Li +5 more
wiley +1 more source
Optimal Hedging and Scale Inavriance: A Taxonomy of Option Pricing Models [PDF]
The assumption that the probability distribution of returns is independent of the current level of the asset price is an intuitive property for option pricing models on financial assets.
Carol Alexandra, Leonardo M. Nogueira
core
Journal of Money, Credit and Banking, EarlyView.Abstract Using confidential daily data, we examine the Bank of Israel's foreign exchange interventions from 2013 to 2019. We find that a 1 billion U.S. dollars (USD) purchase leads to a 0.82% depreciation of the Israeli Shekel (ILS)–a strong effect compared to other studies.
MARKUS HERTRICH, DANIEL NATHAN
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
The Capital–Labour–State Dynamics of Herbicide Adoption in Rainfed India
Journal of Agrarian Change, EarlyView.ABSTRACT This paper engages debates around the capital–labour–state dynamics of agrarian transitions to address the oft‐studied but still little‐understood question of why farmers adopt herbicides when they do. Over the last several years, smallholder farmers in India have begun using the herbicide bispyribac sodium at breakneck speeds, particularly in
Carly Nichols, Nidhi Kumari
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
Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface [PDF]
, 2003 Nonparametric methods for estimating the implied volatility surface or the implied volatility smile are very popular, since they do not impose a specific functional form on the estimate. Traditionally, these methods are two-step estimators.
Fengler, Matthias R., Wang, Qihua
core
Non-traded call's volatility smiles
, 2019 Real life hedging in the Black-Scholes model must be imperfect and if the stock's drift is higher than the risk free rate, leads to a profit on average. Hence the option price is examined as a fair game agreement between the parties, based on expected payoffs and a simple measure of risk. The resulting prices result in the volatility smile.
openaire +2 more sources
Lawnmower Poetry and the Poetry of Lawnmowers
Critical Quarterly, EarlyView.
Francesca Gardner
wiley +1 more source