Results 101 to 110 of about 598,007 (315)
A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability [PDF]
Brownian motion and normal distribution have been widely used, for example, in the Black-Scholes-Merton option pricing framework, to study the return of assets.
Steven Kou
core
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
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Journal of Esthetic and Restorative Dentistry, EarlyView.ABSTRACT Objective To evaluate the clinical application and outcomes of the inverted T‐shape connective tissue graft (IT‐CTG) technique for reconstructing deficient interdental papillae in cases of advanced gingival recession, focusing on both quantitative and qualitative results in a consecutive case series.
Abdusalam E. Alrmali +4 more
wiley +1 more source
Journal of Esthetic and Restorative Dentistry, EarlyView.ABSTRACT Objectives To describe the clinical implementation of a staged approach using strategically selected abutment teeth, a cobalt‐chromium‐reinforced long‐span provisional prosthesis, and a fully digital workflow for maxillary FP‐2 full‐arch rehabilitation.
Kiarash Karimi +3 more
wiley +1 more source
Implied value-at-risk and model-free simulation. [PDF]
Ann Oper Res, 2022 Bernard C, Perchiazzo A, Vanduffel S.
europepmc +1 more source
GARCH option pricing under skew. [PDF]
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities.
Aboura, Sofiane
core
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
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
The Inclusionary Effects of Performing Work: A Practice‐Theoretical Study of Airport Security Work
Journal of Management Studies, EarlyView.Abstract In contrast to inclusion research that often treats work as a neutral, passive background, this study theorizes the active role of work in producing an inclusive organization. We adopt a practice‐theoretical approach that examines the accomplishment of work activities through their discourses, embodiment, and material arrangements, critically ...
Laura Dobusch +3 more
wiley +1 more source