Results 111 to 120 of about 14,628 (253)

Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. [PDF]

Ann Oper Res, 2022
Cummins M, Gogolin F, Kearney F, Kiely G, Murphy B.   +4 more
europepmc   +1 more source

Coaxing Compliance: Ethiopian Lawyers, Chinese Companies, and the Cultivation of Respect

Regulation &Governance, EarlyView.
ABSTRACT Over the past three decades, a growing number of Chinese enterprises have entered Ethiopia's construction and manufacturing sectors as contractors and investors. While adapting to a new regulatory environment, many of these companies have faced administrative challenges and accusations of noncompliance, some of which have been brought to court.
Miriam Driessen
wiley   +1 more source

Option pricing using EGARCH models [PDF]

Various empirical studies have shown that the time-varying volatility of asset returns can be described by GARCH (generalised autoregressive conditional heteroskedasticity) models. The corresponding GARCH option pricing model of Duan (1995) is capable of
Schmitt, Christian
core  

The function and impact of cryptocurrency and data technology in the context of financial technology: introduction to the issue. [PDF]

Financ Innov, 2021
Zhao L.
europepmc   +1 more source

Vulnerable, Helpless, and Hopeless: Representations of Youth Who Use Drugs in Canadian Substance Use‐Focused Anti‐Stigma Campaigns (2009–2020)

Sociological Inquiry, EarlyView.
Involuntary treatment policies that remove youth autonomy threaten the well‐being of youth who use drugs (YWUD) and constitute a form of structural stigma. Recent debate in British Columbia (BC) on “secure care” legislation (e.g., support from wealthy White parents and opposition by Indigenous organizations) shows how the agency of YWUD is contested ...
Michael Hinderyckx, Scott D. Neufeld
wiley   +1 more source

Arbitrage-Free Smoothing of the Implied Volatility Surface [PDF]

The pricing accuracy and pricing performance of local volatility models crucially depends on absence of arbitrage in the implied volatility surface: an input implied volatility surface that is not arbitrage-free invariably results in negative transition ...
Matthias R. Fengler
core  

A Mother's Work Is Never Done: On Being a Mother in Academia

Journal of Management Studies, EarlyView.
Erica Pimentel, Soraya Bel Hadj Ali
wiley   +1 more source

On Not Becoming a Woman

Theoria, EarlyView.
ABSTRACT This article explores how Beauvoir's argument “On ne naît pas femme: on le devient” supports the possibilities outlined in The Second Sex of no longer becoming a woman. Of deepening, for oneself, a form of singularity that escapes patriarchal gendered polarisation.
Mickaëlle Provost
wiley   +1 more source

Exploring third spaces during pre‐service teacher online intercultural conversations

World Englishes, EarlyView.
Abstract We examined intercultural conversations in English between South African and Dutch pre‐service teachers during a Collaborative Online International Learning (COIL) project. Unlike traditional COIL research, which emphasizes good practices and professional development, our approach explored the significance of everyday conversations in finding ...
Peter Mesker, Sarina de Jager
wiley   +1 more source

The effect of divergence of investor beliefs on implied volatility smile

, 2012
Wesr Mala
openalex   +4 more sources