Results 111 to 120 of about 15,273 (231)
Breathing through the rage: Maternal refusal as ethnographic method
Abstract This article theorizes maternal rage as an ethnographic method and affective archive, drawing on interviews with birthing people of color navigating medical neglect, obstetric violence, and postpartum abandonment. Rather than treating rage as an excess or failure of care, I frame it as a form of witnessing and refusal, a bodily record of harm ...
Lalaie Ameeriar
wiley +1 more source
Numerics of Implied Binomial Trees [PDF]
Market option prices in last 20 years conrmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility.
Alena Mysickova, Wolfgang Härdle
core
Implied value-at-risk and model-free simulation. [PDF]
Bernard C, Perchiazzo A, Vanduffel S.
europepmc +1 more source
Caring for the institution: An ethnography of quality assurance policy in U.S. rural primary care
Abstract Based on mixed‐methods, ethnographic research in a geographically isolated rural medical center in the upper midwestern United States, this paper explores the social implications of healthcare quality assurance policies highly reliant on managerial logics, including measurement and monitoring programs.
Chloe L. Warpinski
wiley +1 more source
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation [PDF]
We extend the credit risk valuation framework introduced by Gatfaoui (2003) to stochastic volatility models. We state a general setting for valuing risky debt in the light of systematic risk and idiosyncratic risk, which are known to affect each risky ...
Gatfaoui Hayette
core
The function and impact of cryptocurrency and data technology in the context of financial technology: introduction to the issue. [PDF]
Zhao L.
europepmc +1 more source
Austere Moral Ecologies and Artificial Agents
Abstract There are underappreciated moral costs for deploying artificially intelligent agents in our present bureaucratically and market‐structured world. Currently, AI systems lack the interiority and mutual vulnerability required for genuine moral relationality.
Manuel Vargas
wiley +1 more source
Option pricing with Levy Process [PDF]
In this paper, we assume that log returns can be modelled by a Levy process. We give explicit formulae for option prices by means of the Fourier transform. We explain how to infer the characteristics of the Levy process from option prices.
Eric Benhamou
core
Pricing quanto options with market liquidity risk. [PDF]
Gao R, Bai Y.
europepmc +1 more source
Smiling under stochastic volatility
Gonzalo Rubio and Ángel León acknowledge the financial support provided by Ministerio de Ciencia y Tecnología grants BEC2001-0636 and BEC2002-03797 respectively. Ángel León also acknowledges Generalitat Valenciana grant CTIDIA/2002/103.
Rubio Irigoyen, Gonzalo, León, Angel
openaire +1 more source

