Results 121 to 130 of about 777 (249)
Arbitrage hedging strategy and one more explanation of the volatility\n smile [PDF]
, 2011 Mikhail Martynov, Olga Rozanova
openalex +2 more sources
On refined volatility smile expansion in the Heston model [PDF]
, 2010 Peter K. Friz +3 more
openalex +1 more source
Antipode, Volume 58, Issue 2, March 2026.Abstract Following the lead of labour movements, this article frames slums as labour geographies whose evictions constitute the devaluation of labour in spatial terms. This devaluation occurs in two modes: in the first, through the rendering of workers as “encroachers” or “the urban poor” in policy documents and public discourse, thereby unmooring ...
Priti Narayan
wiley +1 more source
Catastrophic risks and the pricing of catastrophe equity put options. [PDF]
Comput Manag Sci, 2021 Arnone M +3 more
europepmc +1 more source
The Four Pillars of Morality: On the Evolutionary Safe Bets of Right and Wrong
Journal for the Theory of Social Behaviour, Volume 56, Issue 1, March 2026.ABSTRACT In moral psychology, many suggestions have been given regarding the nature of morality as a personality trait and as a biological phenomenon. Discussing both historical and contemporary theories, a bottom‐up genetically influenced theoretical synthesis for morality is proposed.
Erik Forsberg
wiley +1 more source
A one‐factor volatility smile model with closed‐form solutions for European options [PDF]
, 1999 Anlong Li
openalex +1 more source
Timing Routines With Patience: A Focused Ethnography on Newborn Breastfeeding in Hospitals
Maternal &Child Nutrition, Volume 22, Issue 1, March 2026.ABSTRACT Breastfeeding positively impacts the lifelong health of women and infants. The World Health Organization (WHO) aims to increase exclusive breastfeeding rates for the first six months from 44% to 70% by 2030, making breastfeeding support crucial.
Annemi Lyng Frandsen +5 more
wiley +1 more source
Smiling for the Delayed Volatility Swap
, 2011 Anatoliy Swishchuk, Nelson Vadori
openalex +1 more source
Smile asymptotic for Bachelier Implied Volatility
We investigate the asymptotic behaviour of the Implied Volatility in the Bachelier setting, extending the framework introduced by Benaim and Friz for the Black-Scholes setting. Exploiting the theory of regular variation, we derive explicit expressions for the Bachelier Implied Volatility in the wings of the smile, linking these to the tail behaviour of
Baviera, Roberto +1 more
openaire +2 more sources
Personal Relationships, Volume 33, Issue 1, March 2026.ABSTRACT This study employs attribution theory to examine how adult daughters from low‐income backgrounds perceive and manage low‐quality daughter‐mother relationships. Using in‐depth interviews and flexible coding, we analyzed how daughters (n = 42) attribute locus, responsibility, specificity, and stability. Daughters often located control internally
Denise Alonso‐Pecora +4 more
wiley +1 more source