Results 121 to 130 of about 14,628 (253)
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
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. [PDF]
Math Financ Econ, 2021 Bernis G +3 more
europepmc +1 more source
Perspectives of Earth and Space Scientists, Volume 6, Issue 1, December 2025.Abstract My life in science, as a faculty member in Higher Education (The Academy), and as a proud member of AGU, reflects the fact that I am one of the very fortunate ones in the Geosciences who went through undergraduate and graduate years during the true blossoming of the science in the early years after the acceptance of Plate Tectonics.
John W. Geissman
wiley +1 more source
Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework [PDF]
In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da Fonseca, M. Grasselli and C. Tebaldi, the Wishart volatility model identifies the volatility of the asset as the trace of a Wishart ...
Anas Benabid +2 more
core
Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns
, 2000 Belal E. Baaquie, L. C. Kwek, M. Srikant
openalex +2 more sources
TESOL Journal, Volume 16, Issue 3, September 2025.ABSTRACT In this study, we examined the use of Critical Autoethnographic Narrative (CAN) as a means to support doctoral students' identity development as language teacher educators (LTEs). Specifically, we focused on whether and how the use of CAN facilitated LTE identity development, how ideologies about language teaching and learning circulating in ...
Nguyen Dao +2 more
wiley +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
Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer
, 2020 Kazuya Kaneko +3 more
openalex +2 more sources
The impact of COVID-19 on commodity options market: Evidence from China. [PDF]
Econ Model, 2022 Chen J, Xu L, Xu H.
europepmc +1 more source