Results 121 to 130 of about 15,192 (232)
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
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Periodontology 2000, EarlyView.Abstract In patients with advanced periodontal disease, pathological tooth migration may occur, which may require subsequent orthodontic treatment for both aesthetic and functional purposes. When planning orthodontic treatment mechanics, intrusive or extrusive forces are frequently indicated.
Gregory S. Antonarakis +3 more
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
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Periodontology 2000, EarlyView.Abstract Uneven gingival margins may cause visible asymmetries during smiling and may reflect alterations in the tooth shape and morphology, particularly in cases requiring restorative procedures. Despite being perceived as a minor health condition, presence of uneven gingival margins usually impacts the smile aesthetics and could affect the individual'
Conchita Martin +3 more
wiley +1 more source
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. [PDF]
Math Financ Econ, 2021 Bernis G +3 more
europepmc +1 more source
Periodontology 2000, EarlyView.Abstract Maintaining optimal oral hygiene is important for overall oral care, ensuring the well‐being of teeth and their surrounding tissues. In addition, it promotes fresh breath and a pleasing smile. A key element of oral self‐care is the daily use of toothpaste during regular brushing.
Maud Joosstens +2 more
wiley +1 more source
Learning agents in Black-Scholes financial markets. [PDF]
R Soc Open Sci, 2020 Vaidya T, Murguia C, Piliouras G.
europepmc +1 more source
The skew pattern of implied volatility in the DAX index options market [PDF]
The aim of this paper is twofold: to investigate how the information content of implied volatility varies according to moneyness and option type and to compare the latter option based forecasts with historical volatility in order to see if they subsume ...
Silvia Muzzioli
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Seriality and style: The embodiment, perception, and normalization of collectives
The Southern Journal of Philosophy, EarlyView.Abstract Within existential phenomenology, both seriality and style have been drawn on to theorize the embodiment and perceptibility of (social) ontological differences. While style refers to how we encounter the world and others not in the abstract, but as immediately and intuitively meaningful, seriality is a form of collective being that pertains to
Tris Hedges
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
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