Results 131 to 140 of about 14,628 (253)
Journal of Futures Markets, Volume 45, Issue 8, Page 917-945, August 2025.ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley +1 more source
The vanna-volga method, also called the traders rule of thumb is an empirical procedure that can be used to infer an implied-volatility smile from three available quotes for a given maturity.
Wystup, Uwe
core
Short dated smile under Rough Volatility: asymptotics and numerics
, 2020 Peter K. Friz +2 more
openalex +2 more sources
Gag Gifting: The Joke and the Poke
Psychology &Marketing, Volume 42, Issue 8, Page 2186-2206, August 2025.ABSTRACT Gag gifting is a ritual involving a gift along with a joke at the expense of the recipient (i.e., a “poke”). This study shows that gag gifting occurs frequently, at various occasions. Findings from a qualitative study illustrate the way gag gifts are purchased or handmade into unique or personalized items.
Robert M. Schindler +2 more
wiley +1 more source
Obesity Science &Practice, Volume 11, Issue 4, August 2025.ABSTRACT Background Rising global obesity rates demand effective weight management strategies from general practitioners (GPs). However, time constraints, training gaps, and low confidence often impede GPs' ability to conduct weight‐based conversations.
Leona Ryan +14 more
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
Pharmacology Research &Perspectives, Volume 13, Issue 4, August 2025.ABSTRACT Alzheimer's disease (AD) is a complex and multifactorial neurodegenerative disorder, recognized as the most prevalent form of dementia. It is characterized by multiple pathological processes, including amyloid‐beta accumulation, neurofibrillary tangles, and neuroinflammation. The therapeutic efficacy of traditional single‐target drugs has been
Md Saad Hossain, Md Hamed Hussain
wiley +1 more source
Mispricing of S&P 500 Index Options [PDF]
We document widespread violations of stochastic dominance in the one-month S&P 500 index options market over the period 1986-2002. These violations imply that a trader can improve her expected utility by engaging in a zero-net-cost trade.
George M. Constantinaides +2 more
core
Smile in Motion: An Intraday Analysis of Asymmetric Implied Volatility [PDF]
, 2012 Martin Wallmeier
openalex +1 more source
Next‐Generation Image Sensors Based on Low‐Dimensional Semiconductor Materials
Advanced Materials, Volume 37, Issue 26, July 3, 2025.Low‐dimensional semiconductor materials are promising candidates for photosensitive components in next‐generation image sensors. This review offers a thorough and timely examination of novel image sensors, covering their working principles, intriguing materials categorized into four main groups, and advanced imaging applications.
Yunxia Hu +3 more
wiley +1 more source