Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, Volume 46, Issue 6, Page 1137-1153, June 2026.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
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Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]
PLoS OneFu J, Fu J.
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My (post‐)post‐socialism: A personal photo essay
Anthropology and Humanism, Volume 51, Issue 1, June 2026.Abstract The paper is a multi‐modal, autoethnographic exploration of the visual remnants of lived post‐communism in a typical block of flats neighborhood of a Romanian city. By using film and digital photography, alongside narrative reflection, the author summons memories and blends observed and lived reality with creative non‐fiction to build an ...
Oana Borlea‐Stăncioi
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Uncovering 'Weak signals' through patient journey mapping to inform the future redesign of the medical consultation room. [PDF]
BMC Health Serv ResCunha AS, Cordeiro JV, Victorino G.
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Digital Transformation of Retail Work: The Rise of Chaotic Rationalisation
British Journal of Industrial Relations, Volume 64, Issue 2, Page 378-393, June 2026.ABSTRACT We examine how new digital technologies are transforming labour processes in frontline jobs in United States (US) store‐based retail, examining the US as an extreme case of labour market liberalisation. Research on technological change presents three scenarios: job displacement, job enrichment and ‘digital Taylorism’ involving heightened ...
Chris Tilly, Françoise Carré
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Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]
Entropy (Basel)Nowak P, Gatarek D.
europepmc +1 more source
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. [PDF]
J Real Estate Financ Econ (Dordr), 2022 Aye GC, Christou C, Gupta R, Hassapis C.
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ChemMedChem, Volume 21, Issue 10, 27 May 2026.A novel 3‐hydroxy‐2,3‐dihydroquinazolinone scaffold is identified as a cell‐active KDM4A inhibitor through an orthogonal screening cascade minimizing assay interference. Integrated biochemical, biophysical, and proteomic validation reveals compound 6i as a bona fide binder that increases H3K9 methylation in cells, highlighting both a promising ...
Alessandra Feoli +13 more
wiley +1 more source
Experiences of the fatigue-pain-sleep disturbance symptom cluster among patients with lung cancer: A descriptive qualitative study. [PDF]
Asia Pac J Oncol NursLai Q +7 more
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