Results 151 to 160 of about 14,628 (253)
Humour as a Pedagogical Tool: Evidence and Implications for Critical Geography
Antipode, Volume 57, Issue 4, Page 1493-1514, July 2025.Abstract In this article, we elaborate the results of a focused empirical study on the use of humour in teaching undergraduate geography courses. Through semi‐structured interviews and weekly reflections submitted by students, we delve into a diverse array of experiences and perceptions of humour as a pedagogical tool.
Ben A. Gerlofs, Xuechao Zheng
wiley +1 more source
Crooked volatility smiles: Evidence from leveraged and inverse ETF options [PDF]
, 2013 Geng Deng +3 more
openalex +1 more source
Non-traded call's volatility smiles
, 2019 Real life hedging in the Black-Scholes model must be imperfect and if the stock's drift is higher than the risk free rate, leads to a profit on average. Hence the option price is examined as a fair game agreement between the parties, based on expected payoffs and a simple measure of risk. The resulting prices result in the volatility smile.
openaire +2 more sources
Unlocking the black box: Non-parametric option pricing before and during COVID-19. [PDF]
Ann Oper Res, 2022 Gradojevic N, Kukolj D.
europepmc +1 more source
Sexual Harassment and Service Labor: Strategies and Relational Practices
Gender, Work &Organization, Volume 32, Issue 4, Page 1580-1592, July 2025.ABSTRACT Sexual harassment and gender‐based violence are longstanding concerns in studies of service work, but are typically analyzed in terms of interactions between workers and consumers within gendered definitions of “good service,” neglecting the role of relationships amongst workers as a critical context that facilitates or constrains how workers ...
David Farrugia
wiley +1 more source
Modeling volatility smile: Empirical evidence from India [PDF]
, 2013 Vipul Kumar Singh
openalex +1 more source
Polar Coordinates for the 3/2 Stochastic Volatility Model
Mathematical Finance, Volume 35, Issue 3, Page 708-723, July 2025.ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley +1 more source
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function [PDF]
, 2014 Silvia Muzzioli +2 more
openalex +1 more source
Understanding the volatility smile of options markets through microsimulation
, 2007 G. Qiu, Drona Kandhai, P.M.A. Sloot
openalex +2 more sources