Results 221 to 230 of about 237,321 (276)

Contingency learning of social cues: neural engagement and emotional modulation by facial expressions. [PDF]

Front Hum Neurosci
Saylik R, Uysal B, Williams AL, Murphy RA.   +3 more
europepmc   +1 more source

A new predictive coding model for a more comprehensive account of delusions. [PDF]

Lancet Psychiatry
Harding JN, Wolpe N, Brugger SP, Navarro V, Teufel C, Fletcher PC.   +5 more
europepmc   +1 more source

Natural deep eutectic solvents as a sustainable alternative for multi-class pesticide extraction in food safety analysis. [PDF]

NPJ Sci Food
Carbonell-Rozas L, Aloisi I, Garrido Frenich A, Mol H, Righetti L.   +4 more
europepmc   +1 more source

An Active-Inference Approach to Second-Person Neuroscience. [PDF]

Perspect Psychol Sci
Lehmann K, Bolis D, Friston KJ, Schilbach L, Ramstead MJD, Kanske P.   +5 more
europepmc   +1 more source

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A bias in the volatility smile

Review of Derivatives Research, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Don Chance, Jayaram Muthuswamy
exaly   +3 more sources

Volatility Smile

2008
exaly   +2 more sources

Deconstructing the Volatility Smile

SSRN Electronic Journal, 2014
This paper investigates the relationship between the implied volatility smile and the underlying joint density of two quantities characterizing the stochastic volatility process - namely the mean integrated variance, $\frac{1}{T}\int_0^T\sigma_s^2ds$, and the stochastic integral $\int_0^T\sigma_s dW_{s}^{\sigma}$. A simple form of this joint density is
Romano Trabalzini, William A McGhee
openaire   +1 more source

Keep on Smiling: Market Imbalance, Option Pricing, and the Volatility Smile

SSRN Electronic Journal, 2022
This article argues that the volatility smile is real in the sense that volatility and price change are correlated through the degree of market imbalance.
openaire   +1 more source

VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE

International Journal of Theoretical and Applied Finance, 2002
The aim of this paper is to propose several algorithms for finding the local volatility from partial observations of the price of an European vanilla option. Dupire's equation is used. The local volatility and the price of the option are discretized by finite elements with highly non uniform meshes and with a coarser mesh for the local volatility. The
Achdou, Yves, Pironneau, Olivier
openaire   +1 more source

Oil futures volatility smiles in 2020: Why the bachelier smile is flatter

Review of Derivatives Research, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roza Galeeva, Ehud Ronn
openaire   +1 more source