Results 41 to 50 of about 777 (249)

Volatility Smile Interpolation Model

, 2022
Options priced by the Black-Scholes formula are quoted on the market by implied volatility. In other words, to price an interest rate European option, one needs to know forward rate, the strike level and volatility along with the discount rate. However, the market trading history has shown that it is not perfect to trade options solely based on the ...
openaire   +1 more source

Strategic Innovation for Sustainability: A Conceptual Model Linking Digitalization, Social Dynamics, and Climate Change Mitigation

Business Strategy and the Environment, EarlyView.
ABSTRACT This study addresses a significant research gap in the literature by systematically reviewing and synthesizing the interplay between social dynamics, environmental changes, and organizational innovation. Although prior research has explored these dimensions in isolation, the integrative framework remains lacking.
Gagan Deep Sharma, Sascha Kraus, Ritika Chopra, Dhairya Dev, Alberto Ferraris   +4 more
wiley   +1 more source

Decoding Emotional Signatures of Ethical Ads: An Analysis of Actor‐Viewer Synchrony

Journal of Consumer Behaviour, EarlyView.
ABSTRACT We examine whether ethical advertisements differ from conventional ads in their on‐screen emotional signatures and whether those signatures transfer to actor‐viewer synchrony. Study 1 analyses 138 professionally produced YouTube ads using Automated Facial Expression Recognition (AFER) and Convolutional Neural Networks (CNN) to quantify actor ...
Vik Naidoo, Nicolas Hamelin
wiley   +1 more source

Xylose Acetals ‐ a New Class of Sustainable Solvents and Their Application in Enzymatic Polycondensation

ChemSusChem, Volume 18, Issue 6, March 15, 2025.
Novel organic solvents with an unmodified carbohydrate core were synthesised both from D‐xylose and directly from biomass and were successfully used as reaction media for lipase biocatalysts to synthesise aliphatic and aromatic polyesters. Abstract The use of organic solvents in academic research and industry applications is facing increasing ...
Anastasia O. Komarova, Cicely M. Warne, Hugo Pétremand, Laura König‐Mattern, Johannes Stöckelmaier, Chris Oostenbrink, Georg M. Guebitz, Jeremy Luterbacher, Alessandro Pellis   +8 more
wiley   +1 more source

Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets

American Business Review
We use the Indian stock options market to study the evolution of uncertainty and asymmetric uncertainty around earnings announcements (EAs). We find that uncertainty (implied volatility) and asymmetric uncertainty (options skew) increase monotonically ...
Sumit Saurav, Sobhesh Kumar Agarwalla, Jayanth R. Varma   +2 more
doaj   +1 more source

Caught in the fire: An accidental ethnography of discomfort in researching sex work

Feminist Anthropology, EarlyView.
Abstract Drawing on fifteen years of engagement with researching Israel's sex industry, this article uses accidental ethnography to propose discomfort‐as‐method for feminist anthropology. I argue that discomfort is not a by‐product of fieldwork but a constitutive condition that disciplines researchers and shapes what can be known.
Yeela Lahav‐Raz
wiley   +1 more source

European option valuation under mixed rough Bergomi model equipped with jump factor: a pattern search calibration study

AIMS Mathematics
This paper extends the rough Bergomi model to enhance its accuracy in modeling financial market's dynamics. The proposed model incorporates a jump component into the price process to capture sudden market events.
Zhengfang Long, Arezou Karimi, Farshid Mehrdoust   +2 more
doaj   +1 more source

Machine Learning Approaches for GC–MS Data Interpretation in Flavour and Fragrance Analysis

Flavour and Fragrance Journal, EarlyView.
The review explores machine learning integration in GC‐MS data analysis for the fragrance and flavour industry, highlighting recent advances and techniques in a context constrained by data scarcity and intellectual property concerns. ABSTRACT This review explores the integration of machine learning (ML) in the analysis of mass spectrometry data ...
Jean‐Baptiste Coffin, Romain Krafft, Sylvain Antoniotti, Sébastien Fiorucci   +3 more
wiley   +1 more source

High Performance Catalyst Design by Artificial Intelligence for Acetylene Hydrochlorination

Rare Metals, EarlyView.
ABSTRACT The rapid development of artificial intelligence (AI) has brought transformative contributions to society, revolutionizing various fields through its advanced computational capabilities and data‐driven approaches. In the field of materials science, AI has become a powerful tool that significantly accelerates the discovery of new materials by ...
Yuan Zhou, Jian Li, Lan‐Xin Ye, Xin‐Long Lin, Jia‐Wei Huang, Yu‐Xi Tian, Zi‐Tao Jiang, Yan Li, Miao Yang, Hong‐Xia Liu, Zhi‐Chuan J. Xu, Qi‐Xun Shi, Chuan Wang   +12 more
wiley   +1 more source

Product Innovation for Sustainable Development in the Fashion Industry: A Bibliometric Review

Sustainable Development, EarlyView.
ABSTRACT This study presents a systematic review of new product development (NPD) in the textile and fashion industry, conducted through bibliometric techniques and thematic synthesis under the PRISMA 2020 protocol. By combining performance analysis, science mapping, and qualitative coding, the research aims to clarify how the literature has addressed ...
Irene Ricciardi, Martina Percuoco, Anna Prisco   +2 more
wiley   +1 more source