Results 41 to 50 of about 15,192 (232)

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

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

On refined volatility smile expansion in the Heston model [PDF]

, 2010
It is known that Heston's stochastic volatility model exhibits moment explosion, and that the critical moment $s_+$ can be obtained by solving (numerically) a simple equation.
Friz, P., Gerhold, S., Gulisashvili, A., Sturm, S.   +3 more
core   +6 more sources

A successful periodontal‐orthodontic treatment of an advanced case of dental trauma in a 9‐year‐old patient: A case report with 16‐year follow‐up

Clinical Advances in Periodontics, EarlyView.
Abstract Background Traumatic dental injury (TDI) most often requires complex and interdisciplinary management. Several factors are associated with the success of TDI treatment, including proper treatment planning and periodontal maintenance. Methods The present 16‐year follow‐up report describes the interdisciplinary management of an extrusive ...
João Carnio, Maísa Casarin, João Kreling Carnio, Flavia Q. Pirih   +3 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

For the Few, Not the Many: Tracing the Residualist and Compensatory Nature of British Energy Support

Environmental Policy and Governance, EarlyView.
ABSTRACT Drawing on extensive documentary analysis, this article traces the evolution of British energy policy support since World War II. It analyses shifts in policy design through two interpretive lenses: eligibility (residualist vs. universalist) and function (compensatory vs. preventive).
T. M. Croon, M. G. Elsinga, J. S. C. M. Hoekstra, M. Sunikka‐Blank, R. Galvin   +4 more
wiley   +1 more source

Option Valuation under Stochastic Volatility [PDF]

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided.
Alan L. Lewis, Alan L. Lewis
core   +6 more sources

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