Results 61 to 70 of about 14,628 (253)

Where do nomads bury their dead? Necro‐ostracism, statelessness, and the pastoral/ peripatetic divide in Afghanistan

Journal of the Royal Anthropological Institute, EarlyView.
This article proposes that stigmas connected to social categories of exclusion prevalent during life extend into dealings with the dead, here referred to as ‘necro‐ostracism’, in the context of death and burial of Muslim nomadic populations in urban Afghanistan. Based on qualitative fieldwork carried out in Kabul, Herat, and Mazar‐e Sharif, it explores
Annika Schmeding
wiley   +1 more source

Modeling Implied Volatility Surface Using B-Splines with Time-Dependent Coefficients Predicted by Tree-Based Machine Learning Methods

Mathematics
Implied volatility is known to have a string structure (smile curve) for a given time to maturity and can be captured by the B-spline. The parameters characterizing the curves can change over time, which complicates the modeling of the implied volatility
Zihao Chen, Yuyang Li, Cindy Long Yu
doaj   +1 more source

Tax audits and the policing of corporate taxes: Insights from tax executives

Contemporary Accounting Research, EarlyView.
Abstract We interview public company tax executives to provide new evidence on how corporate taxpayers experience and navigate the income tax audit process. Interviewees describe being “targeted” by “tax police” and having to “defend” their positions. Thus, we adopt a structural metaphor of tax audits as police investigations and use a framework from ...
Jeri K. Seidman, Roshan K. Sinha, Bridget Stomberg   +2 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

“We All Live in One World”: Challenging Settler Mythologies With Sovereign Assertions

Anthropology &Education Quarterly, EarlyView.
ABSTRACT The paper examines how settler colonial myths perpetuate systemic inequities in the education of Native students in Southern Utah. It critiques the “two‐worlds” narrative used to justify marginalization and explores how Native parents use sovereign assertions to challenge these injustices.
Cynthia Benally, Donna Deyhle, Beth King
wiley   +1 more source

Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices [PDF]

, 2001
Steven Aric Weinberg
openalex   +2 more sources

Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? [PDF]

Using more than two years of daily interest rate cap price data, this paper provides a systematic documentation of a volatility smile in cap prices. We find that Black (1976) implied volatilities exhibit an asymmetric smile (sometimes called a sneer ...
Feng Zhao, Haitao Li, Robert Jarrow
core  

Presbyopia Correction in Lens Replacement Surgery: A Review

Clinical &Experimental Ophthalmology, EarlyView.
ABSTRACT Presbyopia affects approximately 1.8 billion individuals globally, posing significant challenges as life expectancy and near‐vision demands, particularly with mobile phone use, grow. Addressing presbyopia during lens replacement surgery has become a key focus for cataract surgeons, aiming to reduce dependence on corrective eyewear. This review
Benjamin Stern, Damien Gatinel
wiley   +1 more source

Pricing rule based on non-arbitrage arguments for random volatility and volatility smile [PDF]

, 2002
Nikolai Dokuchaev
openalex   +3 more sources

Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model [PDF]

This paper extends the normal mixture diffusion (NMD) local volatility model of Brigo and Mercurio (2000, 2001a,b, 2002) so that it explains both short-term and long-term smile effects.
Carol Alexander
core