Results 61 to 70 of about 598,007 (315)
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
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Neuroprotection, EarlyView.Abstract Postoperative delirium (POD), a prevalent neurological complication in older surgical patients, adversely affects recovery. Isoflurane, a common inhalational anesthetic, exhibits neurotoxic potential, but its role in POD pathogenesis remains unclear.
Zhiming Dai +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 +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 +2 more
wiley +1 more source
MathematicsImplied 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
Don't calm down! How affective climate emerges in start‐ups
Strategic Entrepreneurship Journal, EarlyView.Abstract Research Summary Different types of affective climates—norms related to the experience, expression, use, and regulation of emotions—have been shown to impact organizational outcomes. However, we know less about how these climates emerge. This study investigates the emergence of affective climates through a 22‐month longitudinal multiple‐case ...
Marius Jones +3 more
wiley +1 more source
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
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Erving Goffman at 100: A Chameleon Seen as a Rorschach Test within a Kaleidoscope
Symbolic Interaction, EarlyView.The 100th anniversary of Erving Goffman's birth was in 2022. Drawing on his work, the Goffman archives, the secondary literature, and personal experiences with him and those in his university of Chicago cohort, I reflect on some implications of his work and life, and the inseparable issues of understanding society.
Gary T. Marx
wiley +1 more source
Symbolic Interaction, EarlyView.This article introduces the concept of excluded participation to examine how inclusion and exclusion are negotiated in real time within a Danish fifth‐grade classroom. Using a micro‐sociological framework, particularly the work of Erving Goffman, the study focuses on the case of Anders, a student whose participation is symbolically recognized yet ...
Jørn Bjerre
wiley +1 more source
FX volatility smile construction [PDF]
, 2009 The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
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