Digital Transformation of Retail Work: The Rise of Chaotic Rationalisation
British Journal of Industrial Relations, EarlyView.ABSTRACT We examine how new digital technologies are transforming labour processes in frontline jobs in United States (US) store‐based retail, examining the US as an extreme case of labour market liberalisation. Research on technological change presents three scenarios: job displacement, job enrichment and ‘digital Taylorism’ involving heightened ...
Chris Tilly, Françoise Carré
wiley +1 more source
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]
Rev Deriv Res (Dordr), 2022 Muck M.
europepmc +1 more source
Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility [PDF]
Starting from the European option valuation framework of Chauveau & Gatfaoui (2002), we establish the link with stochastic volatility models. And, we propose both a new vision and a general framework for valuing European options in the light of ...
Chauveau Thierry, Gatfaoui Hayette
core
Targeting the noradrenergic‐metabolic axis: A new strategy for sugar‐induced depression subtypes
British Journal of Pharmacology, EarlyView.Abstract Background and Purpose Lifestyle is closely related to major depressive disorder (MDD). Given the growing focus on the impact of diet on mental health, this study examined how dietary habits affect the pathophysiology of MDD. Experimental Approach Health check‐up data were analysed. Mice received sucrose under chronic unpredictable mild stress
Takatoshi Sakata +13 more
wiley +1 more source
EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS [PDF]
In this study we aim at analyzing the way the model Black-Scholes works in practice. The data used for analysis refer to European-type call options having as supportassets the CAC-40 money-market index. Our approach will be structured in two parts.
Armeanu, Dan, Vasile, Emilia
core
Children &Society, EarlyView.ABSTRACT The current study explores conversations fathers and nurses at Swedish Child Health Centres. Video‐ethnographic methods allow for the analysis of naturally occurring interaction and the analysis focuses on how the participants address fathers' accounts of inadequacy and being secondary to the mother in terms of being able to provide care and ...
Henning Årman +3 more
wiley +1 more source
Analysis of parametric and non-parametric option pricing models. [PDF]
Heliyon, 2022 Luo Q, Jia Z, Li H, Wu Y.
europepmc +1 more source
A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability [PDF]
Brownian motion and normal distribution have been widely used, for example, in the Black-Scholes-Merton option pricing framework, to study the return of assets.
Steven Kou
core
On cross-currency models with stochastic volatility and correlated interest rates [PDF]
We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We frst deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates ...
Grzelak, Lech, Oosterlee, Kees
core +1 more source
An Autoethnography of My Experiences of Undergoing Fertility Treatment While Working as an Academic
Gender, Work &Organization, EarlyView.ABSTRACT In this paper, I provide an autoethnographic account of my experiences of undergoing fertility treatment while working in a higher education institution in the United Kingdom. My autoethnographic reflections are situated in the context of neoliberal academia, characterized by high pressures to perform. Despite the prevalence of infertility and
Samantha Wilkinson
wiley +1 more source