Results 81 to 90 of about 15,273 (231)
An important purpose of derivatives modelling is to provide practitioners with actionable measures of risk. The Black and Scholes volatility remains a favourite on trading floors in spite of well-known biases.
Carey, Alexander
core +1 more source
Can a lizard ride on a housefly?: Navigating uncertainty and moral life in an Accra Zongo, Ghana
Ethos, EarlyView.Abstract How can uncertainty become a resource for ethical life rather than a threat to it? Focusing on a Zongo community in Accra, Ghana—also known as a “traveler's camp” or “stranger's quarters”—this article examines how people use a creative form of communication called the practice of folding to sustain relationships shaped by conditions of ...
Emily A. Williamson
wiley +1 more source
Defrosting humanism: Losing my ethical worldview in the wake of October 7th and Israel's retaliation
Ethos, EarlyView.Abstract This auto‐ethnographic analysis describes the loss of my ethical worldview and my attempts to regain it following the October 7th Hamas attack on Israel and the subsequent Israeli retaliation. On October 7th, I was unable to feel compassion for the people of Gaza or to take action against the Israeli retaliation, aspects that I used to see as ...
Yael Assor
wiley +1 more source
Testing Option Pricing with the Edgeworth Expansion
, 2004 There is a well developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options.
Black +10 more
core +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
Stuck in the Waiting Room: An Analytical Essay Exploring Infertility at Work
Gender, Work &Organization, EarlyView.ABSTRACT In this analytical essay, we use our embodied career experiences to explore infertility at work, placing our “infertile body” at the center of analysis. We consider the ways in which infertility has impacted our identities, careers, and timelines.
Nicola Lawrence‐Thomas, Rose Shepherd
wiley +1 more source
Enchanting the Otherwise: Magical Realism and the Gendered Ontologies of Organizational Becoming
Gender, Work &Organization, EarlyView.ABSTRACT This paper enacts a feminist‐posthumanist reimagining of gender as ontological disturbance, using magical realism not as metaphor but as epistemological method. Rejecting representational logics and the managerial rationalities of organizational realism, we advance gender not as identity or role but as spectral interference—a transversal ...
Max Ganzin, Diana Ivanycheva
wiley +1 more source
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
Catch Me If You Can: The Dynamic Nature of Bias in Machine Learning Applications
Information Systems Journal, EarlyView.ABSTRACT Bias in machine learning (ML) applications represents systematic differences between expected and actual values of the predicted outputs, such that certain individuals or groups are systematically and disproportionately (dis)advantaged. This paper investigates the dynamic nature of bias in ML applications.
Monideepa Tarafdar, Irina Rets, Yang Hu
wiley +1 more source
Journal of Advanced Nursing, EarlyView.ABSTRACT Aim To explore the lived experience of the trusting nurse–patient relationship among patients admitted to internal medicine wards. Design A qualitative study guided by van Manen's hermeneutic phenomenological approach. Methods Semi‐structured interviews were conducted with fourteen hospitalised patients in a Danish University hospital in 2024.
Silvia Loua Henriksen +3 more
wiley +1 more source