Results 81 to 90 of about 237,321 (276)
Journal of the Royal Anthropological Institute, EarlyView.Anthropologists have long shown that asking for food in times of need is morally valued in rural Namibia. Yet among the Damara pastoralists with whom I work, people now increasingly describe feeling shame (taob) when they ask for food. In this article, I trace this shift to the affective dynamics of social class formation.
Michael Schnegg
wiley +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 ...
Gatfaoui Hayette, Chauveau Thierry
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Gender &History, EarlyView.ABSTRACT This article considers travel writings by metropolitan men in Republican China about Shanxi and western Inner Mongolia as a case study to further explore the transformations and continuities of Chinese masculinities. Drawing upon a range of popular travel narratives, it shows that so‐called “Worn‐Out Shoes (poxie)” – women perceived as ...
Amanda Zhang
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
A Market Model for Stochastic Implied Volatility [PDF]
In this paper a stochastic volatility model is presented that directly prescribes the stochastic development of the implied Black-Scholes volatilities of a set of given standard options.
Schönbucher, Philpp J.
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Gender &History, EarlyView.ABSTRACT The 1970s were a decade of huge change for women in Colombia, from the legalisation of divorce to increased access to education, labour market participation and contraception. This article examines how the Catholic non‐governmental organisation Acción Cultural Popular (Popular Cultural Action, ACPO) responded to women's changing roles and ...
Anna Cant
wiley +1 more source
Optimal Hedging and Scale Inavriance: A Taxonomy of Option Pricing Models [PDF]
The assumption that the probability distribution of returns is independent of the current level of the asset price is an intuitive property for option pricing models on financial assets.
Leonardo M. Nogueira, Carol Alexandra
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The Not‐So‐Neue Frau: Weimar Berlin's Modern Women and Generational Identity After 1945
Gender &History, EarlyView.ABSTRACT This article studies the post‐1945 literary careers of Gabriele Tergit and Ilse Langner, two ageing German writers. Both had enjoyed promising careers as young women in Weimar Berlin, but Nazism and war disrupted their professional trajectories in varying ways. After 1945, they tried and failed to recapture their Weimar‐era success, eventually
Katharina Friege
wiley +1 more source
Smart expansion and fast calibration for jump diffusion [PDF]
Using Malliavin calculus techniques, we derive an analytical formula for the price of European options, for any model including local volatility and Poisson jump process.
Emmanuel Gobet +2 more
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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
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