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Uniform bounds for Black--Scholes implied volatility
MR Tehranchi
Oct 27, 2016
In this note, Black--Scholes implied volatility is expressed in terms of various optimization problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various...
A Black–Scholes inequality
Michael R. Tehranchi
Oct 17, 2020
Abstract: The space of call price curves has a natural noncommutative semigroup structure with an involution. A basic example is the Black–Scholes call price surface, from which an interesting inequality for Black–Scholes...
A Black–Scholes inequality
Michael R. Tehranchi
Jun 06, 2020
Abstract: The space of call price curves has a natural noncommutative semigroup structure with an involution. A basic example is the Black–Scholes call price surface, from which an interesting inequality for Black–Scholes...
Charlotte Magazine Names Shaun Cassidy Best Artist on Charlotte Scene
Winthrop University
Jan 01, 0001
Cassidy's newest exhibition, "The Sound of Everything," is on display through July 16 in the Ross Gallery at Central Piedmont Community College. Who's the best artist on the Charlotte, North Carolina, arts scene? Winthrop...
Published by: Winthrop University
Commodity option pricing efficiency before Black, Scholes, and Merton
It is often thought that the arrival of the Black–Scholes–Merton (BSM) model of option pricing in the early 1970s allowed traders to understand how to price and value options with greater precision. However, our study suggests...
Dental attendance and behavioural pathways to adult oral health inequalities.
Carol C Guarnizo-Herreño, Shaun Scholes, Anja Heilmann, Rhiannon O'Connor, Elizabeth Fuller, Jing Shen, Richard G Watt, Steve Morris, John Wildman, Georgios Tsakos
Apr 27, 2021
BACKGROUND: While inequalities in oral health are documented, little is known about the extent to which they are attributable to potentially modifiable factors. We examined the role of behavioural and dental attendance pathways...
Going Telemental
Shaun Respess
Nov 19, 2021
Telemental health (TMH) is considered by many to be the future of mental healthcare, with some claiming that these methods should replace more traditional approaches. Early teletherapeutic initiatives demonstrate an immediate...
Social Sciences and Humanities Ethics and Social Responsibility Cyber Ethics Computer Science and Information Technology Business and Management
Published by: IGI Global Scientific Publishing
Kinard Teaching Award Goes to Sculpture Professor
Winthrop University
Jan 01, 0001
Sculpture professor Shaun Cassidy is the recipient of the 2006 Kinard Teaching Award. Cassidy is coordinator of the Department of Art and Design's sculpture program.
Published by: Winthrop University
ASC Grants Prompt Artistic Exploration for Faculty, Staff, Alumni
Winthrop University
Jan 01, 0001
Two faculty/staff members received grants: Shaun Cassidy and Chris O'Neill '98, '10. Two alumni received grants: Holly Glasscock '86 and Betsy Birkner '97.
Published by: Winthrop University
Utilizing Volunteered Information for Infectious Disease Surveillance
With the advent of Web 2.0, the public is becoming increasingly interested in spatial data exploration. The potential for Volunteered Geographic Information (VGI) to be adopted for passive disease surveillance and mediated...
Published by: IGI Global Scientific Publishing
Fine Arts Department and City of Rock Hill Team Up for City Artwork
Winthrop University
Jan 01, 0001
The project is made possible through a $30,000 grant from the National Endowment for the Arts grant. Professor of Fine Arts Shaun Cassidy will incorporate the project into a spring 2016 course.
Published by: Winthrop University
Sumter Exhibition to Feature Collaborative, Individual Works by Winthrop Faculty
Winthrop University
Jan 01, 0001
"Collaboration of Fragments" will open Nov. 19 at the Sumter County Gallery of Art. The exhibition will feature the collaborative and individual efforts of Winthrop faculty Tom Stanley and Shaun Cassidy.
Published by: Winthrop University
Carbon-Oriented Electricity Balancing Market for Dispatchable Generators and Flexible Loads
The high renewables penetration results in increased imbalance volumes and balancing actions due to system stability requirements. The balancing market (BM) primarily turns down renewable generation and turns up traditional...
Balancing market Carbon Carbon Dioxide carbon signal costs decarbonized energy resources Generators Load modeling low carbon Real-time systems Renewable energy sources /dk/atira/pure/subjectarea/asjc/2100/2102 name=Energy Engineering and Power Technology /dk/atira/pure/subjectarea/asjc/2200/2208 name=Electrical and Electronic Engineering /dk/atira/pure/sustainabledevelopmentgoals/affordable_and_clean_energy name=SDG 7 - Affordable and Clean Energy
Carbon-Oriented Electricity Balancing Market for Dispatchable Generators and Flexible Loads
The high renewables penetration results in increased imbalance volumes and balancing actions due to system stability requirements. The balancing market (BM) primarily turns down renewable generation and turns up traditional...
Balancing market Carbon Carbon Dioxide carbon signal costs decarbonized energy resources Generators Load modeling low carbon Real-time systems Renewable energy sources /dk/atira/pure/subjectarea/asjc/2100/2102 name=Energy Engineering and Power Technology /dk/atira/pure/subjectarea/asjc/2200/2208 name=Electrical and Electronic Engineering /dk/atira/pure/sustainabledevelopmentgoals/affordable_and_clean_energy name=SDG 7 - Affordable and Clean Energy
Art Professors Plan Mural Installation in Simpsonville
Winthrop University
Jan 01, 0001
Tom Stanley, director of Winthrop Galleries, and Sculpture Professor Shaun Cassidy will help install a mural in Simpsonville, S.C.
Published by: Winthrop University
Overseas Travel Inspires 'The Sound of Everything'
Winthrop University
Jan 01, 0001
Cassidy's lecture is scheduled for Thursday, April 16, at 6 p.m. in Tate Hall. "The Sound of Everything" will be on display through July 16. Trips to England and Wales inspired a new exhibit for Winthrop University Professor of...
Published by: Winthrop University
Winthrop Students Receive S.C. Art Education Association Scholarships
Winthrop University
Jan 01, 0001
Freshman Sarah Rubinstien received the association's scholarship while graduate student Laura Zellmer won the Liz Smith-Cox Scholarship. Department of Fine Arts alumna Toni Davis '11 was named SCAEA's Promising Young...
Published by: Winthrop University
Enhanced sub-bandgap efficiency of a solid-state organic intermediate band solar cell using triplet-triplet annihilation
YHL Lin, M Koch, AN Brigeman, DME Freeman, L Zhao, H Bronstein, NC Giebink, GD Scholes, BP Rand
Feb 19, 2020
© The Royal Society of Chemistry 2017. Conventional solar cells absorb photons with energy above the bandgap of the active layer while sub-bandgap photons are unharvested. One way to overcome this loss is to capture the low...
Proposed Art for LYNX Blue Line Extension Highlights Professors' Works
Winthrop University
Jan 01, 0001
Tom Stanley and Shaun Cassidy are featured in the LYNX Blue Line Extension art project. An opening reception is scheduled for today at 5:30 p.m. at the Storrs Building Gallery in Charlotte. The exhibit will remain at the Storrs...
Published by: Winthrop University
Natural Resource Contests and Precolonial Institutions in Papua New Guinea
Shaun Larcom
Apr 22, 2016
This article investigates the role that precolonial institutions play in relation to post-colonial natural resource ownership contests. Papua New Guinea provides a unique case study as it is recorded as having the most...
Regarding the publication The Multiple Sclerosis Severity Score
We agree with the authors that the MSSS was devised as a descriptor of disease severity for groups of patients and was intended to be used for statistical comparisons between such groups, and thence also to be useful for...
Songs of the Self
Purpose: Based on authentic leadership (AL) theory and research on lesbian, gay, bisexual and transgender (LGBT) workplace experiences, this study proposes that AL explains variance beyond transformational leadership (TL) in...
authentic leadership careers engagement LGBT sexuality transgender /dk/atira/pure/subjectarea/asjc/3200/3207 name=Social Psychology /dk/atira/pure/subjectarea/asjc/3200/3202 name=Applied Psychology /dk/atira/pure/subjectarea/asjc/1400/1407 name=Organizational Behavior and Human Resource Management /dk/atira/pure/subjectarea/asjc/1800/1803 name=Management Science and Operations Research
Connecting knowledge(s) to practice
Collaborative action learning was undertaken in response to the growing criticisms of formal coach education. Since it is strongly felt that we can no longer merely commentate on what is not happening in terms of coach learning...
collaboration coach learning coaching knowledge(s) coaching pedagogy community project Volunteers /dk/atira/pure/subjectarea/asjc/2700/2732 name=Orthopedics and Sports Medicine /dk/atira/pure/subjectarea/asjc/3600/3612 name=Physical Therapy, Sports Therapy and Rehabilitation /dk/atira/pure/subjectarea/asjc/3300/3304 name=Education
Do Voluntary Commons Associations Deliver Sustainable Grazing Outcomes? An Empirical Study of England
In 1965, the Commons Registration Act came into force in England and Wales. The Act led to the removal of the capacity of commoners to regulate the intensity of grazing via traditional legal means. From this policy shock a...
Problematic legal pluralism
Shaun Larcom
Feb 17, 2015
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