2016
DOI: 10.1215/9780822374527
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Alien Capital

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Cited by 190 publications
(4 citation statements)
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“…The authors admittedly developed it in order to overcome a mismatch they verified between the dynamics of the smile Dupire's model was predicting and actual market realisation, which they believed could lead to incorrect hedging strategies. (Dupire, 1994) and (Hagan et al, 2002) have been the two most cited papers in Risk over the past 10 years-confirming the impact these two models have had in the derivatives market, and the effort other researchers have dedicated to their improvement (Day, 2016). Because, of course, no model is perfect: in Dupire's model, for example, one difficulty is to interpolate option prices between strikes, which are assumed to be traded in a continuum of values.…”
Section: Finding Sigmamentioning
confidence: 90%
“…The authors admittedly developed it in order to overcome a mismatch they verified between the dynamics of the smile Dupire's model was predicting and actual market realisation, which they believed could lead to incorrect hedging strategies. (Dupire, 1994) and (Hagan et al, 2002) have been the two most cited papers in Risk over the past 10 years-confirming the impact these two models have had in the derivatives market, and the effort other researchers have dedicated to their improvement (Day, 2016). Because, of course, no model is perfect: in Dupire's model, for example, one difficulty is to interpolate option prices between strikes, which are assumed to be traded in a continuum of values.…”
Section: Finding Sigmamentioning
confidence: 90%
“…The history of Totoaba fish maw extraction and its relevant inter-urban oceanic trade is inseparable from broader histories of race, class, and gender. In the late 1800s, racialized exclusion from mining and other labor sectors in the U.S. forced many Asian and Chinese Americans into the railroad industry (Day, 2016). When Chinese rail workers completed the line from Southern California cities down the Baja Peninsula in the early 1900s, they discovered the waters of the Gulf of California teaming with a fish similar in size and appearance to Chinese Bahababa (Bahaba taipingensis), a species then widely found in the South China Sea.…”
Section: Differentiated Frontiers Of Extraction Exploitation and Circ...mentioning
confidence: 99%
“…Work within the Black Radical Tradition demonstrates how racial capitalism structured relations of power across the globe (James, 1938;James, 2001;Johnson, 2013;Robinson, 1983;Williams, 1944;Wright, 2020). Analogous forms of anti-Asian labor exploitation undergirded urbanization in the U.S. West (Day, 2016). Racialized assemblages, analogous to these, shaped urban oceanic relations across the Pacific Ocean.…”
Section: Differentiated Frontiers Of Extraction Exploitation and Circ...mentioning
confidence: 99%
“…The people of Earth are situated between degrees of alliance with the Fire Nation and coalition with the anticolonial resistance of the Water Tribes and the lone survivor of the Air Nomads; a triadic structure that recalls the liminal positioning of Asians in Iyko Day's Native-alien-settler schema along with Claire Jean Kim's model of Asians as triangulated between white and Black people in the United States. 60 Although characterized by their relationship to land, in practice most earthbending is industrial, utilitarian, and even extractive. The worldmaking portrayals of Fire and Earth are well-suited as a mirror for the Asian/North American self-reflections required for Phung's settler of color critique as "a solidarity project, a mode of self-critique, a process of self-identification that can be reconfigured intersectionally, depending on one's positionalities and migrant genealogies."…”
Section: • Journal Of Asian American Studies • 243mentioning
confidence: 99%