Results 151 to 160 of about 1,224,076 (303)

Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns [PDF]

open access: yes
Volatility smiles arise in currency option markets when empirical exchange rate returns distributions exhibit leptokurtosis. This feature of empirical distributions is symptomatic of turbulent periods when exchange rate movements are in excess of ...
G.C. Lim, G.M. Martin, V.L. Martin
core  

Copper Nanocrystallization in Anodic Oxide Films of Ti–Cu‐Based Bulk Metallic Glass and Its Effect on the Corrosion Resistance and Cytocompatibility

open access: yesAdvanced Engineering Materials, EarlyView.
Viktoriia Shtefan, Thorgund Nemec, Ute Hempel, Annett Gebert and coworkers demonstrate that anodic treatment of Ti–Cu‐based metallic glass in a nontoxic pyrophosphate electrolyte forms a protective bilayered Ti/Zr‐oxide film enriched with Cu nanocrystals.
Viktoriia Shtefan   +8 more
wiley   +1 more source

Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]

open access: yes
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core  

Exploring Dipolar Dynamics and Ionic Transport in Metal‐Organic Frameworks: Experimental and Theoretical Insights

open access: yesAdvanced Functional Materials, EarlyView.
In this study, the interplay of dipolar dynamics and ionic charge transport in MOF compounds is investigated. Synthesizing the novel structure CFA‐25 with integrated freely rotating dipolar groups, local and macroscopic effects, including interactions with Cs cations are explored.
Ralph Freund   +6 more
wiley   +1 more source

Calibration of Multicurrency LIBOR Market Models [PDF]

open access: yes
This paper presents a methodf or calibrating a multi currency lognormal LIBOR Market Model to market data of at-the-money caps, swaptions and FX options.
Erik Schlogl, Kay Pilz
core  

Analyzing Electronic Excitations and Exciton Binding Energies in Y6 Films

open access: yesAdvanced Functional Materials, EarlyView.
The Y6 molecule is used for increasing the efficiency of organic solar cells. The exciton binding energy is calculated for ensembles of Y6 molecules that are representative of the typically used films. The calculations show that the excitons typically spread out over many molecules.
Sahar Javaid Akram   +2 more
wiley   +1 more source

Currency Option Pricing in Credible Target Zones [PDF]

open access: yes
This paper develops a model for valuing options on a currency which is maintained within a band. The starting point of our model is the well known Krugman model for exchange-rate behavior within a target zone. Results from model runs provide insight into
Bernard Dumas   +2 more
core  

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