Results 91 to 100 of about 2,168,507 (360)
Advanced Healthcare Materials, EarlyView.NeoCast is a next‐generation, solvent‐free, non‐adhesive liquid embolic designed for indications where deep occlusion is desired (e.g., tumors and chronic subdural hematoma). This novel agent offers ideal embolic properties: injectability, controllability, excellent visibility, and biocompatibility.
Quynh P. Pham +16 more
wiley +1 more source
Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity. [PDF]
We propose a model where wholesale electricity prices are explained by two state variables: demand and capacity. We derive analytical expressions to price forward contracts and to calculate the forward premium.
Cartea, Álvaro, Villaplana, Pablo
core +3 more sources
PRICE VOLATILITY, EXPECTATIONS AND MONETARY POLICY IN NIGERIA [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2009 The study has as its objectives, to determine the influence of price volatility and price expectation in the rate of inflation as a measure of the price level.
Ajimuda Olumide
doaj
A remark on Gatheral's 'most-likely path approximation' of implied volatility [PDF]
arXiv, 2009 We give a new proof of the representation of implied volatility as a time-average of weighted expectations of local or stochastic volatility. With this proof we clarify the question of existence of 'forward implied variance' in the original derivation of Gatheral, who introduced this representation in his book 'The Volatility Surface'.
arxiv
Implied volatility (also) is path-dependent [PDF]
arXiv, 2023 We propose a new model for the coherent forecasting of both the implied volatility surfaces and the underlying asset returns.In the spirit of Guyon and Lekeufack (2023) who are interested in the dependence of volatility indices (e.g. the VIX) on the paths of the associated equity indices (e.g.
arxiv
Designing for Degradation: Transient Devices Enabled by (Nano)Cellulose
Advanced Materials, EarlyView.Recent progress in transient devices enabled by (nano)cellulosic materials is reviewed. Transiency mechanisms, advantages of nanocelluloses, and a suite of applications are discussed. A circular thinking approach coupled with life cycle assessment is applied to critically revisit the potential, advantages, and challenges of nanocellulose‐enabled ...
Lucas J. Andrew +2 more
wiley +1 more source
Pricing Interest Rate Derivatives under Volatility Uncertainty [PDF]
arXiv, 2020 In this paper, we study the pricing of contracts in fixed income markets under volatility uncertainty in the sense of Knightian uncertainty or model uncertainty. The starting point is an arbitrage-free bond market under volatility uncertainty. The uncertainty about the volatility is modeled by a G-Brownian motion, which drives the forward rate dynamics.
arxiv
Hedging under rough volatility [PDF]
arXiv, 2021 In this chapter we first briefly review the existing approaches to hedging in rough volatility models. Next, we present a simple but general result which shows that in a one-factor rough stochastic volatility model, any option may be perfectly hedged with a dynamic portfolio containing the underlying and one other asset such as a variance swap.
arxiv
Enhancing Ultrasound Power Transfer: Efficiency, Acoustics, and Future Directions
Advanced Materials, EarlyView.Implantable devices significantly enhance healthcare but are limited by battery life. Ultrasound power transfer technology offers a promising solution for sustainable operation. This review addresses gaps in current research, particularly in sound field analysis and energy efficiency optimization.
Yi Zheng +6 more
wiley +1 more source
Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model
Journal of Mathematical Sciences and Modelling, 2018 We examine European call options in the jump-diffusion version of the Double Heston stochastic volatility model for the underlying price process to provide a more flexible model for the term structure of volatility.
Rehez Ahlip +2 more
doaj +1 more source