Results 61 to 70 of about 2,210,161 (360)
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
, 2007 We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, A., Fabbri, G., Goldys, B.
core +1 more source
Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
wiley +1 more source
Advances in Micro/Nanofiber‐Based Porous Materials for High‐Performance Thermal Insulation
Advanced Functional Materials, EarlyView.Micro/nanofiber porous materials have engendered great interest in the thermal insulation field. Herein, the structural designs, fabrication techniques, and applications of the micro/nanofiber thermal insulation materials are systematically summarized.
Xiaobao Gong +5 more
wiley +1 more source
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core +4 more sources
Uncertainty about interest rates and crude oil prices
Financial InnovationThe yield on the 10-year U.S. Treasury Note is among the most cited interest rates by investors, policymakers, and financial institutions. We show that the 10-year Treasury yield’s forward-looking volatility, a VIX-style measure that is a proxy for ...
Mahmoud Qadan, Gil Cohen
doaj +1 more source
Structural Change in Forward Contracting Costs for Kansas Wheat
Journal of Agricultural and Resource Economics, 2014 Farmers use forward contracts to eliminate adverse price and basis movements prior to harvest. Since late 2007, the local basis for Kansas wheat has changed dramatically relative to historic levels, causing greater risk exposure for elevators offering ...
Mykel Taylor +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.A complementary charge‐trap memristor (CoCTM) featuring a unique current transient with tunable overshoot‐relaxation dynamics is introduced for high‐resolution reservoir computing. By leveraging higher‐order temporal dynamics from engineered trapping layers, the device generates multiple output states from a single input, forming rich, high‐dimensional
Alba Martinez +9 more
wiley +1 more source
Forward Starting Option Pricing under Double Fractional Stochastic Volatilities and Jumps
Fractal and FractionalThis paper aims to provide an effective method for pricing forward starting options under the double fractional stochastic volatilities mixed-exponential jump-diffusion model.
Sumei Zhang, Haiyang Xiao, Hongquan Yong
doaj +1 more source
Journal of Management and Research, 2015 This paper attempts to reveal whether the foreign exchange (FX) derivatives market effectively and efficiently reduces the volatility to foreign exchange rate fiuctuations.
RAAD MOZIB LALON
doaj +1 more source
Measuring the atmospheric organic aerosol volatility distribution: a theoretical analysis [PDF]
Atmospheric Measurement Techniques, 2014 Organic compounds represent a significant fraction of submicrometer atmospheric aerosol mass. Even if most of these compounds are semi-volatile in atmospheric concentrations, the ambient organic aerosol volatility is quite uncertain.
E. Karnezi, I. Riipinen, S. N. Pandis
doaj +1 more source