Results 81 to 90 of about 185,677 (330)

Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model

Discrete Dynamics in Nature and Society, 2016
Market crashes often appear in daily trading activities and such instantaneous occurring events would affect the stock prices greatly. In an unstable market, the volatility of financial assets changes sharply, which leads to the fact that classical ...
Congyin Fan, Kaili Xiang, Peimin Chen
doaj   +1 more source

Toward the 3rd Generation of Smart Farming: Materials, Devices, and Systems for E‐Plant Technologies

Advanced Functional Materials, EarlyView.
This review explores the latest developments in e‐plant technologies, which are revolutionizing smart farming by enabling real‐time monitoring of plant and environmental conditions. It covers the design, applications, and systems of e‐plant devices, detailing how they integrate data analytics to optimize agricultural practices, enhance crop yields, and
Daegun Kim, Jonghyun Won, Hyeongmin Park, Jun‐Gyu Choi, Sungjun Park, Giwon Lee   +5 more
wiley   +1 more source

Does policy uncertainty affect equity, commodity, interest rates, and currency markets? Evidence from CBOE’s volatility index

Journal of Business Economics and Management, 2020
Economic policy drives investment, production, employment, and other macroeconomic indicators of the economy. The study examines the equity, commodity, interest rates, and currency markets, taking into consideration the US economic policy uncertainty ...
Imlak Shaikh
doaj   +1 more source

Adjoint methods for computing sensitivities in local volatility surfaces [PDF]

, 2010
In this paper we present the adjoint method of computing sensitivities of option prices with respect to nodes in the local volatility surface. We first introduce the concept of algorithmic differentiation and how it relates to\ud path-wise sensitivity ...
Spilda, Juraj
core   +1 more source

Design and Applications of Multi‐Frequency Programmable Metamaterials for Adaptive Stealth

Advanced Functional Materials, EarlyView.
This article provides a comprehensive overview of metamaterials, including their fundamental principles, properties, synthesis techniques, and applications in stealth, as well as their challenges and future prospects. It covers topics that are more advanced than those typically discussed in existing review articles, while still being closely connected ...
Jonathan Tersur Orasugh, Ankita Mohanty, Amit Malakar, Suryasarathi Bose, Suprakas Sinha Ray   +4 more
wiley   +1 more source

Siloxane‐Functionalized Silicon Phthalocyanine OTFTs: High Hole Mobility and Unexpected p‐Type Character

Advanced Functional Materials, EarlyView.
In this paper, the first use of a siloxane‐substituted silicon phthalocyanine (iso(Si3O)2SiPc) in OTFTs is reported. Moreover, this compound displays the highest hole mobility (exceeding 1 cm2 V−1 s−1) ever recorded for SiPc, and the GIWAXS study reveals thin films with an exceptionally uniform crystalline texture.
Nicolas Ledos, Halynne R. Lamontagne, Joseph Manion, Frédéric Castet, Benoît H. Lessard, Jaclyn L. Brusso   +5 more
wiley   +1 more source

Analogy making and the structure of implied volatility skew [PDF]

, 2014
An analogy based option pricing model is put forward. If option prices are determined in accordance with the analogy model, and the Black Scholes model is used to back-out implied volatility, then the implied volatility skew arises, which flattens as ...
A Furnham, A Melino, A Shleifer, B Dumas, B Dupire, B J Christensen, B Rockenbach, C Douglas, D Bates, D Bates, D Bates, D C Emanuel, D Hirshleifer, D Hofstadter, D Kahneman, D R Chambers, E M Stein, F Black, F Goltz, G M Constantinides, G M Constantinides, G M Constantinides, H E Leland, H M Soner, H Shefrin, H Siddiqi, H Siddiqi, H Siddiqi, Haim Levy, Hammad Siddiqi, Ioan Oancea, J C Hull, J C Jackwerth, J C Jackwerth, J D Coval, J Hull, J Johnson, J Lakonishok, J Pan, J Rosenberg, J Wiggins, J.-C Duan, Jin-Chuan Duan, K J Singleton, L Cen, M Baker, M Broadie, M H A Davis, M Rubinstein, Markku Kaustia, Mikhail Chernov, N Bollen, N Epley, O Bondarenko, Papanicolaou Fouque, Peter H Ritchken, Peter H Ritchken, R L Mcdonald, R Whaley, Robert J Shiller, S D Campbell, S D Hodges, S Heston, S Heston, Stylianos Perrakis, Stylianos Perrakis, Stylianos Perrakis, T F Rotheli, T G Andersen, W G Schwert, Y Miyahara   +70 more
core   +5 more sources

Longer Acting Injectable: Continuous, Linear Release of a Progestin Contraceptive From an Oxidized Porous Silicon Host

Advanced Healthcare Materials, EarlyView.
Progestin drugs are loaded into a mesoporous silicon dioxide host by melt‐infiltration. Drugs that decompose at or close to their melting point can be loaded by the addition of cholesterol, which acts as a melting point suppressor. High mass loading of the drug is achieved, and dissolution of the composite is controlled by the nanoscale properties of ...
Geoffrey Hollett, Ruhan Fan, Tushar Kumeria, Heidi Leonard, Byungji Kim, Taylor R. Martin, Irmak Ipekci, Joanna Wang, Jiuk Byun, Nicole A. Chan, Amber Pierron, Curtis E. Moore, Jennifer Ayres, Michael J. Sailor   +13 more
wiley   +1 more source

Forward looking information in S&P 500 options [PDF]

Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements, Ralf Becker, Scott I White   +2 more
core  

Biomimetic, Suturable, and Extensible Electrospun Scaffolds for Lower Urinary Tract Surgical Reconstruction

Advanced Healthcare Materials, EarlyView.
Biomimetic, suturable, biodegradable fibrous scaffolds are engineered to mimic the tensile properties of LUT tissue using photocrosslinked 5:5% weight per volume elastin‐like peptide and methacrylated gelatin (5E5G). In vitro, urothelium, smooth muscle, and fibroblast 7 day cytocompatibility is demonstrated.
Renea M. Sturm, Yadi Huo, Felix Yiu, Yimin Gu, Ronak Afshari, Zijian Zhong, Ruby Jimenez, Rebekah Jung, Aljohn Cabuan, Keshav Shukla, Karen Harrison, Judy Su, George E. Aninwene II, Victoria Lee, Mahsa Ghovvati, Kaavian Shariati, Nicholas Jackson, Song Li, Nasim Annabi   +18 more
wiley   +1 more source