Results 81 to 90 of about 2,168,507 (360)

Supercritical Fluid‐Processed Multifunctional Hybrid Decellularized Extracellular Matrix with Chitosan Hydrogel for Improving Photoaged Dermis Microenvironment

open access: yesAdvanced Healthcare Materials, EarlyView.
These findings advance tissue repair by offering a multifunctional filler that improves large‐scale volume retention, elasticity, and support for vascularized tissue growth. The decellularized extracellular matrix (dECM)‐based material provides low injection force and minimizes swelling, ensuring sustained volume. Combining CMC with supercritical fluid‐
Seol‐Ha Jeong   +6 more
wiley   +1 more source

Structural Change in Forward Contracting Costs for Kansas Wheat

open access: yesJournal 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

Measuring the atmospheric organic aerosol volatility distribution: a theoretical analysis [PDF]

open access: yesAtmospheric 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

A model-free backward and forward nonlinear PDEs for implied volatility [PDF]

open access: greenThe Journal of Derivatives, 2019
31 pages, 9 figures, 2 ...
Peter W. Carr   +2 more
openalex   +5 more sources

Pricing Forward Skew Dependent Derivatives: Multifactor Versus Single-Factor Stochastic Volatility Models

open access: yes, 2014
Empirical evidence shows that, in equity options markets, the slope of the skew is largely independent of the volatility level. Single-factor stochastic volatility models are not flexible enough to account for the stochastic behavior of the skew.
J. Romo
semanticscholar   +1 more source

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

open access: yesAdvanced 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   +13 more
wiley   +1 more source

Exchange Rate Exposure and Optimal Hedging Strategies when Interest Rates are Stochastic: a Simulation-Based Approach

open access: yesEstudios de Administración, 2003
In this paper i analyze the problem faced by an investor expecting to receive a cash flow in a foreign currency. The investor is assumed to be exposed to long-term exchange rate risk, having no access to long-term forward contracts to hedge perfectly ...
Augusto Castillo R.
doaj   +1 more source

Generic Forward Curve Dynamics for Commodity Derivatives [PDF]

open access: yesarXiv, 2023
This article presents a generic framework for modeling the dynamics of forward curves in commodity market as commodity derivatives are typically traded by futures or forwards. We have theoretically demonstrated that commodity prices are driven by multiple components.
arxiv  

Market conditions, trader types and price–volume relation in energy futures markets [PDF]

open access: yes, 2016
We investigate the asymmetric relations between trading volume and price changes, and trading volume and price volatility of energy futures contracts across maturities and under different market conditions.
Alizadeh   +50 more
core   +1 more source

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

open access: yes, 2014
This paper proposes a variant application of the Merton distance-to-default model by employing implied volatility and implied cost of capital to forecast defaults. The proposed model's results are compared with predictions obtained from the three popular
Hong Miao   +3 more
semanticscholar   +1 more source

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