Results 221 to 230 of about 257,172 (325)

Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration

Journal of Futures Markets, Volume 45, Issue 6, Page 547-568, June 2025.
ABSTRACT Since the inception of Volatility Index (VIX) options trading, academic literature has persistently sought accurate methods for jointly calibrating the prices of the S&P 500 index (SPX) and VIX options. This study introduces a novel nonparametric approach, called the joint implied willow tree (JIWT) method, aimed at resolving this joint ...
Bing Dong, Wei Xu, Zhenyu Cui
wiley   +1 more source

Physiological magnetic field strengths help magnetotactic bacteria navigate in simulated sediments. [PDF]

Elife
Codutti A, Charsooghi MA, Marx K, Cerdá-Doñate E, Muñoz O, Zaslansky P, Telezki V, Robinson T, Faivre D, Klumpp S.   +9 more
europepmc   +1 more source

The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns

Journal of Futures Markets, Volume 45, Issue 6, Page 637-658, June 2025.
ABSTRACT This paper, using the natural logarithmic form credit default swap (log CDS) slope, examines the variation in cross‐sectional 1‐month ATM delta‐hedged straddle returns. Our analysis reveals that the log CDS slope significantly and positively predicts these returns, even when accounting for several key volatility mispricing factors.
Hao Zhang, Yukun Shi, Dun Han, Pei Liu, Yaofei Xu   +4 more
wiley   +1 more source

Giant activity-induced elasticity in entangled polymer solutions. [PDF]

Nat Commun
Breoni D, Kurzthaler C, Liebchen B, Löwen H, Mandal S.   +4 more
europepmc   +1 more source

On the parameter estimations for geometric mixed subfractional Brownian motion model [PDF]

Xiaoxia Sun, Bing Wang, S.F. Zheng
openalex   +1 more source

Stock price prediction using geometric Brownian motion [PDF]

, 2018
Widiasari Agustini, Ika Restu Affianti, Endah RM Putri   +2 more
openalex   +1 more source

Survive the economic downturn: Operating flexibility, productivity, and stock crash

Journal of Operations Management, Volume 71, Issue 4, Page 483-515, June 2025.
Abstract Operating flexibility supports a firm's resilience strategy during challenging times by enabling them to promptly cut down operating costs associated with unproductive resources. We employ a real options model to formalize this insight. Our empirically grounding analytics motivate a firm‐level proxy for downscale operating flexibility (FLEX ...
Yang Li, Xiaojun Wang, Fangming Xu, Tuan Ho   +3 more
wiley   +1 more source

Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model. [PDF]

PLoS One
Li L, Qiu Z.
europepmc   +1 more source

Modification of Techno‐Functional Properties of Plant Proteins Through Combined Calcium Addition and High Hydrostatic Pressure: A Review With Emphasis on Soybean and Cowpea

Sustainable Food Proteins, Volume 3, Issue 2, June 2025.
This review examines the impact of combining calcium addition with high hydrostatic pressure on the techno‐functional properties of plant proteins. The analyzed data indicate that this approach can be employed to develop foods with high nutritional value and optimized or tailored techno‐functional properties to address specific requirements.
Anabella Marinacci, Felicitas Peyrano, Adriana Scilingo, Judith Piermaria, Francisco Speroni   +4 more
wiley   +1 more source

Humerus shape evolved in cetaceans under relaxed selection and random drift. [PDF]

Commun Biol
Ghazali M, Davydenko S, Telizhenko V, Otriazhyi P, Vishnyakova K, Bukhsianidze M, Solis-Añorve A, Dzeverin I, Gol'din P.   +8 more
europepmc   +1 more source