Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
doaj
Bayesian Option Pricing Framework with Stochastic Volatility for FX Data
Risks, 2016 The application of stochastic volatility (SV) models in the option pricing literature usually assumes that the market has sufficient option data to calibrate the model’s risk-neutral parameters.
Ying Wang +2 more
doaj +1 more source
Volatility Timing: Pricing Barrier Options on DAX XETRA Index
Mathematics, 2020 This paper analyses the impact of different volatility structures on a range of traditional option pricing models for the valuation of call down and out style barrier options.
Carlos Esparcia +2 more
doaj +1 more source
Communicating Asset Risk: How the format of historic volatility information affects risk perception and investment decisions [PDF]
An experiment examined the effect that the type and presentation format of information about investment options have on expectations held by investors about asset risk, returns, and volatility.
Siebenmorgen, Niklas +2 more
core
Light‐Induced Entropy for Secure Vision
Advanced Materials, EarlyView.This work realized a ternary true random number generator by exploiting stochastic traps emerging within multiple junction interfaces, and quantitatively validated the generation of high‐quality random numbers. Furthermore, it successfully demonstrated diverse applications, including AI‐resilient image security, thereby providing a valuable guide for ...
Juhyung Seo +9 more
wiley +1 more source
Analyzing swimming performances based on series dynamics and volatility
Journal of Sports AnalyticsHistorical data is a valuable asset in sports science, offering insights into athlete development and performance trends. This study explores long-term patterns in competitive swimming by analyzing performance variability over the past 20 years.
Chayma Daayeb +3 more
doaj +1 more source
GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes [PDF]
, 1999 Volatility implied in option prices reflects the market participant's beliefs about future volatility and incorporates information that is not historical.
Aguilar, Javiera
core
2D Nanomaterials Toward Function‐Ready Superlubricity in Advanced Microsystems
Advanced Materials, EarlyView.A unified framework links structural and transformation superlubricity with microsystem functions and deployment requirements. Mechanisms, device architectures, integration strategies, AI‐guided discovery, and benchmarking protocols are connected to define function‐ready superlubricity in advanced microsystems.
Yushan Geng, Jun Yang, Yong Yang
wiley +1 more source
Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model
Energies, 2018 Long-term electricity load forecasting plays a vital role for utilities and planners in terms of grid development and expansion planning. An overestimate of long-term electricity load will result in substantial wasted investment on the construction of ...
Swasti R. Khuntia +2 more
doaj +1 more source
The skew pattern of implied volatility in the DAX index options market [PDF]
The aim of this paper is twofold: to investigate how the information content of implied volatility varies according to moneyness and option type and to compare the latter option based forecasts with historical volatility in order to see if they subsume ...
Silvia Muzzioli
core