Results 91 to 100 of about 112,069 (297)

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, Luka Zurak, Krzysztof Maćkosz, Lorenz Löffler, Victor Deinhart, Ivo Utke, Thorsten Feichtner, Katja Höflich   +7 more
wiley   +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  

Implied volatility of basket options at extreme strikes

, 2014
In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality.
A d’Aspremont, A Gulisashvili, A Gulisashvili, A Gulisashvili, A Gulisashvili, A Lewis, A Medvedev, B Jourdain, E Benhamou, E Eberlein, E Gobet, E Hashorva, E Luciano, H Berestycki, J Figueroa-López, J Schoenmakers, JMP Albin, L Andersen, M Forde, M Forde, MR Tehranchi, O Barndorff-Nielsen, P Tankov, R Cont, R Lee, R Nelsen, S Asmussen, S Benaim, S Benaim, U Cherubini   +29 more
core   +1 more source

Credit-implied forward volatility and volatility expectations

Finance Research Letters, 2016
AbstractWe show how one can back out implied forward volatility term structures from credit default swap spreads. Such forward stock volatility term structures are useful for instance in forward start option pricing. We find the term structure to be downward-sloping, and the credit market's volatility forecasts tend to vary more across time than across
openaire   +3 more sources

Flexibility and Dynamicity Enhances and Controls Supramolecular Self‐Assembly of Zinc(II) Metallogels

Advanced Functional Materials, EarlyView.
Zinc(II) coordination complexes with tunable aryloxy‐imine ligands exhibit controllable supramolecular self‐assembly into hierarchical fibrous structures. Coordination‐driven stacking, not π–π interactions, enables gelation, dynamic assembly/disassembly, and enhanced nanomechanical properties.
Merlin R. Stühler, Hesam Makki, Dorothee Silbernagl, Mathias Dimde, Kai Ludwig, Bengt E. Tegner, Christopher Greve, Konstantin Rausch, Eva M. Herzig, Anna Köhler, Alex J. Plajer   +10 more
wiley   +1 more source

Pricing vanilla, barrier, and lookback options under two-scale stochastic volatility driven by two approximate fractional Brownian motions

AIMS Mathematics
In this paper, we proposed a stochastic volatility model in which the volatility was given by stochastic processes representing two characteristic time scales of variation driven by approximate fractional Brownian motions with two Hurst exponents.
Min-Ku Lee, Jeong-Hoon Kim
doaj   +1 more source

Biomaterial Strategies for Targeted Intracellular Delivery to Phagocytes

Advanced Functional Materials, EarlyView.
Phagocytes are essential to a functional immune system, and their behavior defines disease outcomes. Engineered particles offer a strategic opportunity to target phagocytes, harnessing inflammatory modulation in disease. By tuning features like size, shape, and surface, these systems can modulate immune responses and improve targeted treatment for a ...
Kaitlyn E. Woodworth, Neal I. Callaghan, Locke Davenport Huyer   +2 more
wiley   +1 more source

THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS [PDF]

Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied
Manfredo, Mark R., Sanders, Dwight R.
core   +1 more source

Smile-Consistent Spread Skew

Risks
We study the shape of the Bachelier-implied volatility of a spread option on two assets following correlated local volatility models. This includes the limiting case of spread options on two correlated Black–Scholes (BS) assets.
Dan Pirjol
doaj   +1 more source

Structural and Chemical Studies of the Nanoscale Modifications Induced by Swift Heavy Ion Irradiation in SrTiO3 at Grazing Incidence

Advanced Functional Materials, EarlyView.
The nanoscale structural and chemical transformations in SrTiO3 under Swift‐Heavy‐Ion irradiation at grazing incidence are investigated, emphasizing the formation of well‐ordered nanohillocks at the surface of the material, demonstrating significant material decomposition in the created hillocks with: a phase separation of SrO and TiOx, a reduction in ...
Mohammad S. Jamal, Victor Pierron, Tagi Tagiyev, Jérémy Blond, Stéphane Guillous, Clara Grygiel, Stéphane Flament, Bruno Guillet, Zhe Wang, Darrell G. Schlom, Isabelle Monnet, Laurence Méchin, Mamour Sall   +12 more
wiley   +1 more source