Results 91 to 100 of about 119,543 (344)
A CNN Based System for Predicting the Implied Volatility and Option Prices [PDF]
, 2020 Xiangyu Wei +3 more
openalex +1 more source
Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies
Advanced Functional Materials, EarlyView.The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley +1 more source
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets [PDF]
We study the forecasting of future realized volatility in the foreign exchange, stock, and bond markets from variables in the information set, including implied volatility backed out from option prices.
Bent Jesper Christensen +2 more
core
Advanced Functional Materials, EarlyView.A fully programmable, dual‐inductive switchable halide perovskite memristor is demonstrated through precise BDAI2‐mediated interface engineering. This ion‐modulating layer suppresses stochastic filamentary growth, enabling stable, non‐filamentary switching via dynamic barrier modulation.
So‐Yeon Kim, Juan Bisquert
wiley +1 more source
Arbitrage-Free Smoothing of the Implied Volatility Surface [PDF]
The pricing accuracy and pricing performance of local volatility models crucially depends on absence of arbitrage in the implied volatility surface: an input implied volatility surface that is not arbitrage-free invariably results in negative transition ...
Matthias R. Fengler
core
Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing
Advanced Materials, EarlyView.This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long +26 more
wiley +1 more source
RisksWe 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
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core +1 more source
Advanced Materials, EarlyView.Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje +7 more
wiley +1 more source