Results 121 to 130 of about 116,461 (347)

Identifying the implied volatility using the total variation regularization

Boundary Value Problems, 2018
This paper studies an inverse problem of determining the implied volatility in the financial products linked with gold price, which has important application in financial derivatives pricing.
Yun Liu, Xijuan Liu
doaj   +1 more source

Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: The Accuracy of Time Series, Implied Volatility, and Composite Approaches [PDF]

, 2001
Mark R. Manfredo, Raymond M. Leuthold, Scott H. Irwin   +2 more
openalex   +1 more source

Accuracy of Implied Volatility Approximations Using "Nearest-to-the-Money" Option Premiums [PDF]

Implied volatility is a useful bit of information for futures and options hedgers and speculators. However, extraction of implied volatility from Black-Scholes (BS) option pricing model requires a numeric search.
Bridges, William, Curtis, Charles E., Jr., Isengildina-Massa, Olga, Nian, Minhuan   +3 more
core   +1 more source

Locking Metastable Topological Domains in Nematic Liquid Crystal Pi Cells

Advanced Functional Materials, EarlyView.
Selective photopolymerization in the presence of a controlled voltage defines permanent director walls that lock‐in metastable bend and twist configurations within nematic liquid crystal Pi cells. Q‐tensor simulations corroborate the experiments, demonstrating the topological state stabilization.
Adithya Pradeep, Urban Mur, Junseok Ma, Nathan Spiller, Yihan Jin, Waqas Kamal, Steve J. Elston, Stephen M. Morris   +7 more
wiley   +1 more source

GARCH option pricing with implied volatility [PDF]

, 2001
N'Zue F. Fofana, B. Wade Brorsen
openalex   +1 more source

Using implied volatility to measure uncertainty about interest rates [PDF]

Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
core  

Advanced Surface Engineering and Passivation Strategies of Quantum Dots for Breaking Efficiency Barrier of Clean Energy Technologies: A Comprehensive Review

Advanced Functional Materials, EarlyView.
This review describes the different surface engineering strategies for quantum dots that addresses the challenges associated with surface defects, highlighting their role in enhancing the performance of solar energy conversion technologies. Abstract Colloidal quantum dots (QDs) have garnered significant attention for their unique potential in clean ...
Kokilavani S., Gurpreet Singh Selopal
wiley   +1 more source

Synthesis and Electronic Structure of the Fractionally Occupied Double Perovskite EuTa2O6 with Ordered Europium Vacancies

Advanced Functional Materials, EarlyView.
Two‐dimensional electronic states are the foundation of modern semiconductor technology. Here, we report molecular‐beam epitaxy growth of fractional double perovskite, EuTa2O6. Reciprocal space mapping and transmission electron microscopy confirm a layered ordering of A‐site cations.
Tobias Schwaigert, Ali Barooni, Benjamin Gregory, Paul Malinowski, Anirudh Tenneti, Sonia Hasko, Brenan Palazzolo, Jeffrey W Hodgson, Brendan Faeth, Patrick M. Woodward, Kyle M. Shen, Andrej Singer, Maryam Ghazisaeidi, Salva Salmani‐Rezaie, Darrell G. Schlom, Kaveh Ahadi   +15 more
wiley   +1 more source

Implied Volatility from Options on Gold Futures: Do Econometric Forecasts Add Value or Simply Paint the Lilly? [PDF]

, 2003
Christopher J. Neely
openalex   +1 more source

Numerics of Implied Binomial Trees [PDF]

Market option prices in last 20 years conrmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility.
Alena Mysickova, Wolfgang Härdle
core