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 +2 more
openalex +1 more source
Supramolecular Liquid Crystal Elastomer Adhesives: Role of Internal Damping and Hydrogen Bonding
Advanced Functional Materials, EarlyView.The adhesion strength can be significantly enhanced through the molecular design of supramolecular liquid crystal elastomers (LCEs) that combine high internal damping from mesogen reorientation with abundant hydrogen‐bonding moieties. Solvent vapor annealing enables reversible, non‐thermal control of adhesion, offering potential for heat‐sensitive ...
Subi Choi, Suk‐kyun Ahn
wiley +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 +3 more
core +1 more source
Stochastic Spot/Volatility Correlation in Stochastic Volatility Models and Barrier Option Pricing [PDF]
, 2014 Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew.
Higgins, Mark
core
Advanced Functional Materials, EarlyView.A complementary charge‐trap memristor (CoCTM) featuring a unique current transient with tunable overshoot‐relaxation dynamics is introduced for high‐resolution reservoir computing. By leveraging higher‐order temporal dynamics from engineered trapping layers, the device generates multiple output states from a single input, forming rich, high‐dimensional
Alba Martinez +9 more
wiley +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
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Toward the 3rd Generation of Smart Farming: Materials, Devices, and Systems for E‐Plant Technologies
Advanced Functional Materials, EarlyView.This review explores the latest developments in e‐plant technologies, which are revolutionizing smart farming by enabling real‐time monitoring of plant and environmental conditions. It covers the design, applications, and systems of e‐plant devices, detailing how they integrate data analytics to optimize agricultural practices, enhance crop yields, and
Daegun Kim +5 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
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 +7 more
wiley +1 more source
The Small and Large Time Implied Volatilities in the Minimal Market Model [PDF]
This paper derives explicit formulas for both the small and large time limits of the implied volatility in the minimal market model. It is shown that interest rates do impact on the implied volatility in the long run even though they are negligible in ...
Eckhard Platen, Zhi Guo
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