Results 121 to 130 of about 118,948 (346)

Mixed‐Metal Promotion in a Manganese‐Molybdenum Oxynitride as Catalyst to Integrate C─C and C─N Coupling Reactions for the Direct Synthesis of Acetonitrile from Syngas and Ammonia

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, Wilson Henao, Tania Rodenas, Patricia Concepción, Virginia Pérez Dieste, Alexander Missyul, Giovanni Agostini, Gonzalo Prieto   +7 more
wiley   +1 more source

Is it worth tracking dollar/real implied volatility?

Economia Aplicada, 2001
In this paper we examine the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility, in the period of February 1999 to February 2001.
Sandro Canesso de Andrade, Benjamin Miranda Tabak   +1 more
doaj  

Forecast performance of implied volatility and the impact of the volatility risk premium [PDF]

Forecasting volatility has received a great deal of research attention, with the relative performance of econometric models based on time-series data and option implied volatility forecasts often being considered.
Adam Clements, Christopher Coleman-Fenn, Ralf Becker   +2 more
core  

A new look at short-term implied volatility in asset price models with jumps [PDF]

, 2012
Aleksandar Mijatović, Peter Tankov
openalex   +1 more source

Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection

Advanced Materials, EarlyView.
Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel, Haotian Lu, Jiayan Zhang, Desheng Yao, Ananya Bhardwaj, Ramiro Contreras, Karim Sabra, Xiaoyu (Rayne) Zheng   +7 more
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, Curtis, Charles E., Jr., Isengildina-Massa, Olga, Nian, Minhuan   +3 more
core   +1 more source

Beyond implied volatility

, 1998
After a brief review of option pricing theory, we introduce various methods proposed for extracting the statistical information implicit in options prices. We discuss the advantages and drawbacks of each method, the interpretation of their results in economic terms, their theoretical consequences and their relevance for applications.
openaire   +2 more sources

Patterns of 50 ETF Options Implied Volatility in China: On Implied Volatility Functions

, 2021
Pengshi Li, Yan Fei Lin, Yuting Zhong
openalex   +1 more source

A Cu‐Based Near‐IR Active MOF with an Ion‐Pair Guest Exhibiting Versatile and Selective Gas‐Solid Reactivity

Advanced Materials, EarlyView.
The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha, Alejandro Cortés‐Villena, Silvia Gómez‐Coca, Alberto Fernández‐Alarcón, Joaquín Calbo, Raquel E. Galian, Enrique Ortí, Eliseo Ruiz, Mónica Giménez‐Marqués, Samia Benmansour, Carlos J. Gómez‐García   +10 more
wiley   +1 more source

Mass at zero in the uncorrelated SABR model and implied volatility\n asymptotics [PDF]

, 2015
Archil Gulisashvili, Blanka Horvath, Antoine Jacquier   +2 more
openalex   +1 more source