Results 131 to 140 of about 1,687,826 (388)
A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility
, 2017 In the option pricing literature, it is well known that (i) the decrease in the smile amplitude is much slower than the standard stochastic volatility models and (ii) the term structure of the at-the-money volatility skew is approximated by a power-law ...
Hideharu Funahashi, M. Kijima
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.This study establishes a materials‐driven framework for entropy generation within standard CMOS technology. By electrically rebalancing gate‐oxide traps and Si‐channel defects in foundry‐fabricated FDSOI transistors, the work realizes in‐materia control of temporal correlation – achieving task adaptive entropy optimization for reinforcement learning ...
Been Kwak +14 more
wiley +1 more source
Implied volatility of foreign exchange options: is it worth tracking? [PDF]
Market analysts and central banks often use the implied volatility of FX options as an indicator of expected exchange rate uncertainty. The aim of our study is to investigate the limits of this statistic.
Klára Pintér, Áron Gereben
core
Does a Morphotropic Phase Boundary Exist in ZrxHf1‐xO2‐Based Thin Films?
Advanced Functional Materials, EarlyView.This study investigates 6 nm zirconium‐rich hafnium‐zirconium oxide thin–film metal–insulator–metal capacitors using a combination of experimental methods and machine learning–based molecular dynamics simulations to provide insight into the physical mechanisms that enhance the dielectric constant near 0 V and attribute it to the field‐induced ...
Pramoda Vishnumurthy +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.PTFE nanoparticle–anchored rGO (rGO@PTFE) for scalable solvent‐free fabrication of ultra‐thick, high‐density cathodes, achieving high conductivity (9.55 S cm−1), lithium transference (0.73), and improved wettability, is developed. The resulting cathode delivers 15.2 mAh cm−2 areal and 563 mAh cm−3 volumetric capacities, with full cells exhibiting 637 ...
Juhee Yoon +7 more
wiley +1 more source
Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr
Advanced Functional Materials, EarlyView.We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina +13 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 +3 more
core +1 more source
Surface Diffusion in SnTe‐PbTe Monolayer Lateral Heterostructures
Advanced Functional Materials, EarlyView.The lateral heterostructures between 2D materials often suffer from the interdiffusion at the interfaces. Here, a surface diffusion mechanism is found to be dominating at the interfaces between semiconducting SnTe and PbTe monolayers. Atomically sharp interfaces can be achieved by suppressing this diffusion process. ABSTRACT The construction of complex
Jing‐Rong Ji +9 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 +1 more
doaj
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