Results 131 to 140 of about 116,461 (347)
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
Design and Applications of Multi‐Frequency Programmable Metamaterials for Adaptive Stealth
Advanced Functional Materials, EarlyView.This article provides a comprehensive overview of metamaterials, including their fundamental principles, properties, synthesis techniques, and applications in stealth, as well as their challenges and future prospects. It covers topics that are more advanced than those typically discussed in existing review articles, while still being closely connected ...
Jonathan Tersur Orasugh +4 more
wiley +1 more source
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF [PDF]
, 2005 Ronnie Donaldson, Mark J. Kamstra
openalex +1 more source
Advanced Functional Materials, EarlyView.This review explores functional and responsive materials for triboelectric nanogenerators (TENGs) in sustainable smart agriculture. It examines how particulate contamination and dirt affect charge transfer and efficiency. Environmental challenges and strategies to enhance durability and responsiveness are outlined, including active functional layers ...
Rafael R. A. Silva +9 more
wiley +1 more source
The volatility of the instantaneous spot interest rate implied by arbitrage pricing—A dynamic Bayesian approach [PDF]
, 2006 Ramaprasad Bhar +3 more
openalex +1 more source
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 +2 more
core
, 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
Device Integration Technology for Practical Flexible Electronics Systems
Advanced Functional Materials, EarlyView.Flexible device integration technologies are essential for realizing practical flexible electronic systems. In this review paper, wiring and bonding techniques critical for the industrial‐scale manufacturing of wearable devices are emphasized based on flexible electronics.
Masahito Takakuwa +5 more
wiley +1 more source
Using Implied Volatility to Measure Uncertainty About Interest Rates [PDF]
, 2006 Christopher J. Neely
openalex +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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