Advanced Materials, EarlyView.This work explores the MOF landscape to select a single, optimal candidate for successfully delivering cancer drugs (gemcitabine, paclitaxel, SN‐38) into tough pancreatic tumors. Machine learning and simulations guide this search, demonstrating colloidal stability, excellent biocompatibility, cellular uptake, and sustained release.
Francesca Melle +9 more
wiley +1 more source
Predicting Implied Volatility in the Commodity Futures Options Markets
The International Journal of Banking and Finance, 2003 Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option.
Stephen Ferris, Weiyu Guo, Tie Su
doaj
Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [PDF]
, 2000 Mark R. Manfredo +2 more
openalex +1 more source
Asymptotic Expansion for the Normal Implied Volatility in Local Volatility Models [PDF]
arXiv, 2011 We study the dynamics of the normal implied volatility in a local volatility model, using a small-time expansion in powers of maturity T. At leading order in this expansion, the asymptotics of the normal implied volatility is similar, up to a different definition of the moneyness, to that of the log-normal volatility. This relation is preserved also to
arxiv
Supramolecular Chemistry in Metal–Organic Framework Materials
Advanced Materials, EarlyView.This review highlights synergies between reticular chemistry and supramolecular chemistry. The role of supramolecular interactions in determining framework…guest interactions and attempts to understand dynamic behavior in metal–organic frameworks (MOFs), particularly emphasizing the development of crystal sponges, studying reactions in frameworks and ...
Eugenia Miguel‐Casañ +3 more
wiley +1 more source
Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. [PDF]
SN Bus Econ, 2021 Panagiotou D.
europepmc +1 more source
Calibration of the Volatility in Option Pricing Using the Total Variation Regularization
Journal of Applied Mathematics, 2014 In market transactions, volatility, which is a very important risk measurement in financial economics, has significantly intimate connection with the future risk of the underlying assets.
Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang
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 +2 more
openalex +1 more source
Moment explosions, implied volatility and local volatility at extreme strikes [PDF]
arXiv, 2016 We consider a stochastic volatility model where the moment generating function of the logarithmic price is finite only on part of the real line. Using a new Tauberian result obtained in [1] and [2], we show that the knowledge of the moment generating function near its critical moment gives a sharp asymptotic expansion (with an error of order o(1)) of ...
arxiv
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
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