Results 131 to 140 of about 119,543 (344)

Implied volatility and risk aversion in a simple model with uncertain growth [PDF]

We show that a simple equilibrium model with uncertain growth is able to simultaneously generate patterns in implied volatility and risk aversion that are similar to the ones observed in the data.parameter uncertainty, option pricing, implied volatility,
Frederik Lundtofte
core  

Credit-implied forward volatility and volatility expectations

Finance Research Letters, 2016
AbstractWe show how one can back out implied forward volatility term structures from credit default swap spreads. Such forward stock volatility term structures are useful for instance in forward start option pricing. We find the term structure to be downward-sloping, and the credit market's volatility forecasts tend to vary more across time than across
openaire   +2 more sources

Normalization for Implied Volatility [PDF]

, 2010
We study specific nonlinear transformations of the Black-Scholes implied volatility to show remarkable properties of the volatility surface. Model-free bounds on the implied volatility skew are given. Pricing formulas for the European options which are written in terms of the implied volatility are given.
openaire   +2 more sources

Integrating ZnO/Ag2O@g‐C3N4‐Based Nanocomposites Into a Carrageenan Matrix to Efficiently Remove Heavy Metals From Water

Advanced Materials Interfaces, EarlyView.
ABSTRACT This research focused on characterizing graphitic carbon nitride (g‐C3N4) nanocomposites incorporated with ZnO and Ag2O nanoparticles, and carrageenan to remove heavy metals. The ZnO/Ag2O@ g‐C3N4 and ZnO/Ag2O/g‐C3N4@Carr nanocomposites demonstrated thermal stability of 97.40% (108.81°C) and 82.80% (188.99°C) for TGA.
Feziwe B. Mamba, Bhekani S. Mbuli, James Ramontja   +2 more
wiley   +1 more source

Mass Spectrometric Investigation of the Influence of Water Vapour and Oxygen on Gas‐Phase Reactions of Aluminium Acetylacetonate

Advanced Materials Interfaces, EarlyView.
The gas‐phase decomposition of Al(acac)3 is investigated under inert, oxygen, and water‐containing conditions. Water is found to promote selective ligand removal and suppress hydrocarbon formation, while oxygen induces faster, less selective decomposition pathways.
Ilyas Adaköy, Sebastian Grimm, Patrick Hemberger, Nina Gaiser, Thomas Bierkandt, Charlotte Rudolph, Christoph Horn, Niklas Tomasik, Burak Atakan   +8 more
wiley   +1 more source

Spin‐On SiOx‐Assisted Inkjet Printing for Interdigitated n+ and p+ Poly‐Si/SiOx Contacts in Silicon Solar Cells With Suppressed Unintended Doping

Advanced Materials Technologies, EarlyView.
This work presents an innovative spin‐on SiOx‐assisted inkjet‐printed approach to form localized n+ and p+ poly‐Si/SiOx passivating contacts for high‐efficiency silicon solar cells within a single‐annealing step. The developed process results in a well‐defined interdigitated doping pattern, with unintended doping and cross‐doping concentrations ...
Jiali Wang, Jinlei Ren, Laura Creon, Paula Peres, Rene Chemnitzer, Pierre‐Yves Corre, Sieu Pheng Phang, Daniel Macdonald, AnYao Liu   +8 more
wiley   +1 more source

3D Printing of Highly Dense and Translucent Zirconia Parts for Dental Applications: Effect of Filament Overlapping

Advanced Materials Technologies, EarlyView.
This study formulated a 5Y‐PSZ zirconia paste for extrusion‐based additive manufacturing via direct ink writing, producing dense ceramic structures for dental applications. A colloidal approach with 47 vol% nanometric powder and tailored additives optimized rheology and printability.
Juliana de Freitas Gouveia Silva, Manuel Fellipe Rodrigues Pais Alves, Ana Carolina da Silva, Tiago Moreira Bastos Campos, Renata Marques De Melo, Susana Maria Henriques Olhero   +5 more
wiley   +1 more source

Anti‐Slip Material‐Based Strategies and Approaches

Advanced Materials Technologies, EarlyView.
This review highlights the principle mechanisms of slipping at the microscale, linking contact mechanics with a friction behavior model for surface interfaces. Main strategies to develop anti‐slip properties to the surfaces are discussed alongside standardized testing approaches.
Sogand Abbaspoor‐Zanjani, Carlo Antonini, Teresa Gatti, Mengjiao Wang   +3 more
wiley   +1 more source

Enhanced Infection Resistance and Regenerative Healing of Titanium Implants via Peptide‐Loaded Biodegradable Coatings

Advanced Materials Technologies, EarlyView.
This study presents a new biodegradable coating for titanium implants using a natural antimicrobial peptide, caerin 1.9. Applied via solvent casting, the coating offers sustained antibacterial protection and promotes healing. Tested on 3D‐printed porous titanium scaffolds, it effectively prevented infection—including against resistant bacteria—while ...
Hejie Li, Tianfang Wang, Nicolas Soro, Guoying Ni, Meg Allom, D. İpek Kurtböke, Xiaosong Liu, Damon Kent   +7 more
wiley   +1 more source

Ductility Tuning via Cluster Network Characteristics of Porous Components

Advanced Materials Technologies, EarlyView.
Network optimization via cluster characteristics induced by interaction of stress concentration is proposed, demonstrating increased cluster size and dispersion in non‐uniform porous components. The optimized structures exhibit, for the first time, that enhanced ductility and damage progression is controllable through zigzag cluster network designed by
Ryota Toyoba, Yuichi Otsuka, Ian J Davies, Naritoshi Aoyagi, Yukio Miyashita   +4 more
wiley   +1 more source