Results 141 to 150 of about 184,275 (367)
Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results [PDF]
, 2012 Exponential L\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the ...
Andersen, Leif, Lipton, Alexander
core
Responsive Molecules for Organic Neuromorphic Devices: Harnessing Memory Diversification
Advanced Materials, EarlyView.Responsive molecules are essential for organic in‐sensor computing devices. This Review highlights recent advances in thedesign, synthesis, and incorporation of electrically, optically, and magnetically responsive molecules in multifunctional synaptic perception devices endowedwith both nonvolatile and volatile memory diversification. By exploiting the
Yusheng Chen +4 more
wiley +1 more source
GARCH option pricing with implied volatility [PDF]
, 2001 N'Zue F. Fofana, B. Wade Brorsen
openalex +1 more source
THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS [PDF]
Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied
Manfredo, Mark R., Sanders, Dwight R.
core +1 more source
Recent Advances in Wide‐Bandgap Perovskite Solar Cells
Advanced Materials, EarlyView.Ubiquitous defects predominately account for photo‐instability and open‐circuit voltage losses in wide‐bandgap perovskite solar cells (WBG PSCs). This review comprehensively presents the underlying impact mechanisms, summarizes the advanced optimization strategies across various functional layers and their interfaces to develop efficient and stable WBG
Jianjun Mei, Feng Yan
wiley +1 more source
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core +1 more source
Smart Dust for Chemical Mapping
Advanced Materials, EarlyView.This review article explores the advancement of smart dust networks for high‐resolution spatial and temporal chemical mapping. Comprising miniature, wireless sensors, and communication devices, smart dust autonomously collects, processes, and transmits data via swarm‐based communication.
Indrajit Mondal, Hossam Haick
wiley +1 more source
Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models [PDF]
arXiv, 2009 For a given time horizon DT, this article explores the relationship between the realized volatility (the volatility that will occur between t and t+DT), the implied volatility (corresponding to at-the-money option with expiry at t+DT), and several forecasts for the volatility build from multi-scales linear ARCH processes. The forecasts are derived from
arxiv
Are combination forecasts of S&P 500 volatility statistically superior? [PDF]
Forecasting volatility has received a great deal of research attention. Many articles have considered the relative performance of econometric model based and option implied volatility forecasts.
Adam Clements, Ralf Becker
core
Advanced Materials, EarlyView.This study introduce a novel approach to enhancing cathode‐SPE compatibility by utilizing the same poly(ionic liquid) (PolyIL)‐based material in both the SPE and the cathode binder. A modified biomass‐based PolyIL substrate, enriched with highly negatively charged C═O and ─OH groups, is incorporated into the SPE to improve Li+ migration and strengthen ...
Jiajia Li +8 more
wiley +1 more source