Results 151 to 160 of about 116,461 (347)

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? [PDF]

We investigate whether the same finite dimensional dynamic system spans both interest rates (the yield curve) and interest rate options (the implied volatility surface). We find that the options market exhibits factors independent of the underlying yield
Liuren WU, Massoud Heidari
core  

A Scalable, Durable, Fire‐Safe All‐Day Passive Radiative Cooling Coating for Sustainable Buildings

Advanced Functional Materials, EarlyView.
This study reports a scalable, durable coating that combines a fire‑retardant copolymer adhesive, hollow glass microspheres, and boron oxide to achieve passive radiative cooling with over 94% solar reflectance and >95% mid‑infrared emissivity. The coating maintains performance after UV and rain exposure and exhibits UL‑94 V‑0 fire resistance, enabling ...
Zhewen Ma, Yuanhao Feng, Alex Y. Song, Toan Dinh, Min Hong, John Bell, Boyou Hou, Pingan Song, Wei Zheng   +8 more
wiley   +1 more source

Arbitrage-free smoothing of the implied volatility surface [PDF]

, 2009
Matthias R. Fengler
openalex   +1 more source

STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]

This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Kazuhiko NISHINA, Moo-Sung KIM, Tatsuro Nabil MAGHREBI   +2 more
core  

Implied Normal Volatility [PDF]

Wilmott, 2017
openaire   +2 more sources

Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation

Advanced Functional Materials, EarlyView.
In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu, Xinyi Zhang, Lan Wen, Hongjiang Chen, Yudhistira Tirtayasri Amrillah, Vivi Fauzia, Hongzhen Dong, Shaoqiang Su, Wenjun Luo, Ferry Anggoro Ardy Nugroho, Patrick H.‐L. Sit, Yun Hau Ng, Fatwa F. Abdi   +12 more
wiley   +1 more source

IMPLIED VOLATILITY IN THE HULL–WHITE MODEL [PDF]

, 2009
Archil Gulisashvili, Elias M. Stein
openalex   +1 more source

Evolution of Market Uncertainty around Earnings Announcements [PDF]

This paper investigates theoretically and empirically the dynamics of the implied volatility (or implied standard deviation - ISD) around earnings announcements dates.
Christophe Pérignon, Dušan Isakov
core  

A Smart Magnetically Actuated Flip‐Disc Programmable Metasurface with Ultralow Power Consumption for Real‐Time Channel Control

Advanced Functional Materials, EarlyView.
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao, Che Liu, Jia Cheng Li, Zhen Hao Fu, Yi Su Huang, Si Qi Huang, Lei Zhang, Jian Wei You, Tie Jun Cui   +8 more
wiley   +1 more source

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models [PDF]

, 2009
Archil Gulisashvili, Elias M. Stein
openalex   +1 more source