Results 151 to 160 of about 118,948 (346)
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET [PDF]
Options with different maturities can be used to generate volatility estimates for non-overlapping future time intervals. This paper develops the term structure of volatility implied by corn futures options, and evaluates the informational content of the
Egelkraut, Thorsten M. +2 more
core +1 more source
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico
, 2014 Jin Yong Yang +3 more
openalex +2 more sources
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 +7 more
wiley +1 more source
Implied and Realized Volatility: A Study of the Ratio Distribution
, 2018 M. Dashti Moghaddam, R. A. Serota
openalex +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 +4 more
wiley +1 more source
Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models. [PDF]
Appl Math Finance, 2016 Gerhold S, Gülüm IC, Pinter A.
europepmc +1 more source
High Policy Uncertainty and Low Implied Market Volatility – an Academic Puzzle?
, 2021 Jedrzej Pawel Bialkowski +2 more
openalex +1 more source
Chemically Doped Conductive Polymers for Wearable Health Monitoring
Advanced Materials Technologies, EarlyView.Among conductive polymers, poly(3,4‐ethylenedioxythiophene):poly(styrenesulfonate) (PEDOT:PSS), polyaniline (PANI), and polypyrrole (PPy) are the most studied and applied. Chemical doping significantly boosts intrinsic conductivity and mechanical robustness.
Mengdi Zuo +5 more
wiley +1 more source
Implied Volatility with Time-Varying Regime Probabilities [PDF]
This paper presents a mixture multiplicative error model with a time-varying probability between regimes. We model the implied volatility derived from call and put options on the USD/EUR exchange rate.
Ahoniemi, Katja, Lanne, Markku
core +1 more source