Results 161 to 170 of about 184,275 (367)
The volatility of the instantaneous spot interest rate implied by arbitrage pricing—A dynamic Bayesian approach [PDF]
, 2006 Ramaprasad Bhar +3 more
openalex +1 more source
Decoupling Degradation at the Electrode Interfaces in Prussian White Full Cells
Advanced Materials Interfaces, EarlyView.Prussian White (PW) as a sodium‐ion battery (SIB) cathode material is advancing, having already been commercialized. Yet, capacity fade and cyanide‐related safety risks persist. By integrating Mössbauer‐ and online electrochemical mass spectrometry, this study analyzes degradation in PW cells, observing hydrogen and cyanide evolution.
Casimir Misiewicz +4 more
wiley +1 more source
Using Implied Volatility to Measure Uncertainty About Interest Rates [PDF]
, 2006 Christopher J. Neely
openalex +1 more source
Using implied volatility to measure uncertainty about interest rates [PDF]
Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
core
Advanced Materials Interfaces, EarlyView.2D Ruddlesden‐Popper phase perovskite (RPP) films for applications in photovoltaics are shown to exhibit structural heterogeneities at both microscopic and mesoscopic scales that can affect cross‐film charge carrier transport. The mechanisms of RPP film formation and the possible means to control film structure to optimize 2D perovskite solar cell ...
Fei Zheng +7 more
wiley +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, Alan +2 more
core +1 more source
The Rise of Refractory Transition‐Metal Nitride Films for Advanced Electronics and Plasmonics
Advanced Materials Interfaces, EarlyView.Transition‐metal nitrides (TMNs) are exceptional materials with high stability, biocompatibility, and semiconductor integration, which have been extensively employed in various fields. However, the epitaxial growth of TMN films remains a challenge. The absence of high‐quality TMNs limits the understanding of their condensed matter physics and hinders ...
Jiachang Bi +3 more
wiley +1 more source
Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation [PDF]
, 2007 Neil Kellard +2 more
openalex +1 more source
Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate [PDF]
Price distributions estimation has become a relevant subject for risk and pricing literature. Special concern resides on tail probabilities, which usually presents more severe observations than those predicted by Normal distributions.
Frederico Pechir Gomes +2 more
core
Advanced Materials Technologies, EarlyView.This work presents a method to print multi‐layer elastomer structures containing liquid cavities, where the fluid is incorporated as part of the printing process by freezing it, thus avoiding the conventional final filling step. We demonstrate this process by fabricating and characterizing dense arrays of zipping electrostatic actuators.
Giulio Grasso +2 more
wiley +1 more source