Results 171 to 180 of about 184,275 (367)
The Small and Large Time Implied Volatilities in the Minimal Market Model [PDF]
This paper derives explicit formulas for both the small and large time limits of the implied volatility in the minimal market model. It is shown that interest rates do impact on the implied volatility in the long run even though they are negligible in ...
Eckhard Platen, Zhi Guo
core
Biological and Mechanical Limitations for Chronic Fast‐Scan Cyclic Voltammetry Sensor Design
Advanced Materials Technologies, EarlyView.Real‐time detection of neurochemicals has demonstrated value in the field of neuroscience. However, current methods have limitations for use in the chronic setting, which is often the ideal environment for research. This article discusses these limitations, as well as technologies that have been developed to overcome them, and provides recommendations ...
Mason L. Perillo +6 more
wiley +1 more source
A Hull and White Formula for a General Stochastic Volatility Jump‐Diffusion Model with Applications to the Study of the Short‐Time Behavior of the Implied Volatility [PDF]
, 2008 Elisa Alòs +3 more
openalex +1 more source
Progress in Flexible Perovskite Solar Cells: Paving the Way for Scalable Manufacturing
Advanced Materials Technologies, EarlyView.Perovskite solar cells (PSCs) are well positioned for a successful market uptake. This is due to an unprecedented improvement of their efficiency and stability since the first report in 2009. In this review paper, the building blocks for the scalable manufacturing and future commercialization of flexible PSCs and their pathway to impact will be ...
Dimitar I. Kutsarov +5 more
wiley +1 more source
Implied Volatility and Risk Preference From Option Prices.
, 1991 Kenneth S. Bartunek
openalex +2 more sources
Numerics of Implied Binomial Trees [PDF]
Market option prices in last 20 years conrmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility.
Alena Mysickova, Wolfgang Härdle
core
Advanced Materials Technologies, EarlyView.This study presents a braided fiber‐reinforced sleeve that amplifies strain in soft materials, enhancing their performance in stretchable devices like sensors and energy harvesters. By reinforcing and elongating encased materials, the sleeve increases the “effective” strain.
Emily Duan +4 more
wiley +1 more source
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model [PDF]
, 2009 Louis Paulot
openalex +1 more source
Accuracy of Implied Volatility Approximations Using "Nearest-to-the-Money" Option Premiums [PDF]
Implied volatility is a useful bit of information for futures and options hedgers and speculators. However, extraction of implied volatility from Black-Scholes (BS) option pricing model requires a numeric search.
Bridges, William +3 more
core +1 more source
Advanced Materials Technologies, EarlyView.This perspective presents an in‐depth analysis of the structural‐property relationships between acoustic and mechanical properties in lattice structures. It introduces the concept of “acoustical geometry” and identifies the limitations of traditional lattice designs in simultaneously optimizing sound absorption and mechanical performance.
Xinwei Li, Xinxin Wang, Zhendong Li
wiley +1 more source