Implied Distribution as a Function of the Volatility Smile [PDF]
, 2011 Bertrand Tavin
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Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which recent developments related to the impact on measured volatility of market microstructure noise are taken into account.
Andrew Reidy +2 more
core
Laser‐Induced Plasma Effects on Bond Breaking in High‐Density Polyethylene Pyrolysis
Advanced Materials Interfaces, EarlyView.This study introduces a novel application of Laser‐Induced Breakdown Spectroscopy (LIBS) for bond breaking in high‐density polyethylene (HDPE), an area previously unexplored in laser‐plastic interactions. For the first time, a numerical model has been developed to differentiate between photon‐induced and laser field‐induced plasma, demonstrating the ...
Rao Adeel Un Nabi +5 more
wiley +1 more source
Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach [PDF]
, 2011 Cyril Grunspan
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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
Construction and Interpretation of Model-Free Implied Volatility
, 2007 Torben G. Andersen, Oleg Bondarenko
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Fitting and testing for the implied volatility curve using parametric models [PDF]
, 2011 Chuang‐Chang Chang +2 more
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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
Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options [PDF]
, 2011 Carlos Pinho, Mara Madaleno
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