Results 41 to 50 of about 118,948 (346)
Advanced Engineering Materials, EarlyView.EDX elemental map of the pre‐oxidized MgO–steel cermet anode cross section after electrolysis. The development of inert anodes for aluminum electrolysis remains challenging due to the high corrosivity of cryolite‐based melts at 950°C–1000°C. This study investigates the corrosion and process behavior of a carbon‐free MgO–steel cermet anode derived from ...
Alexander Adamczyk +7 more
wiley +1 more source
, 2010 In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied volatility agree algebraically, thus confirming a ...
Gatheral, Jim, Jacquier, Antoine
core +1 more source
Advanced Functional Materials, EarlyView.A pore tuning strategy to amplify the multi‐site MOF‐SO2 interactions is proposed to achieve an enhanced trace SO2 capture and chemiresistive sensing in highly stable isostructural DMOFs by annelating benzene rings. This work provides a facile strategy to achieve tailor‐made stable MOF materials for specific multifunctional applications.
Shanghua Xing +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Zinc(II) coordination complexes with tunable aryloxy‐imine ligands exhibit controllable supramolecular self‐assembly into hierarchical fibrous structures. Coordination‐driven stacking, not π–π interactions, enables gelation, dynamic assembly/disassembly, and enhanced nanomechanical properties.
Merlin R. Stühler +10 more
wiley +1 more source
A Gaussian semi-parametric implied volatility model
Journal of Algorithms & Computational Technology, 2017 Modeling the implied volatility has received extensive attention, as the implied volatility is an important parameter in option pricing. Usually the implied volatility can be approximated by fitting a polynomial about the strike and the maturity or by ...
Xiaoyan Wu +3 more
doaj +1 more source
On asymptotically arbitrage-free approximations of the implied volatility [PDF]
, 2022 Masaaki Fukasawa
openalex +1 more source
Fast‐Responding O2 Gas Sensor Based on Luminescent Europium Metal‐Organic Frameworks (MOF‐76)
Advanced Functional Materials, EarlyView.Luminescent MOF‐76 materials based on Eu(III) and mixed Eu(III)/Y(III) show rapid and reversible changes in emission intensity in response to O2 with very short response times. The effect is based on triplet quenching of the linker ligands that act as photosensitizers. Average emission lifetimes of a few milliseconds turn out to be mostly unaffected by
Zhenyu Zhao +5 more
wiley +1 more source
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting
Journal of Agricultural and Resource Economics, 2011 This paper examines returns from holding 30- and 90-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets.
Lee Brittain +2 more
doaj +1 more source
Energies, 2020 This paper aims to analyze the impact of implied volatility on the costs, break-even points (BEPs), and the final results of the vertical spread option strategies (vertical spreads).
Bartosz Łamasz, Natalia Iwaszczuk
doaj +1 more source
Mathematics, 2023 This paper studies the predictability of implied volatility indices of stocks using financial reports tone disagreement from U.S. firms. For this purpose, we build a novel measure of tone disagreement based on financial report tone synchronization of U.S.
Nicolas S. Magner +3 more
doaj +1 more source