Results 41 to 50 of about 184,275 (367)
Journal of Function Spaces, 2021 It has been found that the surface of implied volatility has appeared in financial market embrace volatility “Smile” and volatility “Smirk” through the long-term observation.
Yanli Zhou +3 more
doaj +1 more source
ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO
E-Jurnal Matematika, 2018 Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market.
MAKBUL MUFLIHUNALLAH +2 more
doaj +1 more source
From characteristic functions to implied volatility expansions [PDF]
, 2014 For any strictly positive martingale $S = \exp(X)$ for which $X$ has a characteristic function, we provide an expansion for the implied volatility. This expansion is explicit in the sense that it involves no integrals, but only polynomials in the log ...
Jacquier, Antoine, Lorig, Matthew
core +1 more source
Home‐Based Tele‐tDCS in Amyotrophic Lateral Sclerosis: Feasibility, Safety, and Preliminary Efficacy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Amyotrophic lateral sclerosis (ALS) is a progressive neurodegenerative disease with limited treatment options. Transcranial direct current stimulation (tDCS) shows promise as a neuromodulatory intervention in various neurological disorders, but its application in ALS, particularly in a remote, home‐based format, remains underexplored.
Sangeetha Madhavan +6 more
wiley +1 more source
Assessing the Ecological Value: Monetizing Process Innovations in Tailored Forming
Advanced Engineering Materials, EarlyView.This article introduces a method for evaluating the sustainability of innovations, even with limited data. The method is illustrated through an analysis of the “Tailored Forming” technology, which explores the impact of sustainability on economic value added.
Jonas Schneider +4 more
wiley +1 more source
The exact Taylor formula of the implied volatility [PDF]
Finance and Stochastics, 2016 In a model driven by a multi-dimensional local diffusion, we study the behavior of implied volatility and its derivatives with respect to log-strike k and maturity T near expiry and at the money. We recover explicit limits of these derivatives for (T,k) approaching the origin within the parabolic region |x-k|^2 < T, with x denoting the spot ...
Pagliarani, Stefano, PASCUCCI, ANDREA
openaire +7 more sources
Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring [PDF]
, 2016 This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in continuing trend and mean-reversion respectively.
arxiv +1 more source
Rough-Heston Local-Volatility Model [PDF]
arXiv, 2022 In industrial applications it is quite common to use stochastic volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market volatilities, these models are usually extended by adding a local volatility term.
arxiv
Current Trends and Future Perspective for Cold Spray Metal‐Ceramic Composites
Advanced Engineering Materials, EarlyView.The use of cold spray (CS) technology for creating cermet deposits, combining ceramic and metallic components, is advancing rapidly. Cermets offer excellent temperature handling and erosion resistance for diverse applications. This review outlines the current state of the art, focusing on the deposition dynamics and strategies to optimize the ...
Romario A. Wicaksono +2 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This study explores a process chain to produce dispersoid‐strengthened CuCr1Zr for applications requiring high strength and conductivity. Using gas‐atomized powder and copper‐plated alumina nanoparticles, additive manufacturing is performed via powder bed based additive manufacturing with green and red lasers, followed by heat treatment.
Heinrich von Lintel +7 more
wiley +1 more source