Results 51 to 60 of about 1,687,826 (388)
Proceedings, 2020 Computing implied volatility from observed option prices is a frequent and challenging task in finance, even more in the presence of dividends. In this work, we employ a data-driven machine learning approach to determine the Black–Scholes implied ...
Shuaiqiang Liu +3 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.This study presents micropleated filters manufactured by needleless electrospinning. Nanofibers are deposited onto uniaxially pre‐stretched substrates that contract upon release, forming densely packed micropleats. This architecture increases effective surface area without enlarging the filter size, achieving quality factors comparable to those of ...
Aleksandr Fadeev +6 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
Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source
Stock Returns and Implied Volatility: A New VAR Approach
Economics: Journal Articles, 2012 Bong Soo Lee, Doojin Ryu
doaj +2 more sources
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.The versatile precursor‐assisted soft sphere close packing during slot‐die coating is investigated with in situ X‐ray scattering. The soft crystallization pathways towards a close packing involve multistep structural transitions such as surface nucleation, in‐plane, and out‐of‐plane crystallization.
Guangjiu Pan +14 more
wiley +1 more source
The Impact of Determinants on the Volatility of Banking Sector Stock Returns in Europe
Problemy Zarządzania, 2019 The aim of the paper is to examine the impact of macroeconomic determinants on the volatility of banking sector stock returns in Europe. The research was conducted for 182 banks in 26 European countries in which banks are listed in the stock market.
Katarzyna Niewińska
doaj +1 more source
On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index
Sustainability, 2019 This article examines the effects of economic policy uncertainty (EPU) on the implied volatility index. The implied volatility index of various markets has been analyzed in relation to scheduled macroeconomic announcements, such as EPU and equity market ...
Imlak Shaikh
semanticscholar +1 more source
Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
wiley +1 more source