Results 51 to 60 of about 116,461 (347)

An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]

, 2007
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, A., Fabbri, G., Goldys, B.
core   +1 more source

Dynamic co-movements of stock market returns, implied volatility and policy uncertainty [PDF]

, 2013
We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Antonakakis, N., Chatziantoniou, I., Filis, George   +2 more
core   +1 more source

A Comprehensive Review of Additive Manufacturing for Space Applications: Materials, Advances, Challenges, and Future Directions

Advanced Engineering Materials, EarlyView.
Additive manufacturing (AM) transforms space hardware by enabling lightweight, high‐performance, and on‐demand production. This review outlines AM processes—powder bed fusion (PBF), directed energy deposition (DED), binder jetting (BJ), sheet lamination (SL), and material extrusion (ME)—applied to propulsion, satellite structures, and thermal devices ...
Stelios K. Georgantzinos, Eleni Papadopoulou, Grigorios Kostopoulos, Stefanos Voulgaris, Alexandra Tseni, Panteleimon Bakalis, Maria Gkara, Chara C. Mitropoulou, Nikos D. Lagaros   +8 more
wiley   +1 more source

In‐Situ Growth of 2D MOFs as a Molecular Sieving Layer on SnS2 Nanoflakes for Realizing Ultraselective H2S Detection

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
The ultraselective H2S detection of the ZIF‐L/SnS2 heterostructure is demonstrated. The introduction of 2‐dimensional (2D) breathable ZIF‐L results in a substantial increase in H2S selectivity attributable to the molecular sieving effect, which impedes the permeation of gases with large kinetic diameters and high polarity.
Soo Min Lee, Yeong Jae Kim, Seon Ju Park, Woo Seok Cheon, Jaehyun Kim, Gi Baek Nam, Youngeun Kim, Ho Won Jang   +7 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, Ying Zhuang, Fei Chen, Meiqing Wang   +3 more
doaj   +1 more source

“Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis

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, Nicolás Hardy, Tiago Ferreira, Jaime F. Lavin   +3 more
doaj   +1 more source

Roughness of the Implied Volatility

, 2022
The measures of roughness of the volatility in the litterature are based on the realized volatility of high frequency data. Some authors show that this leads to a biased estimate, and does not necessarily indicate roughness of the underlying volatility process.
openaire   +2 more sources

In Situ Formation of a Melt‐Solid Interface Toward Stable Oxygen Reduction in Protonic Ceramic Fuel Cells

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
Protonic ceramic fuel cells offer a promising route to generate power efficiently but face critical challenges in achieving industrially viable activity and stability at their cathodes in CO2‐containing air. This report proposes a new cathode material design strategy to enable the cathode to be both catalytically active and CO2 tolerant through the ...
Desheng Feng, Mengran Li, Vanessa K. Peterson, Rijia Lin, Anita D'Angelo, Olexandra Marenych, Anya Yago, Dominique Appadoo, Tianjiu Zhu, Muhammad Yazid Bin Zulkifli, Shuai Gao, Yuming Wu, Xiaohe Tian, Xiaoyang Du, Zhonghua Zhu   +14 more
wiley   +1 more source

Thermally Induced Gelling Systems Based on Patchy Polymeric Micelles

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
A novel strategy to design thermally induced gelling systems with tunable material properties is reported. Polymeric mixed‐shell micelles displaying multiple thermosensitive patchy domains formed hydrogels by assembling into well‐entangled worm‐like network structures upon heating to body temperature. The patchy micelle design significantly affects the
Binru Han, Shota Fujii, André J. van der Vlies, Masoud Ghasemi, Joshua T. Del Mundo, Sarah N. Kiemle, Esther W. Gomez, Enrique D. Gomez, Ralph H. Colby, Urara Hasegawa   +9 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, Philip Garcia, Scott H. Irwin   +2 more
doaj   +1 more source