Results 51 to 60 of about 112,069 (297)
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 review explores wafer bonding technologies, covering wafer preparation, activation methods, and bonding mechanisms. It compares direct and indirect bonding, highlights recent advancements and future trends, and examines applications in 3D integration and packaging.
Abdul Ahad Khan +5 more
wiley +1 more source
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
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
Advanced Engineering Materials, EarlyView.Bimetallic structures of Inconel 718 and CuCrZr are fabricated using the laser powder directed energy deposition method. The study reveals a strong dependence of interface characteristics such as width and interfusion on processing and heat treatment strategies.
Hamidreza Javidrad, Bahattin Koc
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
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
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 +7 more
wiley +1 more source
Mathematics, 2022 We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the systemic stock market risk. For this
Nicolás Magner +2 more
doaj +1 more source
Implied Volatility Functions: Empirical Tests [PDF]
IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr), 1996 Abstract Expected future volatility plays a central role in finance theory. Consequently, accurately estimating this parameter is crucial to meaningful financial decision making. Finance researchers generally rely on the past behavior of asset prices to develop expectations about volatility, documenting movements in volatility as they ...
Bernard Dumas +2 more
openaire +5 more sources