Results 51 to 60 of about 3,336 (266)
Advanced Functional Materials, EarlyView.Nitride MXenes remain constrained by a persistent gap between computational prediction and experimental realization. This Review identifies the thermodynamic, kinetic, and chemical barriers limiting their synthesis, critically evaluates emerging fabrication routes, and proposes a multidimensional computational‐experimental framework to accelerate the ...
Naresh Varnakavi, Masoud Soroush
wiley +1 more source
Implied Volatility Sentiment: A Tale of Two Tails [PDF]
SSRN Electronic Journal, 2018 We propose a sentiment measure jointly derived from out-of-the-money index puts and single stock calls: implied volatility (IV-) sentiment. In contrast to implied correlations, our measure uses information from the tails of the risk-neutral densities from these two markets rather than across their entire moneyness structures.
Félix, Luiz +2 more
openaire +6 more sources
Advanced Functional Materials, EarlyView.Forming‐free epitaxial Pt/La0.5Sr0.5CoOx (LSCO)/La0.5Sr0.5MnO3 (LSMO) memristors exhibit heterogeneous and partially reversible topotactic switching involving brownmillerite (BM)‐, Grenier (GN)‐like‐, and perovskite (PV)‐like configurations. Atomic‐resolution scanning transmission electron microscopy and in situ transmission electron microscopy resolve
Zi‐Qin Hong +5 more
wiley +1 more source
The implicit models of the option valuation
Management Letters/Cuadernos de Gestión, 2004 Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
doaj
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
Magneto‐Ionic Devices With Polymer‐Based Electrolytes
Advanced Functional Materials, EarlyView.Polymer electrolytes are introduced for magneto‐ionic devices based on hydroxide and hydrogen ions. The magneto‐ionic effect results in a pronounced voltage‐controlled variation of coercivity in both devices. The switching speed is in the range of 100 ms.
Markus Gößler +3 more
wiley +1 more source
The predictive power of dollar-real call optionsimplied volatility
Economia Aplicada, 2002 Previous empirical researches pointed out the relation between stress events in financial markets and implied volatility in option prices, indicating that large movements in asset prices would be preceded by significant increases in implied volatility ...
Daniel Augusto Motta
doaj
Study on the Validity of Volatility Trading
FinTechThis study examines the role of volatility mean reversion in option pricing and evaluates the performance of commonly used volatility estimators within a broad market context.
Alberto Castillo +1 more
doaj +1 more source
Advanced Functional Materials, EarlyView.All‐epitaxial and scalable ferromagnetic/non‐magnetic Fe5−xGeTe2/WSe2 van der Waals (vdW) heterostructures exhibiting room‐temperature magnetism and perpendicular magnetic anisotropy (PMA) are realized. The system displays proximity‐tuned magnetic anisotropy, thickness‐dependent unconventional Hall effects, and temperature‐dependent sign reversal of ...
Hua Lv +15 more
wiley +1 more source