Results 51 to 60 of about 3,177 (265)

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 σ 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 < λ T, with x denoting the spot log ...
Pagliarani, Stefano, PASCUCCI, ANDREA
openaire   +7 more sources

Advances in Sustainable and Wearable Textile Based Soft Robotics

Advanced Functional Materials, EarlyView.
This Review examines advances in wearable textile‐based soft robotics, focusing on sustainable materials, integrated sensing, and scalable actuation. It discusses manufacturing and system integration across healthcare, assistive robotics, prosthetics, and human–machine interfaces, and highlights key challenges in circular design, including life‐cycle ...
Zahir Abbas, Marzia Dulal, Sophia K. Novoselov, Victoria K. Novoselov, Kostya S. Novoselov, Shaila Afroj, Nazmul Karim   +6 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

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, Kräussl, Roman, Stork, Philip   +2 more
openaire   +6 more sources

Support‐Controlled Reaction Pathways via Dynamic Sulfur‐Mediated Interfaces for Selective Urea Electrolysis

Advanced Functional Materials, EarlyView.
Sulfur‐doped graphitized carbon nanofibers act as adaptive catalyst–support platforms, enabling dynamic sulfur‐mediated reconstruction and strong metal–support interactions. This unique behavior enhances catalyst stability and controls reaction pathways, achieving highly selective urea oxidation (∼92% N2) coupled with efficient hydrogen evolution ...
Melanie Guillén‐Soler, Lucía Vizcaíno‐Anaya, Ahmad Tayyebi, José Manuel Vila‐Fungueiriño, María del Carmen Giménez‐López   +4 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  

Bio‐Inspired Biopolymeric Implantable Platform for Localized and Sustained Drug Delivery in Solid Tumor Treatment

Advanced Functional Materials, EarlyView.
A bio‐inspired biopolymeric implantable drug delivery platform enables localized and sustained release of 7‐ethyl‐10‐hydroxycamptothecin (SN‐38) in solid tumor treatment. The three‐dimensional (3D) structured crosslinked‐chitosan implants are fabricated via 3D‐printed molds and provide drug release over 3 months, significantly inhibiting tumor growth ...
Mercedes Lozano‐Garcia, Constantine Vogiatzis, Alejandra Planells‐Devesa, Emre Dikici, Caroline Vieira Maluf, Vasudev Vivekanand Nayak, Paulo G. Coelho, Lukasz Witek, Alicia Bilbao, Daniel Bilbao, Prasoon Mohan, Sapna Deo, Sylvia Daunert   +12 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

FinTech
This 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, Jose Manuel Mira Mcwilliams   +1 more
doaj   +1 more source

Ferroelectric Polarization Enabled Threshold Voltage Modulation in High Electron Mobility Transistor

Advanced Functional Materials, EarlyView.
A comprehensive model is developed to capture the coupled electrostatics of a ferroelectric capacitor and a metal‐insulator‐semiconductor high electron mobility transistor (MISHEMT) connected in ferroelectric‐metal high electron mobility transistor (FeMHEMT) configuration.
Wentian Gao, Andre Wachowiak, Thomas Mikolajick, Uwe Schroeder, Roberto Guido   +4 more
wiley   +1 more source