Results 71 to 80 of about 119,543 (344)
Dynamics of Connectedness in Clean Energy Stocks
Energies, 2020 This paper examines the dynamics of connectedness among the realized volatility indices of 16 clean energy stocks belonging to the SPGCE and the implied volatility indices of two important stock markets—the S&P 500 and the STOXX50—and two commodities ...
Fernanda Fuentes, Rodrigo Herrera
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On asymptotically arbitrage-free approximations of the implied volatility [PDF]
, 2022 Masaaki Fukasawa
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Advanced Functional Materials, EarlyView.Ferroelectricity in thin HfO2‐based films offers great possibilities for next‐generation neuromorphic memory devices. There, the response to subcoercive voltage signals is driven by the movement of mobile interfaces and their interaction with crystal defects – a yet rather unexplored aspect, which we shed light on and gain new insights into the complex
Maximilian T. Becker +11 more
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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
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2D Magnetic and Topological Quantum Materials and Devices for Ultralow Power Spintronics
Advanced Functional Materials, EarlyView.2D magnets and topological quantum materials enable ultralow‐power spintronics by combining robust magnetic order with symmetry‐protected, Berry‐curvature‐driven transport. Fundamentals of 2D anisotropy and spin‐orbit‐coupling induced band inversion are linked to scalable growth and vdW stacking.
Brahmdutta Dixit +5 more
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Implied Volatility Structure in Turbulent and Long-Memory Markets
Frontiers in Applied Mathematics and Statistics, 2020 We consider fractional stochastic volatility models that extend the classic Black–Scholes model for asset prices. The models are general and motivated by recent empirical results regarding the behavior of realized volatility. While such models retain the
Josselin Garnier, Knut Sølna
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Advanced Functional Materials, EarlyView.A Complexation‐Mediated Diffusion‐Limited Growth (CMDLG) framework is established to rationalize the anisotropic growth of lead‐free perovskites. Integrating coordination chemistry with mass transport kinetics, this study theoretically derives and experimentally validates that stable iodocuprate complexes induce a diffusion‐limited regime.
Hyunmin Lee +5 more
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Photon Avalanching Nanoparticles: The Next Generation of Upconverting Nanomaterials?
Advanced Functional Materials, EarlyView.This Perspective outlines the mechanistic foundations that enable photon‐avalanche (PA) behavior in lanthanide nanomaterials and contrasts them with emerging application spaces and forward‐looking design strategies. By bridging threshold engineering, energy‐transfer dynamics, and materials engineering, we provide a coherent roadmap for advancing the ...
Kimoon Lee +7 more
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E-Jurnal Matematika, 2016 Black-Scholes model suggests that volatility is constant or fixed during the life time of the option certainly known. However, this does not fit with what happen in the real market. Therefore, the volatility has to be estimated. Implied Volatility is the
IDA AYU EGA RAHAYUNI +2 more
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Advanced Functional Materials, EarlyView.The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu +10 more
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