Results 101 to 110 of about 3,977,338 (275)
Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets [PDF]
Replaced with revised version of paper 07/22/11 and 2/14/2012.Volatility Spillovers, Implied Volatility, Structural Change, Risk and Uncertainty,
Goodwin, Barry K., Zhao, Jieyuan
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Realised volatility estimators [PDF]
, 2014 Includes bibliographical references.This dissertation is an investigation into realised volatility (RV) estimators. Here, RV is defined as the sum-of-squared-returns (SSR) and is a proxy for integrated volatility (IV), which is unobservable.
Königkrämer, Sören
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Recent Advances of Slip Sensors for Smart Robotics
Advanced Materials Technologies, EarlyView.This review summarizes recent progress in robotic slip sensors across mechanical, electrical, thermal, optical, magnetic, and acoustic mechanisms, offering a comprehensive reference for the selection of slip sensors in robotic applications. In addition, current challenges and emerging trends are identified to advance the development of robust, adaptive,
Xingyu Zhang +8 more
wiley +1 more source
Advanced Materials Technologies, EarlyView.A patient‐specific, imaging‐guided aid enables precise and reproducible drug delivery to the inner ear. By guiding therapeutic agents directly to the round window niche, this approach reduces variability in drug localization, improves delivery safety, and addresses a critical bottleneck in inner ear therapy, offering a scalable strategy for precision ...
Yanjing Luo +4 more
wiley +1 more source
Implied Volatility Surface Construction
, 2018 Implied volatility surfaces are central tools used for pricing options. This thesis treats the topic of their construction. The main purpose is to uncover the most appropriate methodology for constructing implied volatility surfaces from discrete data and evaluate how well it performs.
openaire +1 more source
Turning Water Into a Tool: From Degradation Pathways to Functional Engineering in Halide Perovskites
Advanced Materials Technologies, EarlyView.Water exhibits a threshold‐dependent dual role in lead halide perovskites, acting either as a degradation trigger or as a powerful tool for defect passivation, recrystallization, and structural engineering. This review discusses how controlled water‐mediated interactions govern stability, dimensionality, and optoelectronic performance, providing ...
Raphaella T. S. Gonçalves +4 more
wiley +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
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, Alan +2 more
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High-frequency dynamics of the implied volatility surface
, 2020 We present a Hawkes modeling of the volatility surface's high-frequency dynamics and show how the Hawkes kernel coefficients govern the surface's skew and convexity. We provide simple sufficient conditions on the coefficients to ensure no-arbitrage opportunities of the surface.
openaire +2 more sources
Advanced Materials Technologies, EarlyView.This work establishes Bi2MoO6/rGO heterostructures as a mechanism‐guided platform for high‐performance room‐temperature ethanol gas detection by showing that modest adsorption, in conjunction with dynamic interfacial band modulation, enables rapid charge‐transfer.
Sagarika Panda +7 more
wiley +1 more source
Tracking Brazilian Exchange Rate Volatility [PDF]
This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Sandro Canesso de Andrade +2 more
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