Results 121 to 130 of about 3,977,338 (275)
Modelling the implied probability of stock market movements [PDF]
In this paper we study risk-neutral densities (RNDs) for the German stock market. The use of option prices allows us to quantify the risk-neutral probabilities of various levels of the DAX index.
Glatzer, Ernst, Scheicher, Martin
core
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]
Rev Deriv Res (Dordr), 2022 Muck M.
europepmc +1 more source
Advanced Robotics Research, EarlyView.Pak Biawak, a necrobot, embodies an unusual fusion of biology and robotics. Designed to repurpose natural structures after death, it challenges conventional boundaries between nature and engineering. Its movements are precise yet unsettling, raising questions about sustainability, ethics, and the untapped potential of biointegrated machines.
Leo Foulds +2 more
wiley +1 more source
Advanced Robotics Research, EarlyView.Permanent magnet putty (PMP) integrates high‐coercivity NdFeB particles with a dynamic polyborosiloxane–Ecoflex matrix, achieving rapid self‐healing (90% mechanical recovery in 10 s) and magnetic recovery within 20 min. With twice the sensitivity of commercial putties, PMP enables precise 5–30 N force detection and discrimination between pressing and ...
Ruotong Zhao +5 more
wiley +1 more source
Why do we smile? On the determinants of the implied volatility function. [PDF]
We report simple regressions and Granger causality tests in order to understand the pattern of implied volatilities across exercise prices. We employ all calls and puts transacted between 16:00 and 16:45 on the Spanish IBEX-35 index from January 1994 to ...
Rubio, Gonzalo +2 more
core
Compliant Pneumatic Feet with Real‐Time Stiffness Adaptation for Humanoid Locomotion
Advanced Robotics Research, EarlyView.A compliant pneumatic foot with real‐time variable stiffness enables humanoid robots to adapt to changing terrains. Using onboard vision and pressure control, the foot modulates stiffness within each gait cycle, reducing impact forces and improving balance. The design, cast in soft silicone with embedded air chambers and Kevlar wrapping, offers durable,
Irene Frizza +3 more
wiley +1 more source
Cause-and-effect between implied volatility and options price
, 2010 Implied volatility is widely believed to be the best underlying exchange rate volatility forecast for pricing currency options. To measure unbiased implied volatility requires accurate options price.
Hoque, Ariful
core
Advanced Robotics Research, EarlyView.An enhanced universal gripper combining rigid mechanics with self‐adaptable fingers is presented for industrial automation. The novel six‐bar linkage with integrated compliant pad eliminates mechanical interference while enabling passive shape adaptation.
Muhammad Usman Khalid +7 more
wiley +1 more source
Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models [PDF]
The volatility accuracy of several volatility forecast models is examined for the case of daily spot returns for the Mexican peso - US Dollar exchange rate.
Guillermo Benavides
core
Advanced Robotics Research, EarlyView.DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano +3 more
wiley +1 more source