Results 181 to 190 of about 993 (234)

The impact of financing conditions on global deep decarbonization

Waidelich P, Crassier C, de Boer HS, Tautorat P, Steffen B, Vuuren Dv.   +5 more
europepmc   +1 more source

Drug Delivery Device Design and Compatibility with Nitrogen Dioxide Gas Sterilization. [PDF]

Pharmaceuticals (Basel)
Ray N, Schexnayder JD, Ashfaq A, Sarwahrdy N, Lisco D, Abdollahi Khabisi M, Bateman T, Sadler T, Opie D, Al-Sheikhly M.   +9 more
europepmc   +1 more source

sp²/sp³-Hybridized nitrogen-mediated electrochemical CO₂ capture and utilization. [PDF]

Sci Adv
Zhang Z, Li Y, Zhong Y, Li P, Zhu L, Zheng Z, Jia B, David M, Fu Y, Yu H, Ma T.   +10 more
europepmc   +1 more source

Research Progress in the Construction Strategy and Application of Superhydrophobic Wood. [PDF]

Molecules
Chang S, Yao L, Wang L, Wu Y.
europepmc   +1 more source

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Implied volatility and skewness surface

Review of Derivatives Research, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Feunou, Bruno, Fontaine, Jean-Sébastien, Tédongap, Roméo   +2 more
openaire   +1 more source

Dynamics of implied volatility surfaces

Quantitative Finance, 2002
Abstract The prices of index options at a given date are usually represented via the corresponding implied volatility surface, presenting skew/smile features and term structure which several models have attempted to reproduce. However, the implied volatility surface also changes dynamically over time in a way that is not taken into account by current ...
Rama Cont, José da Fonseca
openaire   +1 more source

Stochastic Models of Implied Volatility Surfaces

Economic Notes, 2002
We propose a market–based approach to the modelling of implied volatility, in which the implied volatility surface is directly used as the state variable to describe the joint evolution of market prices of options and their underlying asset. We model the evolution of an implied volatility surface by representing it as a randomly fluctuating surface ...
Rama Cont, Valdo Durrleman, José Da Fonseca   +2 more
openaire   +1 more source

Improved Methods for Implied Volatility Surface and Implied Distributions.

SSRN Electronic Journal, 2020
We present a highly mechanical method for the construction of implied volatility surface and implied transition probability density function that satisfies the no arbitrage condition(NAC) under missing data environment. This paper assumes a Dupire's model which is a simple extension of the Black-Scholes model.
openaire   +1 more source

Deep Learning Based Dynamic Implied Volatility Surface

SSRN Electronic Journal, 2021
We propose to model the dynamics of the entire implied volatility surface (IVS) multi-step ahead by letting the parameters of a stochastic volatility model with an explicit expression for the smile be dynamically evolved. We assume that these model parameters are stochastic processes driven by some explanatory variables and use deep learning to infer ...
Daniel Alexandre Bloch, Arthur Böök
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The Option-Implied Asset Volatility Surface

SSRN Electronic Journal, 2020
This paper provides a simple way to obtain an option-implied asset volatility surface. The proposed estimation technique allows to estimate the unobservable asset volatility surface in the same fashion of what is done when equity volatility is extracted from options.
openaire   +1 more source