Results 211 to 220 of about 33,734 (264)

Insight into Pyrolysis Behavior and Cross-Linking Reactions Mechanism During Coking Coals Pyrolysis. [PDF]

Materials (Basel)
Tian L, Dou J, Chen X, Yu J.
europepmc   +1 more source

Polyhedral Oligomeric Silsesquioxane-Based Ionic Liquids: Syntheses, Properties, and Applications. [PDF]

Chem Rev
Chaudhuri H, Yun YS, Stolte S, Cho CW.
europepmc   +1 more source

A New Approach for Understanding International Hospital Bed Numbers and Application to Local Area Bed Demand and Capacity Planning. [PDF]

Int J Environ Res Public Health
Jones RP.
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Photolytic Mass Loss of Secondary Organic Aerosol Derived from Photooxidation of Biomass Burning Furan Precursors. [PDF]

ACS EST Air
Shin N, Bai B, Joo T, Wang Y, Ng NL, Liu P.   +5 more
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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

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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
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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
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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
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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.
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