Results 31 to 40 of about 3,977,338 (275)

GAN-Enhanced Implied Volatility Surface Reconstruction for Option Pricing Error Mitigation

IEEE Access
The accurate modeling of implied volatility surfaces is crucial for option pricing and risk management in financial markets. Traditional parametric approaches, such as the Stochastic Volatility Inspired (SVI) model, often suffer from rigid functional ...
Yao Ge, Ying Wang, Jingyi Liu, Jiyuan Wang   +3 more
doaj   +1 more source

Adaptive Foam 3D Printing of Ultralight and Multifunctional Materials

Advanced Engineering Materials, EarlyView.
Adaptive foam 3D printing, enabled by expandable microspheres, imparts cellular structures to thermoplastic and thermosetting polymers, manufactured through a variety of processes including fused filament fabrication, direct ink writing, digital light processing, and inkjet printing.
Nariman Rajabifar, Amir Ameli
wiley   +1 more source

Simulation of Implied Volatility Surfaces via Tangent Lévy Models [PDF]

SIAM Journal on Financial Mathematics, 2017
In this paper, we implement and test two types of market-based models for European-type options, based on the tangent Levy models proposed recently by R. Carmona and S. Nadtochiy. As a result, we obtain a method for generating Monte Carlo samples of future paths of implied volatility surfaces.
René Carmona 0001, Yi Ma, Sergey Nadtochiy   +2 more
openaire   +3 more sources

Entropy‐Driven Design of Low‐Melting‐Point Alloys via Compositionally Complex Strategy

Advanced Engineering Materials, EarlyView.
Conventional low‐melting‐point alloys (LMPAs) are limited by a narrow compositional space and inherent property trade‐offs. This review presents an entropy‐driven design strategy that overcomes these limitations, ushering in a new class of low‐melting‐point compositionally complex alloys (LMCCAs).
Yinghui Shang, Jianxiang Zhao, Zhaoqi Chen, Hao Gong, Yinsen Yan, Junlei Tao, Yong Yang   +6 more
wiley   +1 more source

Intrinsic Photoactive Star ZnPc–Poly(glutamate) Nanoplatforms for Multimodal Glioblastoma Therapy and Brain‐Targeted Delivery

Advanced Functional Materials, EarlyView.
An intrinsic photoactive star‐shaped zinc phtalocyanine‐poly(L‐glutamic acid) (ZnPc‐PGA) nanoplatform for multimodal glioblastoma (GBM) therapy and brain‐targeted elivery. A ZnPc‐PGA‐based multifunctional theranostic nanocarrier platform enables image‐guided, multimodal GBM therapy. ZnPc‐PGA nanocarriers support the integration of fluorescence imaging,
Amina Benaicha‐Fernández, Teodora Ranđelović, Ana Armiñán, Víctor Sebastián, Manuel Fuentes, Cristián Huck‐Iriart, Esther Masiá, Paula Carrascosa‐Marco, Pablo Juanes‐Velasco, Snežana Đorđević, Clara Bayona, Ignacio Ochoa, Maria Medel, Inmaculada Conejos‐Sánchez, María J. Vicent   +14 more
wiley   +1 more source

Modelling the implied volatility – A case of EUR/PLN currency options

International Journal of Management and Economics
Implied volatility, quoted by market makers for Over-the-Counter foreign exchange options, constructs a volatility surface that facilitates the pricing of all vanilla contracts.
Mielus Piotr
doaj   +1 more source

KRIGING FOR IMPLIED VOLATILITY SURFACE

, 2021
Implied volatility surface is of crucial interest for risk management and exotic option pricing models. Its construction is usually carried out in accordance with the arbitrage-free principle. This condition leads to shape restrictions on the option prices such as monotonicity with respect to maturities and convexity with respect to strike prices.
Cousin, Areski, Gueye, Djibril
openaire   +1 more source

Electrode and Microstructure Dependence of Oxygen Diffusion in Ferroelectric Hafnium Zirconium Oxide Thin Films

Advanced Functional Materials, EarlyView.
Significant nanoscale oxygen diffusion coefficient variations are measured in ferroelectric hafnium zirconium oxide films with grain boundaries and electrode interfaces exhibiting values 104 times larger than the grain cores. Overall coefficients are 10X larger for films prepared with metal nitride electrodes compared to refractory metals. New insights
Liron Shvilberg, Thomas W. Pfeifer, Chuanzhen Zhou, Yong Kyu Choi, Duk‐Hyun Choe, Patrick E. Hopkins, Jon F. Ihlefeld   +6 more
wiley   +1 more source

Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies

Advanced Functional Materials, EarlyView.
The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley   +1 more source

Advances in Sustainable and Wearable Textile Based Soft Robotics

Advanced Functional Materials, EarlyView.
This Review examines advances in wearable textile‐based soft robotics, focusing on sustainable materials, integrated sensing, and scalable actuation. It discusses manufacturing and system integration across healthcare, assistive robotics, prosthetics, and human–machine interfaces, and highlights key challenges in circular design, including life‐cycle ...
Zahir Abbas, Marzia Dulal, Sophia K. Novoselov, Victoria K. Novoselov, Kostya S. Novoselov, Shaila Afroj, Nazmul Karim   +6 more
wiley   +1 more source