Results 51 to 60 of about 3,977,338 (275)
Advanced Healthcare Materials, EarlyView.Engineered red blood cell‐derived extracellular vesicles (eRBCEVs) are synthesized via controlled microfluidic assembly from native RBC lipids, enabling tunable encapsulation of proteins, nucleic acids, nanoparticles, and viral vectors. The platform demonstrates reproducible nanoscale architecture, preserved membrane composition, and functional cargo ...
Chiranth K. Nagaraj +23 more
wiley +1 more source
Option data and modeling BSM implied volatility [PDF]
This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
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Modelling illiquid volatility skews [PDF]
, 2014 Includes bibliographical references.Most markets trade liquidly in options on the market index, in fact they often trade at a wide range of strike levels.
Crowther, Servaas Marcus
core +1 more source
Empirical Performance of a Spline-Based Implied Volatility Surface [PDF]
SSRN Electronic Journal, 2011 We propose a nonparametric spline based representation of the implied volatility surface and evaluate its empirical performance. Our findings indicate that the proposed model significantly outperforms the best performing implied volatility model reported in the current literature.
openaire +1 more source
Advanced Healthcare Materials, EarlyView.A porous parylene‐coated electrode loaded with dexamethasone was developed to reduce inflammation after cochlear implantation. In guinea pigs, the device provided sustained drug release, maintained biocompatibility, improved auditory brainstem response thresholds, and reduced inflammatory cell infiltration and TNF‐α expression.
Chi‐Chieh Chang +11 more
wiley +1 more source
Arbitrage-Free Smoothing of the Implied Volatility Surface [PDF]
The pricing accuracy and pricing performance of local volatility models crucially depends on absence of arbitrage in the implied volatility surface: an input implied volatility surface that is not arbitrage-free invariably results in negative transition ...
Matthias R. Fengler
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Advanced Healthcare Materials, EarlyView.Mitochondria‐targeted nanotherapies emerge as a promising strategy for combating aging‐associated neurodegenerative disorders (NDs) by restoring mitochondrial function, reducing oxidative stress, and improving neuronal survival. Recent advances in nanotechnology, therapeutic delivery, and translational research are highlighted, providing insights into ...
Dnyandev G. Gadhave +8 more
wiley +1 more source
DSFM fitting of Implied Volatility Surfaces [PDF]
The implied volatility became one of the key issues in modern quantitative finance, since the plain vanilla option prices contain vital information for pricing and hedging of exotic and illiquid options. European plain vanilla options are nowadays widely
Matthias Fengler +2 more
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Advanced Healthcare Materials, EarlyView.Silicone breast implants are presented as a model system for understanding polymer permeation in vivo. Rather than representing material failure, “gel bleed” emerges from solution–diffusion transport‐mediated. By integrating polymer architecture, physicochemical transport, and biointerfacial processes, this review provides a unified framework that ...
D. Bouyer +12 more
wiley +1 more source
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
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