Results 61 to 70 of about 3,977,338 (275)

Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options [PDF]

Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Egelkraut, Thorsten M., Garcia, Philip
core   +2 more sources

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

Advanced Materials, EarlyView.
This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long, Huanyu Zhou, Jaewan Ko, Hongwei Tan, Jaemin Lim, Yanfei Zhao, Daehan Kang, Eojin Yoon, Gyeong‐Tak Go, Somin Kim, Seung‐Woo Lee, Chan‐Yul Park, Hyojun Choi, Hyeran Kim, Hyung Joong Yun, Sung Hyuk Park, Kwan Sik Park, Jeong Woo Park, Mungeun Kim, Yong Soo Cho, Ho Won Jang, Wenqiang Yang, Min Hyuk Park, Wan Ki Bae, Sebastiaan van Dijken, Joona Bang, Tae‐Woo Lee   +26 more
wiley   +1 more source

The Small and Large Time Implied Volatilities in the Minimal Market Model [PDF]

This paper derives explicit formulas for both the small and large time limits of the implied volatility in the minimal market model. It is shown that interest rates do impact on the implied volatility in the long run even though they are negligible in ...
Eckhard Platen, Zhi Guo
core  

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

A Market Model for Stochastic Implied Volatility [PDF]

In this paper a stochastic volatility model is presented that directly prescribes the stochastic development of the implied Black-Scholes volatilities of a set of given standard options.
Schönbucher, Philpp J.
core  

Mixed‐Metal Promotion in a Manganese‐Molybdenum Oxynitride as Catalyst to Integrate C─C and C─N Coupling Reactions for the Direct Synthesis of Acetonitrile from Syngas and Ammonia

Advanced Materials, EarlyView.
Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje, Wilson Henao, Tania Rodenas, Patricia Concepción, Virginia Pérez Dieste, Alexander Missyul, Giovanni Agostini, Gonzalo Prieto   +7 more
wiley   +1 more source

Using implied volatility to measure uncertainty about interest rates [PDF]

Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
core  

A Cu‐Based Near‐IR Active MOF with an Ion‐Pair Guest Exhibiting Versatile and Selective Gas‐Solid Reactivity

Advanced Materials, EarlyView.
The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha, Alejandro Cortés‐Villena, Silvia Gómez‐Coca, Alberto Fernández‐Alarcón, Joaquín Calbo, Raquel E. Galian, Enrique Ortí, Eliseo Ruiz, Mónica Giménez‐Marqués, Samia Benmansour, Carlos J. Gómez‐García   +10 more
wiley   +1 more source

ARE VOLATILITY EXPECTATIONS CHARACTERIZED BY REGIME SHIFTS? EVIDENCE FROM IMPLIED VOLATILITY INDICES [PDF]

This paper examines nonlinearities in the dynamics of volatility expectations using benchmarks of implied volatility for the US and Japanese markets. The evidence from Markov regime-switching models suggests that volatility expectations are likely to be ...
Mark J. Holmes, Nabil Maghrebi, Kazuhiko Nishina   +2 more
core  

2D MOF with Intrinsic Porosity for Colorimetric Volatile Organic Compounds (VOCs) Detection

Advanced Materials, EarlyView.
An uncommon 2D MOF with intrinsic in‐plane porosity that can be mechanically exfoliated undergoes a distinct and reversible colour change upon exposure to various volatile organic compounds. ABSTRACT In this work, we report an uncommon 2D metal–organic framework (MOF) with intrinsic in‐plane porosity that undergoes a distinct and reversible colour ...
Sergio R. Gamarra, Alberto Fernández‐Alarcón, Joaquín Calbo, Enrique Ortí, Guillermo Mínguez Espallargas   +4 more
wiley   +1 more source