Results 31 to 40 of about 19,599 (310)
To Examine the Spillover effect between the KSE100 and S&P500 Index
Universidad y Empresa, 2018 The volatility spillover is defined as the transmission of instability from market to market. It occurs when the volatility price change in one market causes a lagged impact on volatility price in another market above the local effects of market. In this
Mudassar Hasan +4 more
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Probability distributions for wind speed volatility characteristics: A case study of Northern Norway
Energy Reports, 2021 The Norwegian Arctic is rich in wind resources. The development of wind power in this region can boost green energy and also promote local economies. In wind power engineering, it is a tremendous advantage to base projects on a sound understanding of the
Hao Chen +3 more
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FEBS Letters, EarlyView.Phototrophs evolved light‐harvesting systems adapted for efficient photon capture in habitats enriched in far‐red radiation. A subset of eukaryotic pigment‐binding proteins can absorb far‐red photons via low‐energy chlorophyll states known as red forms.
Antonello Amelii +8 more
wiley +1 more source
Heliyon, 2023 How does the participation of foreign investors on local bond markets impact the volatility of bond prices and yields? An answer to this question is important for policy makers from emerging markets in their attempts to liberalize access to financial ...
Qian Wang +3 more
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Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS
International Journal of Theoretical and Applied Finance, 2020 We discuss a competitive alternative to stochastic local volatility models, namely the Collocating Volatility (CV) framework, introduced in [L. A. Grzelak (2019) The CLV framework — A fresh look at efficient pricing with smile, International Journal of Computer Mathematics 96 (11), 2209–2228].
van der Stoep, A.W. (author) +2 more
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FEBS Open Bio, EarlyView.IqgC is a RasGAP from Dictyostelium discoideum. IqgC binds RasG via its RasGAP domain and deactivates it on macroendocytic cups, thereby suppressing the uptake of fluid and particles. IqgC has a positive effect on cell‐substratum adhesion, and its RGCt domain is required for recruitment to ventral foci.
Vedrana Filić +3 more
wiley +1 more source
Local volatility dynamic models [PDF]
Finance and Stochastics, 2008 The focus of the present paper is on the simultaneous dynamics of all the liquidity traded derivative instruments written on the underlying stocks. For the sake of simplicity, only a single underlying index or stock is considered. It is assumed that European call options of all strikes and maturities are traded, their prices are observable and they can
Carmona, René, Nadtochiy, Sergey
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Pricing Autocallables under Local-Stochastic Volatility
SSRN Electronic Journal, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Farkas, Walter +2 more
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Advanced Engineering Materials, EarlyView.This article describes the preparation and characterization of poly(ε‐caprolactone) electrospun composite fibers incorporating sol‐gel‐derived bioactive glass particles doped with B and Cu. Scanning electron microscopy, energy‐dispersive X‐ray spectroscopy, Fourier‐transform infrared spectroscopy, contact angle, acellular bioactivity, mechanical and ...
Elisa Piatti +5 more
wiley +1 more source