Results 101 to 110 of about 335,056 (277)
Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]
This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Malipeddi, Koteswararao +1 more
core +1 more source
Advanced Healthcare Materials, EarlyView.This work presents a low‐cost, reagent‐free point‐of‐care biosensor integrating redox‐active polyphenol red molecularly imprinted polymers (pPhR MIPs) on highly porous gold (HPG) electrodes for ultrasensitive detection of phosphorylated tau 181 (p‐Tau 181), an Alzheimer’s disease biomarker, in undiluted biofluids.
Sudhaunsh Deshpande +4 more
wiley +1 more source
GARCH Option Pricing Under Skew [PDF]
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities.
Sofiane ABOURA
core +3 more sources
Unlocking the black box: Non-parametric option pricing before and during COVID-19. [PDF]
Ann Oper Res, 2022 Gradojevic N, Kukolj D.
europepmc +1 more source
Martingalized Historical approach for Option Pricing [PDF]
In a discrete time option pricing framework, we compare the empirical performance of two pricing methodologies, namely the affine stochastic discount factor (SDF) and the empirical martingale correction methodologies.
Christophe Chorro +2 more
core
Advanced Materials, EarlyView.An overview is provided of the mechanochemistry of metal‐organic frameworks (MOFs) and covalent‐organic frameworks (COFs), highlighting opportunities and strategies for discovery, synthesis and reactivity studies of these materials. Mechanistic studies and comparisons to the mechanochemistry of organic solids are outlined, showcasing how advances in ...
Joseph M. Marrett +3 more
wiley +1 more source
Asian rainbow option pricing formulas of uncertain stock model. [PDF]
Soft comput, 2021 Gao R, Wu W, Liu J.
europepmc +1 more source
GARCH Options in Incomplete Markets [PDF]
We propose a new method to compute option prices based on GARCH models. In an incomplete market framework, we allow for the volatility of asset return to differ from the volatility of the pricing process and obtain adequate pricing results.
Barone-Adesi, Giovanni +2 more
core
The Promise of Solid Lubricants for a Sustainable Future
Advanced Materials, EarlyView.Lubricants are vital for technology, saving energy and resources. The industry seeks sustainable solutions beyond fossil fuels. Solid lubricants offer extremely low friction and reduce environmental impact, especially in harsh conditions. Can these solids truly replace liquid lubricants, or are they limited to extreme applications?
Philipp G. Grützmacher +7 more
wiley +1 more source
Implied volatility estimation of bitcoin options and the stylized facts of option pricing. [PDF]
Financ Innov, 2021 Zulfiqar N, Gulzar S.
europepmc +1 more source