Results 81 to 90 of about 326,044 (303)
SAFEX maize price volatility scrutinised [PDF]
Commodity prices in general are known to have a high volatility. This is in fact what attracts speculators. The South African futures exchange (SAFEX) is not immune to this volatility.
Cutts, Michela, Geyser, Mariette
core +1 more source
Price limits are not always bad : a thesis presented in partial fulfilment of the requirements for the degree of Masters of Business Studies in Finance at Massey University, Albany, New Zealand, December 2006 [PDF]
, 2006 Regulators impose price limits on daily price movements to protect investors from excessive volatility, but several empirical studies have cast serious doubt on the benefits of such mechanisms.
Ding, Haina
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Advanced Functional Materials, EarlyView.Biofabrication aims at providing innovative technologies and tools for the fabrication of tissue‐like constructs for tissue engineering and regenerative medicine applications. By integrating multiple biofabrication technologies, such as 3D (bio) printing with fiber fabrication methods, it would be more realistic to reconstruct native tissue's ...
Waseem Kitana +2 more
wiley +1 more source
INDIFFERENCE PRICES AND IMPLIED VOLATILITIES [PDF]
Mathematical Finance, 2016 AbstractWe consider a general local‐stochastic volatility model and an investor with exponential utility. For a European‐style contingent claim, whose payoff may depend on either a traded or nontraded asset, we derive an explicit approximation for both the buyer's and seller's indifference prices.
openaire +2 more sources
Advanced Functional Materials, EarlyView.A pore tuning strategy to amplify the multi‐site MOF‐SO2 interactions is proposed to achieve an enhanced trace SO2 capture and chemiresistive sensing in highly stable isostructural DMOFs by annelating benzene rings. This work provides a facile strategy to achieve tailor‐made stable MOF materials for specific multifunctional applications.
Shanghua Xing +9 more
wiley +1 more source
Price, inventories, and volatility in the global wheat market [PDF]
The study estimates a conditional mean model for international wheat prices and inventories. Endogenous price volatility and exogenous shocks in the price and inventory series are controlled for in estimation.
Liu, Xing +2 more
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Natural Volatility and Option Pricing [PDF]
SSRN Electronic Journal, 2008 In this paper we recover the Black-Scholes and local volatility pricing engines in the presence of an unspecified, fully stochastic volatility. The input volatility functions are allowed to fluctuate randomly and to depend on time to expiration in a systematic way, bringing the underlying theory in line with industry experience and practice.
openaire +1 more source
Advanced Functional Materials, EarlyView.An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
wiley +1 more source
Asymmetric effects of oil price fluctuations in international stock markets [PDF]
New evidence on the way oil price fluctuations affect international stock markets is provided in analysis of the exposure of 43 stock markets. Oil price spikes depress international stock markets, but oil price drops do not necessarily increase stock ...
Helena Veiga, Sofía B. Ramos
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Maize Price Volatility: Does Market Remoteness Matter? [PDF]
, 2015 This paper addresses the role of market remoteness in explaining maize price volatility in Burkina Faso. A model of price formation is introduced to demonstrate formally that transport costs between urban and rural markets exacerbate maize price volatility.
Moctar, Ndiaye +2 more
openaire +5 more sources