Results 181 to 190 of about 1,246,337 (384)
Angewandte Chemie International Edition, Accepted Article.Achieving modular, selective and homogeneous protein modifications is of utmost importance for the design of next generation biopharmaceuticals; especially in the context of antibody‐drug conjugates (ADCs). Here, we introduce unsaturated phosphine oxides as versatile triple‐reactive reagents, allowing orthogonal chemoselective bioconjugation schemes ...
Christian E. Stieger +5 more
wiley +1 more source
Controlling the Crystallization Kinetics of Low Loss Phase Change Material Sb2S3
Advanced Physics Research, EarlyView.This paper explores the glass dynamics and crystallization kinetics of antimony sulfide (Sb2S3), and its implications for optoelectronic technologies. It highlights how adjusting sample dimensions influences crystallization kinetics, shifting from growth‐driven to nucleation‐driven processes. The findings emphasize the importance of understanding these
Felix Hoff +4 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.
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EconometricsThis study introduces a multivariate extension to the class of stochastic volatility models, employing integrated nested Laplace approximations (INLA) for estimation. Bayesian methods for estimating stochastic volatility models through Markov Chain Monte
João Pedro Coli de Souza Monteneri Nacinben +1 more
doaj +1 more source
Existence of solutions of some boundary value problems with stochastic volatility. [PDF]
Heliyon, 2020 Osu BO, Eze EO, Obasi UE, Ukomah HI.
europepmc +1 more source
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation [PDF]
The stochastic volatility model enjoys great success in modeling the time-varying volatility of asset returns. There are several specifications for volatility including the most popular one which allows logarithmic volatility to follow an autoregressive ...
Maxwell L. King, Xibin Zhang
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Green Logistics: In Pursuit of a Final Definition
Business Strategy and the Environment, EarlyView.ABSTRACT Green logistics (GL) is a topic of growing interest for policymakers, business managers, academics, and society at large. There has been a steadily increasing amount of research on the subject; however, there is still no unified understanding or definition of GL or a consensus on what it means depending on the scope of its application ...
Maryna Chepurna +3 more
wiley +1 more source
Skew selection for factor stochastic volatility models. [PDF]
J Appl Stat, 2020 Nakajima J.
europepmc +1 more source
Deviance Information Criterion for Comparing Stochastic Volatility Models [PDF]
, 2002 Andreas Berg, Renate Meyer, Jun Yu
openalex +1 more source
Asymptotic properties of GMM estimators of stochastic volatility. [PDF]
Estimator; Stochastic volatility; Volatility;
Dhaene, Geert, Vergote, Olivier
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