Results 31 to 40 of about 1,179,663 (290)
Volatility Options in Rough Volatility Models [PDF]
SSRN Electronic Journal, 2018 We discuss the pricing and hedging of volatility options in some rough volatility models. First, we develop efficient Monte Carlo methods and asymptotic approximations for computing option prices and hedge ratios in models where log-volatility follows a Gaussian Volterra process.
Blanka Horvath +2 more
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Frontiers in Plant Science, 2022 Lonicera japonica Thunb., belonging to the Caprifoliaceae family, is an important traditional Chinese medicinal plant. The L. japonica flower (LJF) is widely used in medicine, cosmetics, drinks, and food due to its medicinal and sweet-smelling properties.
Jianjun Li +7 more
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Implications of non-volatile memory as primary storage for database management systems [PDF]
, 2017 Traditional Database Management System (DBMS) software relies on hard disks for storing relational data. Hard disks are cheap, persistent, and offer huge storage capacities. However, data retrieval latency for hard disks is extremely high.
Armejach Sanosa, Adrià +4 more
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Honey volatiles as a fingerprint for botanical origin: a review on their occurrence on monofloral honeys [PDF]
, 2020 Honeys have specific organoleptic characteristics, with nutritional and health benefits, being highly appreciated by consumers, not only in food but also in the pharmaceutical and cosmetic industries. Honey composition varies between regions according to
Figueiredo, Ana Cristina +3 more
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Journal of Econometrics, 2011 The study of high-frequency financial data has been one of the most rapidly evolving areas of research over the last decade. We have seen an explosive growth in the availability of such data, which has gone hand in hand with the development of theory for how to analyze the data.
Meddahi, N, Mykland, P, Shephard, N
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Good Volatility, Bad Volatility and Option Pricing [PDF]
SSRN Electronic Journal, 2016 Advances in variance analysis permit the splitting of the total quadratic variation of a jump-diffusion process into upside and downside components. Recent studies establish that this decomposition enhances volatility predictions and highlight the upside/downside variance spread as a driver of the asymmetry in stock price distributions. To appraise the
Feunou, Bruno, Okou, Cédric
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Formation of reactive nitrogen species promoted by iron ions through the photochemistry of a neonicotinoid insecticide [PDF]
Atmospheric Chemistry and PhysicsNitrous acid (HONO) and nitrogen oxides (NOx=NO+NO2) are important atmospheric pollutants and key intermediates in the global nitrogen cycle, but their sources and formation mechanisms are still poorly understood.
Z. Ran +19 more
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Persian Journal of Acarology, 2014 The effect of host plant experience and different hunger periods on the olfactory response of Phytoseiulus persimilis was studied on rose leaves under laboratory conditions. When clean air was considered as the olfactometer fixed arm, P.
Bahador Maleknia +3 more
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Frontiers in Plant Science, 2022 Understanding extensive transcriptional reprogramming events mediated by wounding during the oolong tea manufacturing process is essential for improving oolong tea quality.
Yucheng Zheng +9 more
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Current Biology, 2010 Plant volatiles are the metabolites that plants release into the air. The quantities released are not trivial. Almost one-fifth of the atmospheric CO2 fixed by land plants is released back into the air each day as volatiles. Plants are champion synthetic chemists; they take advantage of their anabolic prowess to produce volatiles, which they use to ...
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