Results 21 to 30 of about 67,667 (314)

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, Antoine Jacquier, Peter Tankov   +2 more
openaire   +3 more sources

Volatility Forecasting for Low-Volatility Investing

SSRN Electronic Journal, 2022
Low-volatility investing often involves sorting and selecting stocks based on retrospective risk measures, for example, the historical standard deviation of returns. In this paper, we use the volatility forecasts from a wide spectrum of volatility models to sort and select stocks and estimate portfolio weights.
Christian Conrad, Onno Kleen, Rasmus Lönn   +2 more
openaire   +2 more sources

Variation in herbivory-induced volatiles among cucumber (Cucumis sativus L.) varieties has consequences for the attraction of carnivorous natural enemies [PDF]

, 2011
In response to herbivory by arthropods, plants emit herbivory-induced volatiles that attract carnivorous enemies of the inducing herbivores. Here, we compared the attractiveness of eight cucumber varieties (Cucumis sativus L.) to Phytoseiulus persimilis ...
Iris F. Kappers, Marcel Dicke, Dicke, M., Hoogerbrugge, H., Harro J. Bouwmeester, Hans Hoogerbrugge, Bouwmeester, H.J., Kappers, I.F.   +7 more
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Effects of volatiles from Maruca vitrata larvae and caterpillar-infested flowers of their host plant Vigna unguiculata on the foraging behavior of the parasitoid Apanteles taragamae [PDF]

, 2010
The parasitoid wasp Apanteles taragamae is a promising candidate for the biological control of the legume pod borer Maruca vitrata, which recently has been introduced into Benin. The effects of volatiles from cowpea and peabush flowers and Maruca vitrata
Marcel Dicke, Tamò, M., Dicke, M., Dannon, A.E., Tamò, Manuele, Huis, A. van, Elie A. Dannon, Manuele Tamò, Arnold Van Huis, Huis, A., van, Dannou, E.A., van Huis, A.   +11 more
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Differential attraction of malaria mosquitoes to volatile blends produced by human skin bacteria [PDF]

, 2010
The malaria mosquito Anopheles gambiae sensu stricto is mainly guided by human odour components to find its blood host. Skin bacteria play an important role in the production of human body odour and when grown in vitro, skin bacteria produce volatiles ...
van Loon, Joop J A, Niels O. Verhulst, Schulz, Stefan, Smallegange, R.C., Andriessen Rob, Stefan Schulz, van Loon Joop J. A., Joop J. A. van Loon, Verhulst Niels O., Verhulst, N.O., Andriessen, Rob, Bukovinszkine-Kiss, G., Gosse Schraa, Schulz Stefan, Loon, J.J.A., van, Verhulst, Niels O., Andriessen, R., Bukovinszkiné Kiss Gabriella, Takken, W., Smallegange Renate C., Joop J A van Loon, Groenhagen Ulrike, Bukovinszkiné Kiss, Gabriella, Smallegange, Renate C, Renate C Smallegange, Schraa Gosse, Takken, Willem, Schulz, S., Takken Willem, Schraa, G., Gabriella Bukovinszkiné Kiss, Groenhagen, Ulrike, Rob Andriessen, Renate C. Smallegange, van Loon, J.J.A., Schraa, Gosse, Niels O Verhulst, Ulrike Groenhagen, Willem Takken, Groenhagen, U.   +39 more
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A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL [PDF]

International Journal of Theoretical and Applied Finance, 2014
We propose a new type of asymptotic expansion for the transition probability density function (or heat kernel) of certain parabolic partial differential equations (PDEs) that appear in option pricing. As other, related methods developed by Costanzino, Hagan, Gatheral, Lesniewski, Pascucci, and their collaborators, among others, our method is based on ...
Nistor, Victor, Grishchenko, Olesya, Han, Xiao   +2 more
openaire   +4 more sources

Prey and Non-prey Arthropods Sharing a Host Plant: Effects on Induced Volatile Emission and Predator Attraction [PDF]

, 2008
It is well established that plants infested with a single herbivore species can attract specific natural enemies through the emission of herbivore-induced volatiles.
Cornelis A. Hordijk, Marcel Dicke, Dicke, M., Dicke, Marcel, Posthumus, M.A., de Boer, Jetske G., Maarten A. Posthumus, Jetske G. de Boer, Hordijk, Cornelis A., Hordijk, C.A., Boer de, J.G., de Boer, J.G., Posthumus, Maarten A., Boer, J.G., de   +13 more
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Role of herbivore-induced maize volatiles in the chemotactic behaviour of Telenomus podisi and Diceraeus melacanthus [PDF]

, 2023
Plants respond indirectly to herbivore injury in a species-specific way and emit a specific blend of volatiles that are attractive to the enemies of herbivores. We evaluated whether maize plants, Zea mays L. (Poaceae), can recognize herbivory damage from
Pereira, W. E., Borges, M., Caulfield, J. C., Mirian F. F. Michereff, MORAES, M. C. B., Walter E. Pereira, Raúl A. Laumann, Gusmao, M. R., Izabela N. Nascimento, Michereff, M. F. F., Blassioli-Moraes, M. C., Miguel Borges, Nascimento, I. N., Marcos Rafael Gusmão, Maria Carolina Blassioli‐Moraes, John Caufield, CAUFIELD, J., Villas-Boas, P. R., BOAS, P. R. V., Laumann, R. A., Paulino R. Villas‐Boas   +20 more
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Volatiles in inter-specific bacterial interactions

Frontiers in Microbiology, 2015
The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been ...
Olaf eTyc, Olaf eTyc, Hans eZweers, Wietse eDe Boer, Wietse eDe Boer, Paolina eGarbeva   +5 more
doaj   +1 more source

Herbivory by a phloem-feeding insect inhibits floral volatile production [PDF]

, 2012
There is extensive knowledge on the effects of insect herbivory on volatile emission from vegetative tissue, but little is known about its impact on floral volatiles.
Webster Ben, Pareja, Martin, Mayon, Patrick, Glinwood Robert, Birkett, M., Birkett, M. A., Pareja Martin, Pickett John, Erika Qvarfordt, Patrick Mayon, Qvarfordt, E., Qvarfordt, Erika, Michael Birkett, Glinwood, Robert, Glinwood, R., Martin Pareja, Mayon Patrick, Pickett, J. A., Ben Webster, Webster, Ben, John Pickett, Pickett, John, Qvarfordt Erika, Robert Glinwood, Birkett Michael, Webster, B., Mayon, P., Birkett, Michael, Pickett, J., Pareja, M.   +29 more
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