Results 81 to 90 of about 187,018 (291)
Advanced Engineering Materials, EarlyView.This study explores aerosol jet‐printed (AJP) surface roughness, its effects on the performance of microwave electronics, and its process contributors. First, an electromagnetic model is vetted for AJP's unique roughness signature. Simulations are built which show process‐induced roughness is as significant as conductor resistivity in driving microwave
Christopher Areias, Alkim Akyurtlu
wiley +1 more source
A Review of Volatility and Option Pricing [PDF]
arXiv, 2009 The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. We also survey less commonly known models e.g.
arxiv
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
SSRN Electronic Journal, 2014 This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback straddles on the VIX index.
Narayan Y. Naik +3 more
openaire +8 more sources
Advanced Engineering Materials, EarlyView.This study investigates the magnetic properties and microstructures of 2PM‐manufactured Ce‐containing (Nd,Pr)‐Fe‐B magnets. The addition of Nd and Dy significantly enhances coercivity by 25% and 81%, respectively, attributed to core‐shell structures.
Chi‐Chia Lin +6 more
wiley +1 more source
Explicit implied volatilities for multifactor local-stochastic volatility models [PDF]
arXiv, 2013 We consider an asset whose risk-neutral dynamics are described by a general class of local-stochastic volatility models and derive a family of asymptotic expansions for European-style option prices and implied volatilities. Our implied volatility expansions are explicit; they do not require any special functions nor do they require numerical ...
arxiv
Advanced Engineering Materials, EarlyView.Laboratory protocols for producing thin‐film pH electrodes for sterilized single‐use technologies have been successfully developed into a semiautomated workflow, with higher throughput and precision of membrane thickness. Accuracies are within 0.05 pH units versus ground truth, and uncertainty analysis reveals the largest sources of error to be derived
Bingyuan Zhao +4 more
wiley +1 more source
TOWARDS THE CAPITAL MARKET UNION [PDF]
Hyperion Economic Journal, 2015 This paper discusses the main characteristics of the proposed Capital Markets Union in Europe, as they are introduced by the European Commission and various authors, and emphasises some important advantages and disadvantages of this project for the ...
Iulian PANAIT
doaj
Advanced Engineering Materials, EarlyView.Ni‐base superalloys produced using additive manufacturing (AM) have a different response to heat treatments when compared to their conventional counterparts. Due to such unpredictability, various alloys with industrial interest are currently overlooked in most prior AM research.
Guilherme Maziero Volpato +6 more
wiley +1 more source
Estimating fuel price volatility and spillover effects across different European countries
Management şi Marketing, 2019 This paper analyses the volatility of retail fuel prices in nine different EU countries and the spillover effects between fuel prices across selected countries from Central and Eastern Europe and the Eurozone over the 2008-2019 period.
Kubinschi Matei +2 more
doaj +1 more source
A note on estimating stochastic volatility and its volatility: a new simple method [PDF]
arXiv, 2012 We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
arxiv