Results 41 to 50 of about 15,273 (231)

The Forward Smile in Local-Stochastic Volatility Models

SSRN Electronic Journal, 2015
We introduce an asymptotic expansion for forward start options in a multi-factor local-stochastic volatility model. We derive explicit approximation formulas for the so-called forward implied volatility which can be useful to price complex path-dependent options, as cliquets.
MAZZON, ANDREA, PASCUCCI, ANDREA
openaire   +4 more sources

A successful periodontal‐orthodontic treatment of an advanced case of dental trauma in a 9‐year‐old patient: A case report with 16‐year follow‐up

Clinical Advances in Periodontics, EarlyView.
Abstract Background Traumatic dental injury (TDI) most often requires complex and interdisciplinary management. Several factors are associated with the success of TDI treatment, including proper treatment planning and periodontal maintenance. Methods The present 16‐year follow‐up report describes the interdisciplinary management of an extrusive ...
João Carnio, Maísa Casarin, João Kreling Carnio, Flavia Q. Pirih   +3 more
wiley   +1 more source

AutoVap: An Interactive Machine Learning Tool for Predicting the Standard Enthalpy of Vaporization

Chemie Ingenieur Technik, EarlyView.
AutoVap (https://autovap.jfcaetano.com) is a web app that predicts ΔvapHm° from SMILES using an RDKit‐based ML model, giving accurate, interpretable results with uncertainty across diverse molecules. ABSTRACT This communication introduces AutoVap (https://autovap.jfcaetano.com), an interactive web application for predicting the standard molar enthalpy ...
José Ferraz‐Caetano
wiley   +1 more source

Efficient Calibration for Option Pricing via a Physics-Informed Chebyshev Kolmogorov–Arnold Network

Mathematics
Efficient calibration is essential for the practical application of option pricing models. The Fractional Stochastic Volatility Jump Diffusion (FVSJ) model can reproduce several stylized features observed in option markets, including the volatility smile,
Sumei Zhang, Tianci Wu, Haiyang Xiao, Yi Gong, Weihong Xu   +4 more
doaj   +1 more source

Xylose Acetals ‐ a New Class of Sustainable Solvents and Their Application in Enzymatic Polycondensation

ChemSusChem, Volume 18, Issue 6, March 15, 2025.
Novel organic solvents with an unmodified carbohydrate core were synthesised both from D‐xylose and directly from biomass and were successfully used as reaction media for lipase biocatalysts to synthesise aliphatic and aromatic polyesters. Abstract The use of organic solvents in academic research and industry applications is facing increasing ...
Anastasia O. Komarova, Cicely M. Warne, Hugo Pétremand, Laura König‐Mattern, Johannes Stöckelmaier, Chris Oostenbrink, Georg M. Guebitz, Jeremy Luterbacher, Alessandro Pellis   +8 more
wiley   +1 more source

For the Few, Not the Many: Tracing the Residualist and Compensatory Nature of British Energy Support

Environmental Policy and Governance, Volume 36, Issue 3, Page 529-547, June 2026.
ABSTRACT Drawing on extensive documentary analysis, this article traces the evolution of British energy policy support since World War II. It analyses shifts in policy design through two interpretive lenses: eligibility (residualist vs. universalist) and function (compensatory vs. preventive).
T. M. Croon, M. G. Elsinga, J. S. C. M. Hoekstra, M. Sunikka‐Blank, R. Galvin   +4 more
wiley   +1 more source

Option Valuation under Stochastic Volatility [PDF]

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided.
Alan L. Lewis, Alan L. Lewis
core   +6 more sources

Beyond Broca and Wernicke: Epilepsy surgery in the language areas

Epileptic Disorders, EarlyView.
Abstract Epilepsy surgery in language areas is challenged by the intricacies of presurgical workup and surgical planning. In recent decades, the view of language‐related circuitry has shifted from being localized in a few cortical centers to a distributed, dynamically interconnected system, increasing complexity.
Carmen Barba, Alessandro De Benedictis, Veronica Pelliccia, Domenico Tortora, Federico Melani, Alessandro Consales, Domenica Immacolata Battaglia, Elisabetta Cesaroni, Lorenzo Ferri, Alice Noris, Matteo Pugnaghi, Michele Rizzi, Giuseppe Bertini, Flavio Villani, Laura Tassi, on behalf of Commission of Epilepsy Surgery, Italian League against Epilepsy   +16 more
wiley   +1 more source

Phytochemical Composition and Potential Bioactivity With ADMET Analysis of Selected Species From Myrtaceae Family

Flavour and Fragrance Journal, EarlyView.
Investigation of four medicinal plants of the family Myrtaceae. ABSTRACT Compounds derived from natural sources continue to serve as chemical scaffolds for designing prophylactic/therapeutic options for human healthcare. This study aimed to evaluate the phytochemical composition, antioxidant potential, in vitro anti‐inflammatory, antibacterial and ...
Archana Joshi, Vaishnavi Rawat, Ravendra Kumar, Stefania Garzoli, Anil Kumar Pant, Marcin Stocki, Valery A. Isidorov, Om Prakash, Dharmendra Singh Rawat   +8 more
wiley   +1 more source

Modeling Implied Volatility Surface Using B-Splines with Time-Dependent Coefficients Predicted by Tree-Based Machine Learning Methods

Mathematics
Implied volatility is known to have a string structure (smile curve) for a given time to maturity and can be captured by the B-spline. The parameters characterizing the curves can change over time, which complicates the modeling of the implied volatility
Zihao Chen, Yuyang Li, Cindy Long Yu
doaj   +1 more source