Results 51 to 60 of about 237,321 (276)

Efficacy and safety of fenfluramine in Dravet syndrome: The impact of patient clinical characteristics

Epilepsia Open, EarlyView.
This graphical abstract provides an overview of the content from this post hoc analysis evaluating the efficacy and safety of fenfluramine in patients with Dravet syndrome stratified by age, number of previously attempted antiseizure medications, and SCN1A pathogenic variant status using data pooled from the three pivotal randomized controlled trials ...
Rima Nabbout, Joseph Sullivan, Stéphane Auvin, J. Helen Cross, Orrin Devinsky, Antonio Gil‐Nagel, Renzo Guerrini, Kelly G. Knupp, M. Scott Perry, Rocío Sánchez‐Carpintero, An‐Sofie Schoonjans, Ingrid E. Scheffer, Nicola Specchio, Adam Strzelczyk, James Wheless, Elaine C. Wirrell, Diego Morita, Patrick Healy, Mélanie Langlois, Amélie Lothe, Lieven Lagae   +20 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

FX volatility smile construction [PDF]

The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
core  

From hydrogels to eutectogels: Emerging platforms for stretchable electronics

FlexMat, EarlyView.
The transition of wearable electronics toward long‐term reliability requires materials that resist dehydration without sacrificing tissue‐like softness and ionic conductivity. Eutectogels fulfill these demands by immobilizing deep eutectic solvents within tailored polymer networks.
Chang Zhou, Jiancheng Dong, Jiayu Hou, Shiyin Lin, Xingyu Liu, Hao Qiu, Mengting Zheng, Yuduo Zhang, Haijun Zhu, Kangjia Geng, Yidong Peng, Haoran Liu, Xu Zhang, Yunpeng Huang, Tianxi Liu   +14 more
wiley   +1 more source

Determinants of the implied volatility function on the Italian Stock Market [PDF]

This paper describes the implied volatility function computed from options on the Italian stock market index between 1995 and 1998 and tries to find out potential explanatory variables.
Alessandro Beber
core   +2 more sources

Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model [PDF]

This paper extends the normal mixture diffusion (NMD) local volatility model of Brigo and Mercurio (2000, 2001a,b, 2002) so that it explains both short-term and long-term smile effects.
Carol Alexander
core  

Musical Chemistry and Spectroscopy: Analogies Bridging Two Worlds in Multiple Dimensions

Helvetica Chimica Acta, EarlyView.
Music and spectroscopy speak the same language: that of fluctuations, line shapes, and ensembles. Herein, we establish useful analogies between music, chemistry, and spectroscopy, extending even to multidimensional and time‐resolved spectroscopies, with a mathematically‐grounded derivation and motivation.
Ricardo J. Fernández‐Terán
wiley   +1 more source

European option pricing under a MSBfBM-Vasicek model: Empirical analysis from the SSE 300ETF and 50ETF of China

International Review of Economics & Finance
As a core instrument in China’s financial derivatives market, the scientific pricing of SSE 50ETF options is crucial for market stability and investment decision-making.
Yanni Zhang, Guitian He, Yinyan Gan, Juncong Lai   +3 more
doaj   +1 more source

Interest rate convexity and the volatility smile [PDF]

When pricing the convexity effect in irregular interest rate derivatives such as, e.g., Libor-in-arrears or CMS, one often ignores the volatility smile, which is quite pronounced in the interest rate options market.
Boenkost, Wolfram, Schmidt, Wolfgang M.
core  

Biological Effects of Selenium‐Containing Ionic Liquids: Cytotoxicity, Mercury Interaction, and Antiproliferative Activity in Glioblastoma Cells

Journal of Applied Toxicology, EarlyView.
ABSTRACT Selenium (Se) is an essential micronutrient that participates in redox regulation and cellular homeostasis. Selenium‐containing ionic liquids (ILsSe) have emerged as hybrid compounds combining the properties of organoselenium molecules with the tunable features of ionic liquids.
Guilherme Schmitt Rieder, Alessandro de Souza Prestes, Fernanda D'Avila da Silva, Nilda de Vargas Barbosa, Alix Y. Bastidas Ángel, Mariana F. Soares, Carolina Martins Fernandes, Maria Anttônia Oliveira Petersen, Manuela Moura Silva, Juliete Nathali Scholl, Fabrício Figueiró, Pablo Andrei Nogara, Laura Orian, Eduardo E. Alberto, Michael Ascnher, Diogo Onofre Gomes de Souza, Debora Guerini de Souza, João Batista Teixeira da Rocha   +17 more
wiley   +1 more source