Results 11 to 20 of about 28,458 (264)
Use of ammonium sulphate as a sulphur fertilizer: Implications for ammonia volatilization [PDF]
, 2021 Ammonium sulphate is widely used as a sulphur (S) fertilizer, constituting about 50% of global S use. Within nitrogen (N) management it is well known that ammonium-based fertilizers are subject to ammonia (NH3) volatilization in soils with pH >7, but ...
Dawson, Chris J. +5 more
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Antimony release and volatilization from rice paddy soils: Field and microcosm study. [PDF]
, 2022 The fate of antimony (Sb) in submerged soils and the impact of common agricultural practices (e.g., manuring) on Sb release and volatilization is understudied.
Caplette, Jaime N +7 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 +2 more
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, 2022 Good practices in controlling ammonia produced from the predominant agricultural contributor, crop farming, are the most direct yet effective approaches for mitigating ammonia emissions and further relieving air pollution.
Wang, Z +7 more
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Data From: Ammonia volatilization from composting with oxidized biochar
, 2020 Please cite as: Rachel Hestrin, Akio Enders, and Johannes Lehmann. (2020) Data From: Ammonia volatilization from composting with oxidized biochar. Cornell University eCommons Repository.
Hestrin, Rachel +2 more
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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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THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY
International Journal of Theoretical and Applied Finance, 2023 The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and, using the Malliavin calculus for fractional processes, an option pricing equation and its solution are obtained.
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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.
Agarwal, V, Arisoy, Y E, Naik, N
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, 2016 Microbial arsenic (As) methylation and volatilization are important processes controlling the As biogeochemical cycle in paddy soils. To further understand these processes, we isolated a novel bacterial strain, SM-1, from an As-contaminated paddy soil ...
Jun Zhang (48506) +13 more
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Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal, 2009 This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data.
Barndorff-Nielsen, Ole, Veraart, Almut
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