Results 31 to 40 of about 730,568 (347)
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 +2 more
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Green Processing and Synthesis, 2018 Jarosite residues in zinc hydrometallurgy are considered as hazardous waste as they contain heavy metals such as Zn and Pb. A novel vacuum reduction and distillation process has been put forward to recover Zn and Pb from jarosite residues.
Li Jin, Ma Hongzhou
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Media Theory, 2019 We characterize Paul Virilio as a «clinical» thinker who diagnoses systemic problems of modernity in accidents and unusual incidents. Virilio’s method of clinical theoretical diagnosis is illustrated through an examination of common elements in his ...
Jim Morrow, Rob Shields
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Distribution of soil selenium in China is potentially controlled by deposition and volatilization?
Scientific Reports, 2016 Elucidating the environmental drivers of selenium (Se) spatial distribution in soils at a continental scale is essential to better understand it’s biogeochemical cycling to improve Se transfer into diets.
Guoxin Sun +6 more
semanticscholar +1 more source
Atmosphere, 2014 The air-sea exchange of two legacy persistent organic pollutants (POPs), γ-HCH and PCB 153, in the North Sea, is presented and discussed using results of regional fate and transport and shelf-sea hydrodynamic ocean models for the period 1996–2005.
Kieran O'Driscoll
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Using DNDC Model to Help Mitigate Ammonia Volatilization from Paddy Fields
Guan'gai paishui xuebao, 2023 【Objective】 Reducing nitrogen loss from leaching and emissions is essential to increasing nitrogen fertilizer use efficiency in developing sustainable agriculture.
BI Wentong +4 more
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Volatilization and leaching losses of nitrogen from different coated urea fertilizers
, 2018 Fertilizers are one of the costly inputs in agriculture and development of nutrient efficient fertilizers is need of the hour. Keeping in view of the above, slow release coated urea fertilizers are developed and the N loss from different coated urea ...
P. Jadon +7 more
semanticscholar +1 more source
Journal of Econometrics, 2011 The study of high-frequency financial data has been one of the most rapidly evolving areas of research over the last decade. We have seen an explosive growth in the availability of such data, which has gone hand in hand with the development of theory for how to analyze the data.
Meddahi, N, Mykland, P, Shephard, N
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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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Maize initial development as affected by nitrogen sources and rates at sowing time [PDF]
Biotemas, 2009 The growth of notillage has stimulated an increase in nitrogen applied at maize sowing time. This work was carried out aiming to evaluate the effects of nitrogen fertilizer sources and rates on maize germination.
Paula Bianchet +2 more
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