Results 31 to 40 of about 240,729 (368)
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.
Peter Tankov +3 more
openaire +3 more sources
Study on the Causes for ICP-MS Signal Intensity Declination of Os Water Absorption Liquid
Yankuang ceshi, 2018 BACKGROUND Os can be separated from the sample matrix by distillation, and the absorbing liquid can be introduced into ICP-MS directly, which is a key step of the molybdenite Re-Os isotopic age analysis.
ZHOU Li-min +5 more
doaj +1 more source
Methods in Econophysics: Estimating the Probability Density and Volatility [PDF]
, 2022 We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities. These methods will have useful applications in econophysics and finance.
arxiv +1 more source
Recycling of solvent used in a solvent extraction of petroleum hydrocarbons contaminated soil. [PDF]
, 2011 The application of water washing technology for recycling an organic composite solvent consisting of hexane and pentane (4:1; TU-A solvent) was investigated for extracting total petroleum hydrocarbons (TPH) from contaminated soil. The effects of water
Coulon, Frederic +5 more
core +1 more source
Rejected Sago Starch as a Coating Material to Mitigate Urea-Nitrogen Emission
Agronomy, 2022 Urea–nitrogen is commonly lost through ammonia (NH3) volatilization, denitrification, and nitrate (NO3−) leaching. Rejected sago starch (RSS), which is a by-product of sago flour extraction, could be used to minimize NH3 volatilization from urea.
Rajan Kavitha +4 more
doaj +1 more source
A simple joint model for returns, volatility and volatility of volatility
Journal of Econometrics, 2023 Abstract We propose a model that allows for conditional heteroskedasticity in the volatility of asset returns and incorporates current return information into the volatility nowcast and forecast. Our model can capture all stylised facts of asset returns even with Gaussian innovations and is simple to implement.
openaire +2 more sources
Assessing biogeochemical effects and best management practice for a wheat–maize cropping system using the DNDC model [PDF]
, 2014 Contemporary agriculture is shifting from a single-goal to a multi-goal strategy, which in turn requires choosing best management practice (BMP) based on an assessment of the biogeochemical effects of management alternatives.
Cui, Feng +5 more
core +2 more sources
Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs [PDF]
International Journal of Computer Applications, 2015, 2016 Volatility in stock markets has been extensively studied in the applied finance literature. In this paper, Artificial Neural Network models based on various back propagation algorithms have been constructed to predict volatility in the Indian stock market through volatility of NIFTY returns and volatility of gold returns. This model considers India VIX,
arxiv +1 more source
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
doaj +1 more source
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
doaj +1 more source