Concept

Implied volatility

Related publications (98)

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Andrea Rinaldo, Samir Suweis, Paolo d'Odorico, Amos Maritan

The escalating food demand by a growing and increasingly affluent global population is placing unprecedented pressure on the limited land and water resources of the planet, underpinning concerns over global food security and its sensitivity to shocks arisi ...

Natl Acad Sciences2015

Formation and aging of secondary organic aerosol from toluene: changes in chemical composition, volatility, and hygroscopicity

Athanasios Nenes, Spyros Pandis

Secondary organic aerosol (SOA) is transformed after its initial formation, but this chemical aging of SOA is poorly understood. Experiments were conducted in the Carnegie Mellon environmental chamber to form secondary organic aerosol (SOA) from the photo- ...

2015

Investment-based financing constraints and debt renegotiation

Michi Nishihara

We consider how equity holders' bargaining power during financial distress influences the interactions between financing and investment decisions when the firm faces the upper limit of debt issuance. We obtain four results. First, weaker equity holders' ba ...

Elsevier Science Bv2015

Inorganic salts interact with oxalic acid in submicron particles to form material with low hygroscopicity and volatility

Athanasios Nenes

Volatility and hygroscopicity are two key properties of organic aerosol components, and both are strongly related to chemical identity. While the hygroscopicities of pure salts, di-carboxylic acids (DCA), and DCA salts are known, the hygroscopicity of inte ...

European Geosciences Union2014

Optimal Generation and Storage Scheduling in the Presence of Renewable Forecast Uncertainties

Jean-Yves Le Boudec, Dan-Cristian Tomozei, Nicolas Gabriel Gast

The increase in the penetration of wind in the current energy mix is hindered by its high volatility and poor predictability. These shortcomings lead to energy loss and increased deployment of fast-ramping generators. The use of energy storage compensates ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Prediction Of Organic Aerosol Volatility And Unidentified Functional Group Concentrations From Fourier Transform Infrared (FTIR) Spectroscopy Measurements

Satoshi Takahama, Giulia Ruggeri, Sarah Elizabeth Shipley

Fourier Transform Infrared (FTIR) spectroscopy is used to measure the functional group composition of organic aerosols (Russell et al., 2011). However, certain functional groups are not directly detected by FTIR spectroscopy, either due to fundamental limi ...

2014

Stretchable Electroadhesion for Soft Robots

Dario Floreano, Bryan Edward Schubert, Jürg Markus Germann

With the ongoing rise of soft robots there emerges a need for new soft robotic technologies that can cope with hyper-flexibility and stretchability. In this paper, we describe our developments on enabling controllable adhesion, namely electroadhesion, for ...

Ieee2014

Insertion of Nanoparticle Clusters into Vesicle Bilayers

Rudolf Hovius, Davide Demurtas, Alke Fink

A major contemporary concern in developing eective liposomeÀnanoparticle hybrids is the present inclusion size limitation of nanoparticles between vesicle bilayers, which is considered to be around 6.5 nm in diameter. In this article, we present experimen ...

Amer Chemical Soc2014

Its not that I dont care, I just dont care very much: confounding between attribute non-attendance and taste heterogeneity

Amanda Blomberg Stathopoulos

With the growing interest in the topic of attribute non-attendance, there is now widespread use of latent class (LC) structures aimed at capturing such behaviour, across a number of different fields. Specifically, these studies rely on a confirmatory LC mo ...

Springer2013

Does fair value accounting contribute to market price volatility? An experimental approach

Philippe Bélanger

This paper contributes to the debate on the impact of accounting measurement rules for financial assets. We examine the association between fair value accounting for financial assets and market price volatility for nonfinancial firms in an experimental set ...

2013

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