Concept

Volatility smile

Publications associées (91)

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

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

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

Can Equity Volatility Explain the Global Loan Pricing Puzzle?

Pinar Uysal

This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze wheth ...

Oxford Univ Press Inc2013

Essays in Information-Based Asset Pricing

Michael Hasler

I started my Ph.D. studies in the Fall 2008, a period ex-post perceived as being at the core of the Financial Crisis. At that time my ideas were vague and I struggled to find a good research topic. As surprising as it might appear, in one single week the d ...

EPFL2013

Evaluation of advanced technologies based on integration techniques - Application on dividing wall column

Seifeldine Ahmed Fathalla

In order to separate a mixture into high purity products, Dividing Wall Distillation Columns (DWCs) have shown to be, in most cases, more convenient than using conventional distillation column sequence. In fact in DWCs the entire separation task occurs in ...

2013

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

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

2013

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