Dicamba is a herbicide with a moderate volatility profile. Such volatility behavior can be significantly diminished with formulation technology and volatilization reducers. The objective of this study was to quantify the ...

We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning behavior ...

We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning behavior ...

Urease inhibitor (UI) and nitrification inhibitor (NI) have the potential to improve N-use efficiency of applied urea and minimize N losses via gaseous emissions of ammonia (NH 3) to the atmosphere and nitrate (NO3-) ...

Urease inhibitor (UI) and nitrification inhibitor (NI) have the potential to improve N-use efficiency of applied urea and minimize N losses via gaseous emissions of ammonia (NH 3) to the atmosphere and nitrate (NO3-) ...

The stochastic volatility model proposed by Fouque, Papanicolaou, and Sircar (2000) explores a fast and a slow time-scale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility ...

We develop a general equilibrium asset pricing model under incomplete information and rational learning in order to understand the unexplained predictability of option prices. In our model, the fundamental dividend growth ...

We tackle the calibration of the Stochastic Local-Volatility (SLV) model. This is the class of financial models that combines the local volatility and stochastic volatility features and has been subject of the attention ...