AF
2015
9 years 12 months ago
2015
We present a new method to measure the intraday relationship between movements of implied volatility smiles and stock returns. It is based on an enhanced smile regression model wh...
112
click to vote
AES
2015
Springer
9 years 12 months ago
2015
Springer
In this paper Cartesian, direct and strong Cartesian product of hypergraphs are investigated. A new concept named the adjacency function is defined on hypergraphs. This definition...
119
click to vote
AES
2015
Springer
9 years 12 months ago
2015
Springer
This paper proposes a new approach for the design of a composite structure. This approach is formulated as an optimization problem where the weight of the structure is minimized s...