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A New Class of Stochastic Volatility Models for Pricing Options Based on Observables as Volatility Proxies

Description: One basic assumption of the celebrated Black-Scholes-Merton PDE model for pricing derivatives is that the volatility is a constant. However, the implied volatility plot based on real data is not constant, but curved exhibiting patterns of volatility skews or smiles. Since the volatility is not observable, various stochastic volatility models have been proposed to overcome the problem of non-constant volatility. Although these methods are fairly successful in modeling volatilities, they still re… more
Date: December 2021
Creator: Zhou, Jie
Item Type: Refine your search to only Thesis or Dissertation
Partner: UNT Libraries
open access

Development and Characterization of a Thermodenuder for Aerosol Volatility Measurements

Description: This SBIR Phase I project addressed the critical need for improved characterization of carbonaceous aerosol species in the atmosphere. The proposed work focused on the development of a thermodenuder (TD) system capable of systematically measuring volatility profiles of primary and secondary organic aerosol species and providing insight into the effects of absorbing and nonabsorbing organic coatings on particle absorption properties. This work provided the fundamental framework for the generatio… more
Date: September 9, 2009
Creator: Onasch, Timothy
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
open access

Effect of fuel volatility characteristics on ignition-energy requirements in a turbojet combustor

Description: Report presenting an investigation to determine the effect of fuel volatility characteristics on the minimum spark energy required to ignite a single tubular turbojet-engine combustor. Results regarding the ignition at sea-level conditions, ignition at altitude conditions, relation between distillation data and minimum ignition-energy requirements, and application of relation to data from a previous investigation are provided.
Date: January 13, 1953
Creator: Foster, Hampton H. & Straight, David M.
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
open access

Effect of fuel volatility on altitude starting limits of a turbojet engine

Description: The effect of fuel volatility on altitude starting limits of an axial-flow-compressor-type turbojet engine was investigated using fuels with Reid vapor pressures of 1.1 and 5.4 pounds per square inch. At flight Mach numbers from 0.40 to 0.85, the AN-F-58 fuel allowed consistent windmilling at altitudes 2000 to 8000 feet higher than was obtained with the 1.1-pound Reid vapor pressure fuel. At a flight Mach number of 0.25, ignition could not be established at any altitude with the lower-volatilit… more
Date: September 11, 1950
Creator: Wilsted, H. D. & Armstrong, J. C.
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
open access

Effect of Fuel Volatility and Mixture Temperature on the Knocking Characteristics of a Liquid-Cooled Single-Cylinder Test Engine

Description: Report discussing an investigation to determine the effect of fuel volatility on the relation between mixture temperature and knock-limited performance on a liquid-cooled single-cylinder test engine. The mixture temperature at which the curve of indicated mean effective pressure plotted against mixture temperature becomes nonlinear was found to be independent of fuel volatility. The effects of vaporization on the knock-limited power output are also described.
Date: April 1945
Creator: Tauschek, Max J. & Lietzke, A. F.
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
open access

Effect of Fuel Volatility on Performance of Tail-Pipe Burner

Description: Fuels having Reid vapor pressures of 6.3 and 1.0 pounds per square inch were investigated in a tail-pipe burner on an axial-flow-type turbojet engine at a simulated flight Mach number of 0.6 and altitudes from 20,000 to 45,000 feet. With the burner configuration used in this investigation, having a mixing length of only 8 inches between the fuel manifold and the flame holder, the low-vapor-pressure fuel gave lower combustion efficiency at a given tail-pipe fuel-air ratio. Because the exhaust-no… more
Date: April 30, 1951
Creator: Barson, Zelmar & Sargent, Arthur F., Jr.
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
open access

The Tourism Sector and U.S. Regional Macroeconomic Stability: A Network Approach

Description: This article investigates how the structural mix of USA regional economies affects their volatility of economic growth using four exogenous sectors: Federal Government, construction, manufacturing, and tourism. Results suggest that a larger share of Federal Government employment in an economy reduces the variability of overall employment growth, while a larger share of construction activity elevates it. Results also show that recently manufacturing has not contributed as much to such variabilit… more
Date: September 13, 2020
Creator: Min, Jihye Ellie; Agrusa, Jerome; Lema, Joseph & Lee, Harold
Item Type: Refine your search to only Article
Partner: UNT College of Merchandising, Hospitality and Tourism
open access

Energy-Efficiency Improvement Opportunities for the Textile Industry

Description: The textile industry is one of the most complicated manufacturing industries because it is a fragmented and heterogeneous sector dominated by small and medium enterprises (SMEs). Energy is one of the main cost factors in the textile industry. Especially in times of high energy price volatility, improving energy efficiency should be a primary concern for textile plants. There are various energy-efficiency opportunities that exist in every textile plant, many of which are cost-effective. However,… more
Date: September 29, 2010
Creator: Group, China Energy & Hasanbeigi, Ali
Item Type: Refine your search to only Report
Partner: UNT Libraries Government Documents Department
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