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In this work, a semisolid back-extruded ZCuSn10P1 copper alloy sleeve was solution treated. The effects of solution temperature on the microstructures and mechanical properties were investigated. The results show that the solution and aging treatments have a great influence on the...
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We use machine learning to construct a statistically optimal and unbiased benchmark for firms' earnings expectations. We show that analyst expectations are on average biased upwards, and that this bias exhibits substantial time-series and cross-sectional variation. On average, the bias increases...
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We study the SABR stochastic volatility model with the volatility-of-volatility parameter ν . We provide a method to expand the price C<sub>SABR</sub>(S, K, ν, σ, τ ) of a European call in this model as a Taylor series in ν , C<sub>SABR</sub>(S, K, ν, σ, τ ) = C<sub>BS</sub>(S,K, σ, τ ) ν C<sub>1</sub> ν<sup>2</sup>C<sub>2</sub> . . . ν<sup>k</sup>C<sub>k</sub> O(ν<sup>k...
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