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Two new donor-acceptor covalent triazine polymers (CTPs), namely Th-Trz (JOU-6) and Th-Ph-Trz (JOU-7), containing electron-donating thieno[2,3-b]thiophene (Th) units and electron-withdrawing triazine (Trz) units have been successfully constructed (Ph = benzene ring). The unique conjugated...
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Black-Scholes delta does not minimize variance of hedging risk since it fails to capture the long run negative relationship between implied volatility and underlying price. Existing works have successfully seized the aforementioned long run relationship and improved the hedging performance. We...
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