Results 61 to 70 of about 3,709 (249)
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Quantitative Analysis of Shear Texture Evolution in Accumulative Roll Bonded AA 1060 Aluminum Alloy
CrystalsAA 1060 aluminum alloy underwent roll bonding with reductions of 25% and 35%, followed by accumulative roll bonding (ARB) for up to seven cycles at ambient temperature.
Peng Du +6 more
doaj +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Report of International NanoSPD Steering Committee and statistics on recent NanoSPD activities
, 2014 The Université de Lorraine in Metz, France, is the selected site for the 6th International Conference on Nanomaterials by Severe Plastic Deformation (NanoSPD6) following a series of five earlier conferences.
Langdon, T.G., Valiev, R.Z.
core +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Thermal Conductivity of an AZ31 Sheet after Accumulative Roll Bonding
Crystals, 2018 Accumulative roll bonding (ARB) is one of the methods of severe plastic deformation which is relevant for industrial production of sheets. While mechanical properties of several magnesium alloys subjected to the ARB process have been studied, the ...
Zuzanka Trojanová +6 more
doaj +1 more source
4D Printing of Multimaterial Flexible Magneto‐Active Polymers
Advanced Materials Technologies, Volume 11, Issue 9, 6 May 2026.Magneto‐active polymers are 3D‐printed with tunable mechanical and magnetic properties using both superparamagnetic and hard ferromagnetic fillers. Nano‐CT imaging reveals the spatial distribution of particles within the matrix. Programmable magnetization patterns and soft, flexible architectures enable responsive actuation, offering exciting ...
Naji Tarabay +6 more
wiley +1 more source
Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley +1 more source
Сравнительный анализ структуры и свойств бескислородной меди после различных способов интенсивной пластической деформации [PDF]
, 1997 Структура и свойства бескислородной меди (99.98%) были изучены после различных способов интенсивной пластической деформации (ИПД): равноканального углового прессования (РКУП), мультиосевой деформации (МД), винтового прессования (ВП) и аккумулируемой ...
Добаткин, С.В. +5 more
core +2 more sources
FinTech Lending and Cashless Payments
The Journal of Finance, Volume 81, Issue 2, Page 1053-1101, April 2026.ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
wiley +1 more source