Results 161 to 170 of about 12,051,715 (310)
Calibration Design of Implied Volatility Surfaces [PDF]
The calibration of option pricing models leads to the minimization of an error functional. We show that its usual specification as a root mean squared error implies fluctuating exotics prices and possibly wrong prices.
Kai Detlefsen, Wolfgang Härdle
core
A Novel Approach to Estimate the Transition Temperature via Dynamic Nanoindentation
Advanced Engineering Materials, EarlyView.A new dynamic nanoindentation‐based method was developed that uses the stiffness ratio as an indicator of the elastic–plastic deformation contributions at different temperatures. The approach successfully identified transition temperatures in ferritic steel and distinguished them from continuously ductile austenitic steel.
Stefan Zeiler +4 more
wiley +1 more source
A jump-diffusion Libor model and its robust calibration [PDF]
In this paper we propose a jump-diffusion Libor model with jumps in a high-dimensional space (Rm) and test a stable non-parametric calibration algorithm which takes into account a given local covariance structure.
Denis Belomestny, John Schoenmakers
core
Advanced Engineering Materials, EarlyView.Near‐surface deuterium enrichment profiles for different microstructural types of TiAl after exposure at 700 °C in a heavy water‐containing environment. The deuterium levels are significantly higher than expected from natural occurrence, indicating that the heavy water dissociated during the exposure treatment and entered the specimens.
Jonathan D. H. Paul +5 more
wiley +1 more source
Elastic–Plastic Modeling and Experimental Characterization of Granular Jamming Actuators
Advanced Engineering Materials, EarlyView.Granular jamming enables rapid switching between soft and rigid mechanical states. Here, a reduced‐order elastic‐perfectly‐plastic beam framework captures pressure‐dependent loading, unloading, residual deformation, and hysteresis in jammed beams, while matching three‐point bending experiments across materials and geometries. The framework links design
Saheli Patel +2 more
wiley +1 more source
Spectral calibration of exponential Lévy Models [2] [PDF]
The calibration of financial models has become rather important topic in recent years mainly because of the need to price increasingly complex options in a consistent way.
Denis Belomestny, Markus Reiß
core
24-hour dietary recalls as reference calibration measurements in EPIC: from statistical theory to epidemiological application [PDF]
, 2002 Large multi-centre cohort studies have been set up with the aim of increasing the statistical power to detect an association between diet and disease by including study populations varying both in dietary exposures and outcome diseases.
Slimani, N.
core
Advanced Engineering Materials, EarlyView.Additively manufactured AlCrFe2Ni2 with contrasting BCC/B2‐dominant and lamellar FCC + BCC/B2 microstructures exhibits the same pressure‐induced BCC/B2 → HCP transformation. Under laser heating at high pressure, HCP is destabilized, and a cubic BCC/B2 + FCC assemblage is recovered, while the lower‐scan‐speed microstructure transforms at a lower ...
Raimundas Sereika +5 more
wiley +1 more source
The Technome - A Predictive Internal Calibration Approach for Quantitative Imaging Biomarker Research. [PDF]
Sci Rep, 2020 Mühlberg A +13 more
europepmc +1 more source
Advanced Engineering Materials, EarlyView.Microstructural evolution of premium rail steel during flash butt welding (FBW), comparing physically simulated heat‐affected zones with actual weld regions. Thermal cycles induce phase transformations and microstructural heterogeneity that influence weld quality and mechanical performance. These findings provide insights into optimizing FBW parameters
Emmanoelle Cintra da Cunha Araújo +15 more
wiley +1 more source