Results 51 to 60 of about 101,575 (247)
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments [PDF]
, 2015 We develop a multi-curve term structure setup in which the modelling ingredients are expressed by rational functionals of Markov processes. We calibrate to LIBOR swaptions data and show that a rational two-factor lognormal multi-curve model is sufficient
Crepey, Stephane +3 more
core +2 more sources
Impact of Positive Lifestyle Behaviors on Direct Health Care Cost Savings for Low Back Pain
Arthritis Care &Research, EarlyView.Objective This study aimed to investigate the relationship between a previously purpose‐developed lifestyle behavior scale and health care cost savings related to low back pain (LBP). Methods This longitudinal study used data from the Australian Twin Back (AUTBACK) study. LBP and lifestyle behavior measures were collected at baseline. Physical activity
Ye Tian +8 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This study demonstrates a Maya blue‐inspired hybrid solar evaporator using commercial black acrylic paint, achieving 98% solar‐thermal conversion efficiency and 2.39 kg m−2 h−1 water evaporation rate through a durable, hydrophilic organic–inorganic structure that enables scalable, cost‐effective desalination and wastewater purification.
Dao Thi Dung +5 more
wiley +1 more source
Droplet Triboelectrification on Liquid‐Like Polymer Brushes
Advanced Functional Materials, EarlyView.This work investigates the triboelectrification of water droplets on polymer brush‐coated surfaces exhibiting minimal contact line pinning. Such surfaces enable the systematic study of electrode patterning and controlled changes in droplet contact area.
Mohammad Soltani +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Rational halogen mixing strategy was employed to shift the bandgap of Cs2PbBr2I2 from ultraviolet to visible region, enabling first realization of a visible‐light photodetector with this 2D layered Ruddlesden‐Popper perovskite material. Under illumination, light‐induced internal field forms and drives trap‐mediated persistent photoconductivity ...
Md Fahim Al Fattah +11 more
wiley +1 more source
Upcycling of Disposable Face Masks into Water‐Resistant and Flame Retardant Foams
Advanced Functional Materials, EarlyView.Disposable mask waste is upcycled into lightweight polypropylene‐based foams with tunable porosity and composite architectures reinforced by ear‐loop fibers. The sustainable solvent‐based process enables upcycling rates of 91% and solvent recovery of >90%.
Jingjing Pan +3 more
wiley +1 more source
Nonlinear Valuation under Collateral, Credit Risk and Funding Costs: A Numerical Case Study Extending Black-Scholes [PDF]
, 2014 We develop an arbitrage-free framework for consistent valuation of derivative trades with collateralization, counterparty credit gap risk, and funding costs, following the approach first proposed by Pallavicini and co-authors in 2011.
Brigo, Damiano +3 more
core
Conductance‐Dependent Photoresponse in a Dynamic SrTiO3 Memristor for Biorealistic Computing
Advanced Functional Materials, EarlyView.A nanoscale SrTiO3 memristor is shown to exhibit dynamic synaptic behavior through the interaction of local electrical and global optical signals. Its photoresponse depends quantitatively on the conductance state, which evolves and decays over tunable timescales, enabling ultralow‐power, biorealistic learning mechanisms for advanced in‐memory and ...
Christoph Weilenmann +8 more
wiley +1 more source
What can we learn about credit risk from debt valuation adjustments? [PDF]
, 2022 Wen C. Lin +3 more
openalex +1 more source
Valuation and Hedging of Contracts with Funding Costs and Collateralization [PDF]
, 2014 The research presented in this work is motivated by recent papers by Brigo et al. (2011), Burgard and Kjaer (2009), Cr\'epey (2012), Fujii and Takahashi (2010), Piterbarg (2010) and Pallavicini et al. (2012).
Bielecki, Tomasz R., Rutkowski, Marek
core