Results 21 to 30 of about 3,384,613 (196)
Dynamics of state price densities [PDF]
State price densities (SPDs) are an important element in applied quantitative finance. In a Black-Scholes world they are lognormal distributions but in practice volatility changes and the distribution deviates from log-normality. In order to study the degree of this deviation, we estimate SPDs using EUREX option data on the DAX index via a ...
Wolfgang Härdle, Zdenek Hlavka
openaire +6 more sources
Density of states of disordered systems [PDF]
Density of states calculations for the tight-binding model with diagonal disorder are presented. An instanton approach is used to calculate the tails of the spectrum, including all prefactors. It is shown that a Hartree resummation improves the predictions. Furthermore, an effective-medium approximation is used to calculate the density of states in the
van Rossum, Mark +3 more
openaire +5 more sources
Study of the Density of States Distribution in the SiO2/Si Structure
Interface properties of Al/SiO2 /Si MOS structures with NAOS oxide layer were analyzed by the construction of the capacitance-voltage model with the interface states.
Stanislav Jurecka, Igor Jamnicky
doaj +1 more source
Vibrational density of states of silicon nanoparticles [PDF]
The vibrational density of states of silicon nanoparticles in the range from 2.3 to 10.3 nm is studied with the help of molecular-dynamics simulations.
D. Comtesse, G. Dolling, R. Meyer
core +2 more sources
Phonon Density of States of LaFeAsO1-xFx [PDF]
We have studied the phonon density of states (PDOS) in LaFeAsO1-xFx with inelastic neutron scattering methods. The PDOS of the parent compound(x=0) is very similar to the PDOS of samples optimally doped with fluorine to achieve the maximum Tc (x~0.1 ...
Abernathy, D. L. +19 more
core +3 more sources
A theoretical investigation of the interaction of Immucillin-A with N-doped TiO2 anatase nanoparticles: Applications to nanobiosensors and nanocarriers [PDF]
Objective(s): Adsorption of IMMUCILLIN-A (BCX4430) molecule on the pristine and N-doped TiO2 anatase nanoparticles were studied using the density functional theory (DFT) calculations.
Amirali Abbasi, Jaber Jahanbin Sardroodi
doaj +1 more source
The results of a full potential linear muffin-tin orbital (FP-LMTO) study on the electronic properties of ionic insulator potassium bromide (KBr) under pressure is presented.
Y. Ramola, Nirmala Louis, A. Amalraj
doaj +1 more source
First Principle Calculations for Silver Halides AgBr, AgCl, and AgF
Density functional theory (DFT) coupled with ) method are carried out to calculate the electronic structures of AgX (X; Br, Cl, and F). The effect of hybridizing between 4d orbital of Ag element and the p orbitals of the X in the valence band plays a ...
Akram H. Taha
doaj +1 more source
Calculation of the Band Structure for GaAs and ZnTe Nanoparticles from the Density Functional Theory Based on LDA, GGA and HSE06 [PDF]
The energy band structure and density of state (DOS) are calculated using density functional theory (DFT) for GaAs and ZnTe semiconductors for both the bulk and nanoparticles (NPs) and implemented in the CASTEP code.
Botan Jawdat Abdullah +1 more
doaj +1 more source
Light absorption coefficient of an ordered array of spherical quantum dot chains
We considered intersubband electron transitions in an array of one-dimensional chains of spherical quantum dots in the GaAs/Al_xGa_{1-x}As semiconductor system.
V.I. Boichuk +2 more
doaj +1 more source

