Results 91 to 100 of about 101,416 (298)

Information in Derivatives Markets: Forecasting Prices with Prices

Annual Review of Financial Economics
I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.
openaire   +2 more sources

Capacitive versus Faradaic Microelectrodes for Extracellular Stimulation: A Fully Coupled FEM–Hodgkin–Huxley Study of Thresholds and Current Redistribution

Advanced Electronic Materials, EarlyView.
A fully coupled FEM–HH model shows that ideally capacitive microelectrodes can achieve lower charge‐density thresholds than Faradaic contacts under current‐controlled stimulation. The advantage stems from the dynamics of surface current density on capacitive interfaces, which redirects current beneath adherent neurons.
Aleksandar Opančar, Eric Daniel Głowacki, Vedran Đerek   +2 more
wiley   +1 more source

On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives

, 2001
Manuel Moreno, Javier F. Navas
openalex   +1 more source

Low‐Temperature Annealed Cu/Al Bilayer Architecture for Highly Stable Flexible Metal‐Mesh Transparent Electrodes

Advanced Electronic Materials, EarlyView.
A Cu/Al bilayer design is developed to protect copper metal‐mesh transparent electrodes from oxidation. The ultrathin Al layer self‐passivates into a dense Al2O3 barrier, ensuring excellent stability under harsh conditions. The resulting electrodes combine high conductivity and transparency, enabling reliable operation in flexible touch sensors and ...
Yourong Shu, Ruiyao Liu, Peng Wu, Yongjiang Di, Huichao He, Qian Yang, Wenrong Wang, Hanmei Jiang, Tao Han, Lijian Meng, Haibo Ruan, Sheng Tang   +11 more
wiley   +1 more source

Tradable Schemes [PDF]

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables.
Dimitri Neumann, Jiri Hoogland
core  

From Materials to Systems: Challenges and Solutions for Fast‐Charge/Discharge Na‐Ion Batteries

Advanced Energy Materials, EarlyView.
This review systematically analyzes the key characteristics limiting the fast‐charge/discharge capability of Na‐ion batteries (SIBs) from a multi‐scale perspective encompassing electrode materials, the electrode‐electrolyte interface, and the system. Furthermore, it presents practical solution strategies for the fundamental issues arising at each scale,
Bonyoung Ku, Sangbin Park, Sunha Hwang, Sunghyun Lim, Won‐Sub Yoon, Jongsoon Kim   +5 more
wiley   +1 more source

Pricing VIX Derivatives in a Stochastic Volatility Model based on CBI Processes

, 2023
Markus Hess
openalex   +1 more source

Hedge Portfolios in Markets with Price Discontinuities [PDF]

We consider a market consisting of multiple assets under jump-diffusion dynamics with European style options written on these assets. It is well-known that such markets are incomplete in the Harrison and Pliska sense.
Carl Chiarella, Gerald H.L. Cheang
core  

Safety of Sodium‐Ion Batteries: Evaluation and Perspective from Component Materials to Cells, Modules, and Packs

Advanced Energy Materials, EarlyView.
This review provides a bottom‐up evaluation of sodium‐ion battery safety, linking material degradation mechanisms, cell engineering parameters, and module/pack assembly. It emphasizes that understanding intrinsic material stability and establishing coordinated engineering control across hierarchical levels are vital for preventing degradation coupling ...
Won‐Gwang Lim, Seoa Kim, Erik A. Wu, Darren H. S. Tan, Shawn Peng, Xiaolin Li   +5 more
wiley   +1 more source

Calibrating risk-neutral default correlation. [PDF]

The implementation of credit risk models has largely relied on the use of historical default dependence, as proxied by the correlation of equity returns. However, as is well known, credit derivative pricing requires risk-neutral dependence.
Elisa Luciano
core