Results 51 to 60 of about 2,133 (266)

Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities

Risks, 2023
In this paper, we consider the problem of pricing variance, volatility, covariance and correlation swaps for financial markets with semi-Markov volatilities.
Anatoliy Swishchuk, Sebastian Franco
doaj   +1 more source

A Termite‐Inspired Alternative to Cement

Advanced Functional Materials, EarlyView.
A termite‐inspired composite of clay, cellulose, and lignin forms a dense fibrous network with concrete‐like strength (32 MPa) and superior elasticity, processed at ambient temperature. Abstract Clay combined with organic materials is used by termites as a strong and durable construction material for their mounds with minimal environmental impact. Here,
Oren Regev, Peter Fratzl, Emeline Raguin, Markus Antonietti   +3 more
wiley   +1 more source

Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics

Advanced Functional Materials, EarlyView.
Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha, Yingshan Ma, Yong Nam An, Sung‐Un An, Hyeon Hak Jung, Suvi‐Tuuli Varjamo, Jiwon Yoo, Junho Min, Hanvit Kim, Faisal Ahmed, Sang Hoon Chae, Young Min Song, Weiwei Cai, Tawfique Hasan, Zhipei Sun, Dong‐Ho Kang, Hyeon‐Jin Shin, Yunyun Dai, Hoon Hahn Yoon   +18 more
wiley   +1 more source

La determinazione del fair value di opzioni su valuta impiegando funzioni a base radiale: un’applicazione al framework di pricing di Garman-Kohlhagen [PDF]

Risk Management Magazine, 2019
Garman – Kohlhagen framework, which is an extension of the most popular Black-Scholes-Merton model, is often used by financial institutions in order to price options with a currency as underlying. These pricing techniques have in common the definition of
Simone Fioribello, Pier Giuseppe Giribone   +1 more
doaj   +1 more source

Intrabandgap States Engineering in Functionalized Nanodiamond to Generate Solvated Electrons for Photocatalysis Under Solar Illumination

Advanced Functional Materials, EarlyView.
The negative electron affinity of diamond allows to emit highly reductive electrons. By introducing intra‐bandgap states and an optimized electron transfer mechanism by surface functionalization with Ru(bpy)3, the formation of solvated electrons is achieved upon solar irradiation.
Benjamin Kiendl, Arsène Chemin, Adam H. Day, Rocio B. Rodriguez, Sneha Choudhury, Franziska Buchner, Kaan Atak, Christoph Merschjann, Emina Hadzifejzovic, Tim D. W. Claridge, Karin Larsson, Amélie Venerosy, Mailis M. Lounasvuori, Natalia Zabarska, Boyan Iliev, Thomas J. S. Schubert, Hugues A. Girard, Jean‐Charles Arnault, John S. Foord, Tristan Petit, Anke Krueger   +20 more
wiley   +1 more source

Local Stochastic Correlation Models for Derivative Pricing

Stats
This paper reveals a simple methodology to create local-correlation models suitable for the closed-form pricing of two-asset financial derivatives. The multivariate models are built to ensure two conditions. First, marginals follow desirable processes, e.
Marcos Escobar-Anel
doaj   +1 more source

Infrared Nanocrystals for Space Application: Hardness to Irradiations

Advanced Functional Materials, EarlyView.
This article investigates infrared HgTe nanocrystals under X‐ray and ion irradiation, revealing remarkable radiation hardness. It uncovers distinct degradation mechanisms and shows that the nanomaterial outperforms integrated electronics. The results position colloidal nanocrystals as promising candidates for resilient space and harsh‐environment ...
Alexandre Neyret, Dario Mastrippolito, Bingbing Xia, Adrien Khalili, Maxime Lebreton, Giorgia Strobbia, Albin Colle, Marco Paye, Mariarosa Cavallo, Erwan Bossavit, Claire Abadie, Yoann Prado, Debora Pierucci, Victor Parahyba, Francois Coursaget, David Darson, Emrick Briand, Ian Vickridge, Stephane Demiguel, Sebastien Massenot, Jean‐Marc Belloir, Vincent Goiffon, Emmanuel Lhuillier   +22 more
wiley   +1 more source

Informational Updates and the Derivative Pricing Kernel

AppliedMath
It is common in financial markets for market makers to offer prices on derivative instruments even though they are uncertain about the underlying asset’s value. This paper studies the mathematical problem that arises as a result.
Ayan Bhattacharya
doaj   +1 more source

Dual‐Atom Dopants Activated Ruthenium Single‐Atom Alloy Boosting Hydrogen Evolution Electrocatalysis in Proton Exchange Membrane Water Electrolyzer

Advanced Functional Materials, EarlyView.
Ni1‐Bi1 dual‐atom dopants are achieved for activating Ru lattices without blocking noble atoms. This model exhibits an ultralow overpotential of 11.4 mV and superb stability at 10 mA cm−2 toward hydrogen evolution reaction, enabling a proton exchange membrane water electrolyzer that needs only 2.233 V to reach 3.0 A cm−2 and operates stably at 1.0 A cm−
Shuiping Luo, Zhichao Yang, Xinyi Cai, Peiling Hu, Lei Xie, Junhao Qiu, Wen Chen, Tianou He, Yong Li, Tangting Li, Yuehan Li, Hong Zhu, Fenghao Jiang, Ke Liu, Jinliang Zhu, Shao‐Qing Liu, Xian‐Zhu Fu, Jing‐Li Luo   +17 more
wiley   +1 more source

Novel Functional Materials via 3D Printing by Vat Photopolymerization

Advanced Functional Materials, EarlyView.
This Perspective systematically analyzes strategies for incorporating functionalities into 3D‐printed materials via Vat Photopolymerization (VP). It explores the spectrum of achievable functionalities in recently reported novel materials—such as conductive, energy‐storing, biodegradable, stimuli‐responsive, self‐healing, shape‐memory, biomaterials, and
Sergey S. Nechausov, Patrick Fesser, Boris A. Bulgakov, Ulrich S. Schubert   +3 more
wiley   +1 more source