Results 51 to 60 of about 5,889 (311)
Hydrogen‐Assisted Fracture of Iron‐Based Fe–Ni–Al Alloys
Advanced Engineering Materials, EarlyView.Principal relations and fracture mechanisms of single‐phase and precipitate‐strengthened Fe–Ni–Al alloys subjected to prior electrochemical hydrogen charging are identified. The mechanisms of hydrogen effect on strength and microhardness are discussed, including hydrogen‐induced increase in microhardness and the role of hydrogen in fracture behavior ...
Nataliya Yadzhak +3 more
wiley +1 more source
Journal of Applied Mathematics, 2013 We study option pricing with risk-minimization criterion in an incomplete market where the dynamics of the risky underlying asset are governed by a jump diffusion equation.
Xinfeng Ruan +3 more
doaj +1 more source
RESEARCH ON WEATHER DERIVATIVES PRICING–THE CASE OF SHANGHAI MUNICIPALITY [PDF]
Science Heritage JournalWeather derivatives pricing is one of the central issues in the study of this type of financial product, and there is no uniform methodology. To price the temperature option with Shanghai temperature as the underlying and explore how to improve the ...
Pengfei Lv, Shanli Ye
doaj +1 more source
Advanced Engineering Materials, EarlyView.The present study investigates recycling of NiTi shape memory alloys via vacuum induction melting. An ingot was synthesized from elemental Ni and Ti and subjected to three subsequent remelting cycles. Remelting increases process durations and impurity levels and adversely affects microstructures and functional properties.
Sakia Sophia Noorzayee +7 more
wiley +1 more source
Investigating Levy's model in financial series prediction(case of vanilla option) [PDF]
Mathematics and Modeling in FinanceIn recent years, there has been growing interest in the application of stochastic processes to model financial markets, particularly in the pricing and prediction of derivative instruments such as options. One of the more advanced models that has emerged
Seyed Jalal Tabatabaei
doaj +1 more source
Cyclic Olefin Copolymers as Versatile Materials for Advanced Engineering Applications
Advanced Functional Materials, EarlyView.Cyclic olefin copolymers (COCs) are presented as highly versatile materials combining tunable synthesis, excellent optical properties, and mechanical robustness. Their potential spans microfluidics, bioengineering, and advanced electronics, while emerging self‐healing and sustainable solutions highlight future opportunities.
Giulia Fredi +3 more
wiley +1 more source
Forecasting semi-stationary processes and statistical arbitrage
Statistical Theory and Related Fields, 2020 If a financial derivative can be traded consecutively and its terminal payoffs can be adjusted as the sum of a bounded process and a stationary process, then we can use the moving average of the historical payoffs to forecast and the corresponding errors
Si Bao, Shi Chen, Wei An Zheng, Yu Zhou
doaj +1 more source
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
Blood Biomarkers and Surface‐Enhanced Raman Spectroscopy for Gout: A Comprehensive Review
Advanced Functional Materials, EarlyView.Schematic illustrating gout disease progression from asymptomatic hyperuricemia to chronic tophaceous disease, highlighting the limitations of conventional imaging and biochemical diagnostics and the potential of engineered SERS platforms for ultrasensitive blood‐based detection of urate‐related biomarkers across disease stages, with the color gradient
Isuri Perera +6 more
wiley +1 more source
The pricing of temperature futures at the Chicago Mercantile Exchange
, 2010 This paper analyzes observed prices of US temperature futures at the Chicago Mercantile Exchange (CME). Results show that an index modeling approach without detrending captures the prices exceptionally well.
Wimmer, Maximilian, Dorfleitner, Gregor
core +1 more source