Results 61 to 70 of about 5,889 (311)

Bioinspired Mechanically Robust Organic–Inorganic Hybridized Bio‐Adhesives With up to 50% Inorganic Components by Bi‐Continuous Phase Engineering

Advanced Functional Materials, EarlyView.
A robust plant protein adhesive was prepared by fabricating a bi‐continuous organic–inorganic hybrid structure. Compared with traditional organic–inorganic hybrid adhesives, the addition amount of inorganic phase is increased from 0.2%–3.0% to 50%, and the strength and toughness are increased by 6 and 121 times, respectively.
Zheng Liu, Wenlong Luo, Xu Yang, Xin Zhang, Yuru Zhu, Jingchao Li, Jianzhang Li, Jing Luo, Zhezhe Zhou, Pingan Song, Qiang Gao   +10 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

Pricing and Hedging of SOFR Derivatives

Mathematical Finance
ABSTRACT The London Interbank Offered Rate (LIBOR) has served since the 1970s as a fundamental measure for floating term rates across multiple currencies and maturities. However, in 2017, the Financial Conduct Authority announced the discontinuation of LIBOR from the end of 2021, and the New York Fed declared the Treasury repo ...
Matthew Bickersteth, Yining Ding, Marek Rutkowski   +2 more
openaire   +2 more sources

Hierarchical MXene‐Derived NTP/C Nanohybrids for Cryogenic Sodium‐Ion Batteries

Advanced Functional Materials, EarlyView.
A hierarchical MXene‐derived NaTi2(PO4)3/C nanohybrid enables efficient sodium‐ion storage down to −40°C by integrating fast ion–electron transport pathways with an ether‐based electrolyte. The system promotes dominant pseudocapacitive behavior and forms a robust inorganic‐rich SEI, collectively mitigating kinetic and interfacial limitations, thereby ...
M. Sai Bhargava Reddy, Mohammad Zaid, Sayan Das, Sooryadas Sudhakaran, Shampa Aich, Vilas G. Pol   +5 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

Neuromorphic Electronics for Intelligence Everywhere: Emerging Devices, Flexible Platforms, and Scalable System Architectures

Advanced Materials, EarlyView.
The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj, Roshni Satheesh Babu, Yuxin Xia, Eva Bestelink, Radu Sporea, Nikos Hastas, Ioannis Zeimpekis, Dimitra G. Georgiadou, Sayani Majumdar   +8 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

Derivatives pricing with liquidity risk

, 2019
This paper develops a novel, general derivative pricing model which introduces a liquidity risk factor. The model variants we outline offer a sufficient degree of flexibility so as to enable the valuation of various types of derivative classes including ...
Ding, S, Shusheng Ding, Meryem Duygun, Duygun, Meryem, Zhang, Y, Yongmin Zhang   +5 more
core   +1 more source

Nanomaterial Integration at Liquid–Liquid Interfaces for Green Catalysis

Advanced Materials, EarlyView.
Functional nanomaterials assembled at liquid–liquid interfaces create dual‐role platforms serving as emulsion stabilizers and catalytic sites, offering enhanced reaction kinetics with improved catalyst recovery and recyclability. This review examines design strategies, structure‐performance relationships, and industrial implementation prospects of ...
Bokgi Seo, Jaewon Shin, Minkyoung Jang, Kyoungho Choi, Tengfei Pang, Fangrui Zhong, Jin Woong Kim   +6 more
wiley   +1 more source

Economic Low‐Carbon Chemical Production via Paired Electrolysis of Carbon Monoxide (CO) and 5‐hydroxymethylfurfural (HMF)

Advanced Materials, EarlyView.
Replacing CO2 with CO at the cathode and integrating a catholyte‐layer membrane electrode assembly transforms paired electrolysis into a stable platform for co‐producing ethylene and 2,5‐furandicarboxylic acid. Combined experimental and techno‐economic analyses identify carbon monoxide and 5‐hydroxymethylfurfural as the most compatible pairing ...
Mi‐Young Lee, Dongjin Kim, Jun Woo Park, Geunsu Bae, Byeong Cheul Moon, Younghyun Chae, Chang Hyuck Choi, Woong Kim, Ung Lee, Da Hye Won, Dong Ki Lee   +10 more
wiley   +1 more source