Results 101 to 110 of about 185,677 (330)
Supramolecular Chemistry in Metal–Organic Framework Materials
Advanced Materials, EarlyView.This review highlights synergies between reticular chemistry and supramolecular chemistry. The role of supramolecular interactions in determining framework…guest interactions and attempts to understand dynamic behavior in metal–organic frameworks (MOFs), particularly emphasizing the development of crystal sponges, studying reactions in frameworks and ...
Eugenia Miguel‐Casañ +3 more
wiley +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, Alan +2 more
core +1 more source
On the pricing of forward starting options under stochastic volatility [PDF]
, 2003 We consider the problem of pricing European forward starting options in the presence of stochastic volatility. By performing a change of measure using the asset price at the time of strike determination as a numeraire, we derive a closed-form solution based on Heston’s model of stochastic volatility.
openaire +2 more sources
Retrospective Review on Reticular Materials: Facts and Figures Over the Last 30 Years
Advanced Materials, EarlyView.To shape the future course of research in reticular materials, this work reflects on the progress over the past 30 years, complemented by input from the community of 228 active researchers through a global, crowdsourced survey: ranging from demographics, how it works, publish and interact, to highlights on both academic and industrial milestones, as ...
Aamod V. Desai +8 more
wiley +1 more source
Borsa Istanbul ReviewUsing the panel-data approach with a sample of emerging countries, this study examines the relationship between exchange-rate movements from 2011 to 2022, on the one hand, and sovereign debt credit default swap (CDS) premiums and market volatility, on ...
Alan T. Wang, Chin-Chia Liang
doaj +1 more source
A Markovian Defaultable Term Structure Model with State Dependent Volatilities [PDF]
The defaultable forward rate is modeled as a jump diffusion process within the Schonbucher (2000, 2003) general Heath, jarrow and Morton (1992) framework where jumps in the defaultable term structure f d(t, T) cause jumps and defaults to the defaultable ...
Carl Chiarella +2 more
core
Solvent‐Free Fabrication Methods of Metal Halide Perovskites
Advanced Materials, EarlyView.This review explores the current status of solvent‐free fabrication methods of metal halide perovskites, such as thermal evaporation, magnetron sputtering, pulsed laser deposition, e‐beam and atomic layer deposition, solid phase growth, and laser printing.
Ran Ji +5 more
wiley +1 more source
Forward Hedging Under Price and Production Risk of Wheat [PDF]
This paper estimates optimal hedging ratios for a Finnish spring wheat producer under price and yield risk. The forward contract available for hedging fixes the price and quantity at the time of sowing for a delivery at harvest. Autoregressive models are
Pietola, Kyosti, Xing, Liu
core +1 more source
Advanced Materials, EarlyView.This article summarizes significant technological advancements in materials, photonic devices, and bio‐interfaced systems, which demonstrate successful applications for impacting human healthcare via improved therapies, advanced diagnostics, and on‐skin health monitoring.
Seunghyeb Ban +5 more
wiley +1 more source
The Behaviour of the Equity Yield and Its Relation with the Bond Yield: The Role of Inflation
International Journal of Financial Studies, 2018 Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers and those engaged in modelling the interaction between asset classes. During the mid-1900s, the equity yield—which was previously
David G. McMillan
doaj +1 more source