Results 101 to 110 of about 2,210,161 (360)
Mesoporous Carbon Thin Films with Large Mesopores as Model Material for Electrochemical Applications
Mesoporous carbon thin films possessing 70 nm mesopores are prepared on titanium substrates by soft templating of resol resins with a self‐synthesized poly(ethylene oxide)‐block‐poly(hexyl acrylate) block copolymer. A strategy to avoid corrosion of the metal substrate is presented, and the films are extensively characterized in terms of morphology ...
Lysander Q. Wagner +9 more
wiley +1 more source
Electron–Matter Interactions During Electron Beam Nanopatterning
This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima +2 more
wiley +1 more source
Analogy making and the structure of implied volatility skew [PDF]
An analogy based option pricing model is put forward. If option prices are determined in accordance with the analogy model, and the Black Scholes model is used to back-out implied volatility, then the implied volatility skew arises, which flattens as ...
A Furnham +70 more
core +5 more sources
Does a Morphotropic Phase Boundary Exist in ZrxHf1‐xO2‐Based Thin Films?
This study investigates 6 nm zirconium‐rich hafnium‐zirconium oxide thin–film metal–insulator–metal capacitors using a combination of experimental methods and machine learning–based molecular dynamics simulations to provide insight into the physical mechanisms that enhance the dielectric constant near 0 V and attribute it to the field‐induced ...
Pramoda Vishnumurthy +9 more
wiley +1 more source
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models [PDF]
Research on the Heath-Jarrow-Morton (1992) term structure models so far has focused on the class having time-deterministic instantaneous forward rate volatility. In this case the forward rate is Markovian, even if the spot rate process is not.
Carl Chiarella, Ram Bhar, Thuy Duong To
core
Asymptotics of forward implied volatility
We study asymptotics of forward-start option prices and the forward implied volatility smile using the theory of sharp large deviations (and refinements). In Chapter 1 we give some intuition and insight into forward volatility and provide motivation for the study of forward smile asymptotics.
openaire +3 more sources
On the pricing of forward starting options under stochastic volatility [PDF]
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
Designing Asymmetric Memristive Behavior in Proton Mixed Conductors for Neuromorphic Applications
Protonic devices that couple ionic and electronic transport are demonstrated as bioinspired neuromorphic elements. The devices exhibit rubber‐like asymmetric memristive behavior with slow voltage‐driven conductance increase and rapid relaxation, enabling simplified read–write operation.
Nada H. A. Besisa +6 more
wiley +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
This study introduces a novel chloro boron subphthalocyanine/polymer blend OFET sensor achieving 0.005 ppb limit of detection for ammonia at room temperature and high selectivity against similar amines. An original theoretical framework is proposed to describe the sensing mechanism, relating analyte molecular volume and Lewis basicity to sensor ...
Kavinraaj Ella Elangovan +6 more
wiley +1 more source

