Results 111 to 120 of about 2,168,507 (360)
Advanced Materials, Volume 37, Issue 13, April 2, 2025.Liquid‐phase transmission electron microscopy enables visualization of nanoscale processes involving liquid media. Yet, it suffers from beam effects, such as radiolysis of the liquid, sample heating, and membrane charging. This review summarizes beam effect fundamentals, describes modeling and assessment, and illustrates handling strategies.
Birk Fritsch +5 more
wiley +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
OIL VOLATILITY-OF-VOLATILITY AND TAIL RISK OF COMMODITIES
Applied Finance LettersWe examine the information content of oil volatility-of-volatility (VOV), constructed from the past 1-month OVX (implied volatility in crude oil market), on the expected tail risk of commodities.
Yahua Xu +2 more
doaj +1 more source
The impact of forward trading on the spot power price volatility with Cournot competition [PDF]
In this paper, we analyze the influence of forward trading on the volatility of spot power prices, in models where forward contracts are strategic tools used by energy producers to obtain profit security.
Agnieszka Wylomanska, Sandro Sapio
core
Challenges and Opportunities for Rechargeable Aqueous Sn Metal Batteries
Advanced Materials, EarlyView.Rechargeable aqueous batteries with metal anodes promise enhanced energy density, combining higher output voltage and capacity with high safety. This perspective highlights the emerging potential of the Sn metal anode, emphasizing its resistance to hydrogen evolution, high reversibility, and sustainability.
Haozhe Zhang +3 more
wiley +1 more source
Perfect hedging in rough Heston models [PDF]
arXiv, 2017 Rough volatility models are known to reproduce the behavior of historical volatility data while at the same time fitting the volatility surface remarkably well, with very few parameters. However, managing the risks of derivatives under rough volatility can be intricate since the dynamics involve fractional Brownian motion.
arxiv
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
core
Fast‐Charging Solid‐State Li Batteries: Materials, Strategies, and Prospects
Advanced Materials, EarlyView.This review addresses challenges and recent advances in fast‐charging solid‐state batteries, focusing on solid electrolyte and electrode materials, as well as interfacial chemistries. The role of multiscale modeling and simulation in understanding Li+ transport and interfacial phenomena is emphasized, providing insights into materials, strategies, and ...
Jing Yu +7 more
wiley +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
Filtering and identification of stochastic volatility for parabolic type factor models [PDF]
, 2006 We consider the dynamics of forward rate process which is modeled by a parabolic type infinite-dimensional factor model with stochastic volatility. The parameters included in the stochastic volatility dynamics are estimated from the factor process as the
Aihara, ShinIchi, Bagchi, Arunabha
core +1 more source