Results 61 to 70 of about 197,322 (297)

Electro‐Chemo‐Mechanical Coupling in Hf0.5Zr0.5O2 Ferroionic Heterostructures

Advanced Functional Materials, EarlyView.
Schematic of a ferroionic HZO heterostructure where epitaxial interfaces enable dynamic oxygen‐vacancy exchange, coupling ionic and ferroelectric degrees of freedom. Vacancy‐mediated polarization modulation biases HZO polymorphism, suppresses leakage, and enhances piezoelectric response, yielding distinct butterfly‐loop evolution and diode‐like ...
Achilles Bergne, Denis Alikin, Milica Vasiljevic, Victor B. Tinti, Javier Zamudio‐García, Leonardo Soares de Oliveira, Megan Landberg, Dimitrios Koukoulis, Huaiyu Chen, Jesper Wallentin, David Marrero‐López, Astri Bjørnetun Haugen, Sizhao Huang, Dennis Christensen, Nini Pryds, Alexander Tselev, Andrei Kholkin, Vincenzo Esposito   +17 more
wiley   +1 more source

Photon Avalanching Nanoparticles: The Next Generation of Upconverting Nanomaterials?

Advanced Functional Materials, EarlyView.
This Perspective outlines the mechanistic foundations that enable photon‐avalanche (PA) behavior in lanthanide nanomaterials and contrasts them with emerging application spaces and forward‐looking design strategies. By bridging threshold engineering, energy‐transfer dynamics, and materials engineering, we provide a coherent roadmap for advancing the ...
Kimoon Lee, Yunseo Kim, Hyeong‐ku Jo, Dongjoon Yoon, Byeonghyeok Im, WonJeong Yu, Eui‐Rim On, Changhwan Lee   +7 more
wiley   +1 more source

The effect of parallel OTC-DVP bond market introduction on yield curve volatility [PDF]

Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2006
The goal of this paper is to analyze the effect of OTC-DVP (over the counter delivery versus payment) fixed income market introduction in Slovenia on the term structure estimation and on the volatility of zero coupon yields and forward interest rates ...
Andraž Grum
doaj  

Adjoint methods for computing sensitivities in local volatility surfaces [PDF]

, 2010
In this paper we present the adjoint method of computing sensitivities of option prices with respect to nodes in the local volatility surface. We first introduce the concept of algorithmic differentiation and how it relates to\ud path-wise sensitivity ...
Spilda, Juraj
core   +1 more source

Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model [PDF]

The Journal of Fixed Income, 2000
This article presents a number of new ideas concerned with implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities the market uses to price European swap options from the volatilities used to price interest rate caps.
John C Hull, Alan D White
openaire   +1 more source

Forward Freight Agreements and Market Transparency in the Capesize Sector

Asian Journal of Shipping and Logistics, 2019
We investigate the connection between the trading of Forward Freight Agreements (FFAs) and its microstructure effects in the volatility of the spot freight market in the Capesize dry-bulk sector of oceangoing vessels.
Theodore Pelagidis, George Panagiotopoulos   +1 more
doaj   +1 more source

Implied volatility estimation of bitcoin options and the stylized facts of option pricing

Financial Innovation, 2021
The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging.
Noshaba Zulfiqar, Saqib Gulzar
doaj   +1 more source

Toward Stable Multivalent Metal Batteries: Understanding the Interfacial Chemistry for Magnesium and Calcium Metal Anodes

Advanced Functional Materials, EarlyView.
Interphase chemistry governs the stability of multivalent metal batteries. We summarize state‐of‐the‐art developments in calcium and magnesium metal batteries by focusing on the correlation among electrolytes, interphase layers, and the electrochemical performance of corresponding metal anodes.
Huijun Lin, Qi Meng, Juncai Long, Chuheng Cao, Zheng‐Long Xu   +4 more
wiley   +1 more source

Multi‐Scale Interface Engineering of MXenes for Multifunctional Sensory Systems

Advanced Functional Materials, EarlyView.
MXenes, as two‐dimensional transition metal carbides and nitrides, demonstrate remarkable capabilities for multifunctional sensing applications. This review systematically examines multi‐scale interface engineering approaches that enhance sensing performance, enable diverse detection functionalities, and improve system‐level compatibility in MXene ...
Jiaying Liao, Sin‐Yi Pang, Jianhua Hao
wiley   +1 more source

Linking Futures and Options Pricing in the Natural Gas Market

Risks
A robust model for natural gas prices should simultaneously capture the observed prices of both futures and options. While incorporating a seasonal factor in the convenience yield of the spot price effectively replicates forward curves, it proves ...
Francesco Rotondi
doaj   +1 more source