The Fractional OU Process: Term Structure Theory and Application [PDF]
The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Esben Hoeg, Per Frederiksen
core
Limits to the Hall Effect and Other Nonreciprocal Effects in Three‐Dimensional Metamaterials
Advanced Materials, EarlyView.Comprehensive and fundamental bounds on nonreciprocal effects in three‐dimensional metamaterials are derived. They reveal that the effective Hall mobility cannot exceed the largest constituent mobility, that, under certain conditions, the Verdet constant cannot be enhanced, and that, for constituents with Hall coefficients of the same sign, the largest
Christian Kern, Graeme W. Milton
wiley +1 more source
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Role of the Recombination Zone in Organic Light‐Emitting Devices
Advanced Materials, EarlyView.This review summarizes the critical role of the recombination zone in organic light‐emitting diodes (OLEDs). We highlight that broadening the recombination zone in OLEDs based on emissive layers with balanced charge transport and high photoluminescence quantum yields provides a promising route toward achieving both long operational lifetime and high ...
Yungui Li, Karl Leo
wiley +1 more source
Alterations of fractional anisotropy throughout cortico-basal ganglia gray matter in a macaque model of Huntington's Disease. [PDF]
Curr Res Neurobiol, 2023 Weiss AR +6 more
europepmc +1 more source
Fractional Anisotropy as a Surrogate Marker of Brain Mechanics
Abstract Understanding the mechanical properties of brain tissue may provide crucial insights into brain development, injury, disease and surgical planning. Conventionally, these properties are measured ex vivo or in vivo during surgical procedures, while non-invasive
Stefan Rampp +10 more
openaire +1 more source
Transparent Perovskite Light‐Emitting Diodes with Conductive Oxide Top Electrodes
Advanced Materials, EarlyView.Transparent perovskite light‐emitting diodes (TrPeLEDs) enable simultaneous display and transparency, expanding application possibilities. Using a metal oxide buffer layer and pulsed laser deposition, TrPeLEDs with diverse compositions and architectures are demonstrated.
Michele Forzatti +11 more
wiley +1 more source
Whole-Brain Fractional Anisotropy, Centered on the Superior Longitudinal Fasciculus, Is Positively Correlated With Urban Aesthetic Perception. [PDF]
Brain BehavKokubun K +3 more
europepmc +1 more source
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
core
Advanced Materials, EarlyView.Azobenzene photoswitches translate molecular‐scale E/Z photoisomerization into macroscopic material responses and device‐level photonic functions. This Review highlights how azobenzene research has evolved from molecular photochemistry to photoalignment, mass migration, photomechanics, and heat release, ultimately enabling holography, reconfigurable ...
Heeju Son +20 more
wiley +1 more source