Results 41 to 50 of about 11,331 (217)
Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Discrete Dynamics in Nature and Society, 2019 Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a ...
Meng Li, Xuefeng Wang, Fangfang Sun
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Application of the Fractal Brownian Motion to the Athens Stock Exchange
Fractal and FractionalThe Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions and inherent volatility. Traditional models often fall short in capturing the intricate dependencies and long memory effects observed in real-world financial data. In
John Leventides +5 more
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Microsphere Autolithography—A Scalable Approach for Arbitrary Patterning of Dielectric Spheres
Advanced Functional Materials, EarlyView.MicroSphere Autolithography (µSAL) enables scalable fabrication of patchy particles with customizable surface motifs. Focusing light through dielectric microspheres creates well defined, tunable patches via a conformal poly(dopamine) photoresist. Nearly arbitrary surface patterns can be achieved, with the resolution set by the index contrast between ...
Elliott D. Kunkel +3 more
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Advanced Functional Materials, EarlyView.Liquid crystalline inverted lipid phases and reverse micelles are self‐assembled lipid nanostructures that enhance the solubility, stability, and delivery of diverse therapeutics. This review integrates their physicochemical principles, formulation strategies, drug loading mechanisms, and biomedical applications, highlighting their growing ...
Numan Eczacioglu +3 more
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Joint continuity of the local times of fractional Brownian sheets [PDF]
, 2008 Let $B^H=\{B^H(t),t\in{{\mathbb{R}}_+^N}\}$ be an $(N,d)$-fractional Brownian sheet with index $H=(H_1,...,H_N)\in(0,1)^N$ defined by $B^H(t)=(B^H_1(t),...,B^H_d(t)) (t\in {\mathbb{R}}_+^N),$ where $B^H_1,...,B^H_d$ are independent copies of a real ...
Ayache, Antoine +2 more
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Fractal and FractionalThis paper introduces the fractional Heston-type (fHt) model as a stochastic system comprising the stock price process modeled by a geometric Brownian motion. In this model, the infinitesimal return volatility is characterized by the square of a singular
Marc Mukendi Mpanda
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Advanced Functional Materials, EarlyView.Cephalopod‐inspired photonic microparticles with dynamic structural coloration are fabricated via confined self‐assembly of linear block copolymers into ellipsoids containing stacked lamellae. Embedded superparamagnetic nanoparticles enable rapid magnetic alignment, restoring vivid, angle‐dependent color.
Gianluca Mazzotta +8 more
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On small time asymptotics for rough differential equations driven by fractional Brownian motions
, 2014 We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions.
D Nualart +21 more
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A general framework for waves in random media with long-range correlations [PDF]
, 2009 We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian motion.
Marty, Renaud, Sølna, Knut
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Advanced Functional Materials, EarlyView.MagPiezo enables wireless activation of endogenous Piezo1 channels without genetic modification using 19 nm magnetic nanoparticles and low‐intensity magnetic fields. It generates torque forces at the piconewton scale to trigger mechanotransduction in endothelial cells, standing as a novel platform to interrogate and manipulate Piezo1 activity in vitro.
Susel Del Sol‐Fernández +7 more
wiley +1 more source