Results 51 to 60 of about 11,331 (217)

Proactive Hedging European Call Option Pricing with Linear Position Strategy

Discrete Dynamics in Nature and Society, 2018
Proactive hedging option is an exotic European stock option designed for hedgers. Such option requires option holders to buy in (or sell out) the underlying asset (stock) and allows them to adjust the holdings of the underlying asset per its price ...
Meng Li, Xuefeng Wang, Fangfang Sun
doaj   +1 more source

Colloidal Heterostructures Enable Interfacial Transport of Immiscible Molecules in Printable Organohydrogels

Advanced Materials, EarlyView.
Multiphase printable organohydrogels with tunable microstructures are developed to control molecular transport pathways for immiscible cargo. The tortuosity and domain size of the colloidal phases are tuned by adjusting temperature and shear during processing, which enables the tailoring of diffusion kinetics due to different transport pathways.
Riley E. Dowdy‐Green, Rony Waheibi, Nazanin Shakoury, Yuemei Ye, Lilian C. Hsiao   +4 more
wiley   +1 more source

Recent Advances in Collective Behaviors of Micro/Nanomotor Swarms

Advanced Materials, EarlyView.
This review describes the driving forces behind collective motion, explores the self‐organization of micro/nano swarms across zero‐dimensional (0D), one‐dimensional (1D), two‐dimensional (2D), and three‐dimensional (3D) spaces, and highlights their potential in drug delivery, environmental monitoring, and smart devices.
Siwen Sun, Bingbing Sun, Alexander B. Cook, Tania Patiño Padial, Jan C. M. van Hest   +4 more
wiley   +1 more source

Robotic Materials With Bioinspired Microstructures for High Sensitivity and Fast Actuation

Advanced Science, EarlyView.
In the review paper, design rationale and approaches for bioinspired sensors and actuators in robotics applications are presented. These bioinspired microstructure strategies implemented in both can improve the performance in several ways. Also, recent ideas and innovations that embed robotic materials with logic and computation with it are part of the
Sakshi Sakshi, Rohit Pratyush Behera, Hongyu Zhou, Yifan Wang, Hortense Le Ferrand   +4 more
wiley   +1 more source

A Microfiber‐Reinforced Janus Hydrogel E‐Skin With Recyclable Feature for Multimodal Sensing and Gender‐Specific Physiological Monitoring

Advanced Science, EarlyView.
Hydrogel‐based wearable electronics hold great promise for physiological monitoring in privacy‐sensitive regions. In this study, a polyurethane (PU) microfiber‐reinforced gelatin hydrogel e‐skin is developed, boasting multiple advantages such as ultra‐thinness, high toughness, and long‐term skin conformability.
Yarong Ding, Yufeng Li, Shaozhe Tan, Jiachun Sun, Xu Yang, Xuesi Zhang, Zhenhua Lin, Zhenyu Li, Yue Hao, Yannan Liu, Yingchun Li, Jingjing Chang   +11 more
wiley   +1 more source

Fractional constant elasticity of variance model

, 2006
This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
core   +2 more sources

Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems

, 2019
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails.
Burnecki, Krzysztof, Metzler, Ralf, Ślęzak, Jakub   +2 more
core   +1 more source

ANN‐Enabled Analysis of Nanoparticle Aggregation and Hall Effects on Ag‐H2O Nanofluid Flow Over a Spinning Disk With Convective Heating and Thermal Radiation

Asia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT The exceptional characteristics of nanofluids have turned out to be a significant development in revolutionizing heat transfer mechanisms in several electronic cooling devices and industrial manufacturing processes. The present study deals with the investigation of the second law of thermodynamics applied to the steady MHD fluid flow above a ...
Dixita Sonowal, Bidyasagar Kumbhakar
wiley   +1 more source

Optimal execution with rough path signatures

, 2019
We present a method for obtaining approximate solutions to the problem of optimal execution, based on a signature method. The framework is general, only requiring that the price process is a geometric rough path and the price impact function is a ...
Arribas, Imanol Perez, Kalsi, Jasdeep, Lyons, Terry   +2 more
core   +1 more source

Brownian motion models: cryptographic applications, capabilities, and limitations

Frontiers in Computer Science
Brownian motion (BM) is a stochastic model that has been extensively studied in physics, finance, and engineering. However, its potential use in cryptographic applications remains underexplored.
Abduljameel Zainalabideen, Abduljameel Zainalabideen, Khaled Suwais, Hazem El-Bakry, Islam Abdelmaksoud   +4 more
doaj   +1 more source