Results 61 to 70 of about 29,401 (304)
MathematicsRisk is often the most concerning factor in financial transactions. Option Greeks provide valuable insights into the risks inherent in option trading and serve as tools for risk mitigation.
Stefan Zecevic, Mariano Rodrigo
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Malliavin calculus in finance [PDF]
This article is an introduction to Malliavin Calculus for practitioners. We treat one specific application to the calculation of greeks in Finance. We consider also the kernel density method to compute greeks and an extension of the Vega index called the
Arturo Kohatsu, Montero Miquel
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Silicon Nitride Resistive Memories
Advanced Electronic Materials, EarlyView.Amorphous SiNx is an attractive resistance switching material for ReRAM applications due to its physicochemical properties, such as humidity resistance, low oxygen diffusivity, and is used as a metal diffusion blocker. By modifying the ratio between N and Si atoms, the microstructure of the SiNx is affected, rendering it possible to change the ...
Alexandros‐Eleftherios Mavropoulis +7 more
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The Ancient Greeks in the Thought of Arvydas Šliogeris: The Ambiguity of Reception
Literatūra (Vilnius)This article examines Šliogeris’ engagement with the Ancient Greeks, focusing on the mature phase of his philosophy, where the concepts of Nihil and Presence are fully articulated.
Gintarė Škėmaitė
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Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model) [PDF]
We consider a generic framework for generating likelihood ratio weighted Monte Carlo simulation paths, where we use one simulation scheme K° (proxy scheme) to generate realizations and then reinterpret them as realizations of another scheme K* (target ...
Joerg Kampen, Christian P. Fries
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Advanced Electronic Materials, EarlyView.Using C‐AFM, W/HZO/p‐Ge capacitors with areas down to 0.26 µm2 are investigated. Frequency‐dependent voltage ramps reveal switching currents that confirm complete polarization reversal across the entire electrode area, while PUND enables reconstruction of P–V loops.
Lucian Trupina +10 more
wiley +1 more source
The Beliefs, Myths, and Reality Surrounding the Word Hema (Blood) from Homer to the Present
Anemia, 2010 All ancient nations hinged their beliefs about hema (blood) on their religious dogmas as related to mythology or the origins of religion. The Hellenes (Greeks) especially have always known hema as the well-known red fluid of the human body.
John Meletis, Kostas Konstantopoulos
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Smart Monte Carlo: Various tricks using Malliavin calculus [PDF]
Current Monte Carlo pricing engines may face computational challenge for the Greeks, because of not only their time consumption but also their poor convergence when using a finite difference estimate with a brute force perturbation.
Eric Benhamou
core
, 2017 The second largest migrant group in Australia is made up of some 300,000 people who regard themselves as Greek. Not all were born in Greece - some come from ancient Greek communities in Russia, Africa and the Middle East, some were born in Australia ...
Price, Charles Archibald
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Advanced Energy Materials, EarlyView.Kinetic–energetic projection of time‐resolved photoluminescence reveals that charge‐transfer injection acts as a universal bottleneck in organic solar cells. A physics‐constrained Bayesian framework identifies an emergent effective CT injection rate governing the trade‐off between charge generation and nonradiative energy loss.
Rong Wang +16 more
wiley +1 more source