Results 91 to 100 of about 2,687,450 (307)
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Propagation characteristics of acoustic emission wave in reinforced concrete
Results in Physics, 2017 Due to the complexity of components and damage mechanism of reinforced concrete, the wave propagation characteristics in reinforced concrete are always complicated and difficult to determine.
Haoxiong Feng, Weijian Yi
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TDLAS second harmonic demodulation based on Hilbert transform. [PDF]
PLoS One, 2022 Wu J, Chen H, Kang G, Li X.
europepmc +1 more source
Advances in Position‐Momentum Entanglement: A Versatile Tool for Quantum Technologies
Laser &Photonics Reviews, EarlyView.Position–momentum entanglement constitutes a high‐dimensional continuous‐variable resource in quantum optics. Recent advances in its generation, characterization, and control are reviewed, with emphasis on spontaneous parametric down‐conversion and modern measurement techniques.
Satyajeet Patil +6 more
wiley +1 more source
International Journal of Electrical Engineering and Applied Sciences, 2019 In this paper, Hilbert Huang transform based technique is introduced to detect and classify double line to ground faults in a 138 kV, 60 Hz, 68 km long six phase transmission line.
Gaurav Kapoor
doaj
Study of Phase Reconstruction Techniques applied to Smith-Purcell Radiation Measurements
, 2015 Measurements of coherent radiation at accelerators typically give the absolute value of the beam profile Fourier transform but not its phase. Phase reconstruction techniques such as Hilbert transform or Kramers Kronig reconstruction are used to recover ...
Barros, Joanna +3 more
core +1 more source
Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
wiley +1 more source
Measurement of Phase Shift by Using a DSP [PDF]
Transactions of the VŠB-Technical University of Ostrava, Mechanical Series, 2009 The paper deals with design of the computer system for measurements of the phase shift between two harmonic signals using the Digital Signal Processor (DSP).
Petr KOČÍ, David FOJTÍK, Jiří TŮMA
doaj
Loop Quantum Photonic Chip for Coherent Multi‐Time‐Step Evolution
Laser &Photonics Reviews, EarlyView.A loop quantum photonic chip (Loop‐QPC) enabling efficient multi‐step quantum simulation in a single run is demonstrated. Combining recirculating loops with cycle‐or‐measure control, Loop‐QPC eliminates repeated reprogramming and reduces loss. Experimental demonstration of three‐step unitary evolution confirms high‐fidelity operation, showcasing the ...
Yuancheng Zhan +9 more
wiley +1 more source
MQAM modulation scheme recognition using Hilbert transform
Tongxin xuebao, 2007 A modulation scheme recognition algorithm for MQAM signals was proposed.The method does not require the prior information about baud rate and carrier frequency of the received signals.Baud rate is estimated first,then re-sampling,Hilbert transformation ...
XI Jia-xi, WANG Zong-xin
doaj +2 more sources