Results 91 to 100 of about 3,336 (266)

Identifying the implied volatility using the total variation regularization

Boundary Value Problems, 2018
This paper studies an inverse problem of determining the implied volatility in the financial products linked with gold price, which has important application in financial derivatives pricing.
Yun Liu, Xijuan Liu
doaj   +1 more source

Synthesis of Bulk Superconducting LiNbO2 Crystals Through CaH2 Reduction

Advanced Materials, EarlyView.
CaH2 reduction reconstructively transforms insulating LiNbO3 single crystals into superconducting bulk LiNbO2 with a critical temperature of Tc = 14.4 K. Scanning electron microscopy reveals large‐volume, high‐yield phase conversion. Magnetization measurements demonstrate a robust ∼ 77% Meissner shielding fraction, establishing bulk superconductivity ...
Ryan Paxson, Stephanie J. Hong, Bicky S. Moirangthem, Parham Kabirifar, Saya Takeuchi, Tianyu Li, Chih‐Yu Lee, Haotong Liang, Keenan Avers, Kamal R. Joshi, Amlan Datta, Makariy A. Tanatar, Shanta Saha, Joseph A. Dura, Peter Zavalij, Johnpierre Paglione, Ruslan Prozorov, Alexander J. Grutter, Efrain E. Rodriguez, Ichiro Takeuchi   +19 more
wiley   +1 more source

Thickness‐Defined Transport Regime Toward Near‐Ideal Area‐Type Switching

Advanced Materials, EarlyView.
By thinning the oxide layer, memristors pass from diode‐like and battery‐effect‐dominated behavior toward eventual short‐circuit failure. Within the intermediate 5–6 nm window, they reach a near‐ideal analog area‐type switching regime, featuring symmetric hysteresis, area‐dependent conductance, and continuous linear programming of HRS and LRS with ...
Cuo Wu, Junjie Zhao, Richard Schroedter, Jason Vincent, Hampus Hoffman, Leif Riemenschneider, Abdallh Herbawe, Hao Shen, Ronald Tetzlaff, Stefan Slesazeck, Gianaurelio Cuniberti, Thomas Mikolajick, Benjamin Max   +12 more
wiley   +1 more source

Calibration of the Volatility in Option Pricing Using the Total Variation Regularization

Journal of Applied Mathematics, 2014
In market transactions, volatility, which is a very important risk measurement in financial economics, has significantly intimate connection with the future risk of the underlying assets.
Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang
doaj   +1 more source

Programmable Microgel Degradation in Dynamic Granular Hydrogels Guides Extracellular Matrix Assembly During Tissue Repair

Advanced Materials, EarlyView.
This study reports on the chemical modification of hyaluronic acid to create hydrogels with hydrolytic degradability ranging from 2–28 days. Granular hydrogels that undergo timed degradation to increase porosity enhance cell invasion and provisional ECM remodeling in a muscle injury model, leading to reduced fibrosis and improved regeneration ...
Zhiyuan Chen, Tuba Marjan, Xinyue Lu, Nicole E. Mertens, Keira Vesy, Dean E. Stornello, James F. Markworth, Taimoor H. Qazi   +7 more
wiley   +1 more source

Credit-implied forward volatility and volatility expectations

Finance Research Letters, 2016
AbstractWe show how one can back out implied forward volatility term structures from credit default swap spreads. Such forward stock volatility term structures are useful for instance in forward start option pricing. We find the term structure to be downward-sloping, and the credit market's volatility forecasts tend to vary more across time than across
openaire   +2 more sources

Conformal Coating and Transfer of 2D Nanomaterials via Dynamic Interface Engineering

Advanced Materials Interfaces, EarlyView.
This review discusses conformal coating and transfer of two‐dimensional (2D) nanomaterials with a focus on dynamic interface engineering. By actively regulating nanosheet transport and interfacial contact during film formation, recent dynamic coating strategies overcome the limitations of conventional passive approaches and enable geometry‐adaptive ...
Seungyeon Kim, Euihoon Jeong, Seoung‐Ki Lee, Sukang Bae, Tae‐Wook Kim   +4 more
wiley   +1 more source

Modelling the implied volatility – A case of EUR/PLN currency options

International Journal of Management and Economics
Implied volatility, quoted by market makers for Over-the-Counter foreign exchange options, constructs a volatility surface that facilitates the pricing of all vanilla contracts.
Mielus Piotr
doaj   +1 more source

Culinary Chemistry as a Platform for Interfacial Materials Design

Advanced Materials Interfaces, EarlyView.
Culinary processes control interfaces through heating, shear, gelation, and molecular transport. This Review connects selected gastronomic examples with food‐derived nanomaterials, plasmonic sensing, anthocyanin photovoltaics, and intelligent packaging. Original agar‐based plasmonic films illustrate the proposed translation.
Josep Moreno, I. Brian Becerril‐Castro, Irene Calderon‐Gonzalez, Jaslyn Ru Ting Chen, Zhiming Wang, Alexander O. Govorov, José Manuel Romo‐Herrera, Neus Feliu, Wolfgang J. Parak, Miguel A. Correa‐Duarte, In Yee Phang, Xing Yi Ling, Ramón A. Alvarez‐Puebla   +12 more
wiley   +1 more source

Recent Advances of Slip Sensors for Smart Robotics

Advanced Materials Technologies, EarlyView.
This review summarizes recent progress in robotic slip sensors across mechanical, electrical, thermal, optical, magnetic, and acoustic mechanisms, offering a comprehensive reference for the selection of slip sensors in robotic applications. In addition, current challenges and emerging trends are identified to advance the development of robust, adaptive,
Xingyu Zhang, Liao Wu, Shuai He, Zhao Sha, Yuwan Huang, Shuying Wu, Dewei Chu, Chun H. Wang, Shuhua Peng   +8 more
wiley   +1 more source