Results 111 to 120 of about 118,948 (346)

Establishing a Model Precursor System: Over a Decade of Research on Carbon Dots from the Citric Acid‐Urea System

open access: yesAdvanced Functional Materials, EarlyView.
The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu   +10 more
wiley   +1 more source

Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility [PDF]

open access: yes
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which new developments related to the impact on measured volatility of market microstructure noise and random jumps are explicitly ...
Andrew Reidy   +2 more
core  

Investigation of Halogen Substitution Effects in π‐Conjugated Organic Ligands of Chiral Hybrid Perovskites on Their Chiroptical Activity

open access: yesAdvanced Functional Materials, EarlyView.
The role of novel thiophene‐based ligands with halogen substitutions in enhancing the chiroptical and optoelectronic properties of 2D chiral HOIPs has been investigated. By tailoring ligand design, enhanced CD and CPL properties are achieved, with improved CPL discrimination in photodetectors.
Boesung Kwon   +4 more
wiley   +1 more source

Using implied volatility to measure uncertainty about interest rates [PDF]

open access: yes
Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
core  

Wound Geometry Determines Whether Aligned‐Fiber Scaffolds Accelerate or Impede Diabetic Wound Healing: A Biased Random Walk Analysis

open access: yesAdvanced Healthcare Materials, EarlyView.
Wound closure is governed by geometry‐orientation coupling: aligned fibers speed migration along their axis but hinder perpendicular advance. In vivo diabetic wound experiments with composition‐matched fibrin, combined with an anisotropic diffusion (biased random‐walk) model, quantify this trade‐off and generate a healing landscape.
Yin‐Yuan Huang   +13 more
wiley   +1 more source

Information Transmission Across Markets: Tail Risk Spillovers and Cross-Market Volatility Forecasting

open access: yesMathematics
This paper examines tail risk spillovers and cross-market volatility forecasting between the U.S. equity market and the crude oil market. Using realized and implied volatility within a heterogeneous autoregressive (HAR) framework, we document asymmetric ...
Shaocong Peng, Yun Shi
doaj   +1 more source

Numerics of Implied Binomial Trees [PDF]

open access: yes
Market option prices in last 20 years conrmed deviations from the Black and Scholes (BS) models assumptions, especially on the BS implied volatility.
Alena Mysickova, Wolfgang Härdle
core  

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

open access: yesAdvanced Materials, EarlyView.
This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long   +26 more
wiley   +1 more source

Stochastic Spot/Volatility Correlation in Stochastic Volatility Models and Barrier Option Pricing [PDF]

open access: yes, 2014
Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew.
Higgins, Mark
core  

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

open access: yesAdvanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong   +12 more
wiley   +1 more source

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