Results 61 to 70 of about 3,177 (265)

Dynamics of Connectedness in Clean Energy Stocks

Energies, 2020
This paper examines the dynamics of connectedness among the realized volatility indices of 16 clean energy stocks belonging to the SPGCE and the implied volatility indices of two important stock markets—the S&P 500 and the STOXX50—and two commodities ...
Fernanda Fuentes, Rodrigo Herrera
doaj   +1 more source

Ultrafast Thermal Shock Synthesis of CuNiSnLa Medium‐Entropy Metallic Glass for Sustainable Nitrogen Fixation via Plasma‐Coupled Electrocatalysis

Advanced Functional Materials, EarlyView.
This work introduces an ultrafast thermal shock strategy to synthesize a CuNiSnLa medium‐entropy metallic glass (MEMG). The rapid heating and cooling process generates a robust, highly active catalyst for electrocatalytic nitrate reduction to ammonia (NRA).
Hongbo Chen, Peng‐Jun Deng, Yang Liu, Shenglong Huang, Shuo Sun, Haoxuan Li, Jiajia Lu, Panagiotis Tsiakaras   +7 more
wiley   +1 more source

Implied Volatility Structure in Turbulent and Long-Memory Markets

Frontiers in Applied Mathematics and Statistics, 2020
We consider fractional stochastic volatility models that extend the classic Black–Scholes model for asset prices. The models are general and motivated by recent empirical results regarding the behavior of realized volatility. While such models retain the
Josselin Garnier, Knut Sølna
doaj   +1 more source

Memristive‐Gated RC‐Delay Synaptic Transistors for Time‐Encoded Analog in‐Memory Computing

Advanced Functional Materials, EarlyView.
A Memristive‐Gated Transistor for Time‐Encoded Analog In‐Memory Computing — By exploiting the RC delay of a self‐rectifying interface‐type memristor, nonlinear I–V distortion is structurally bypassed, enabling 3‐bit nonvolatile memory, spike‐timing‐based analog encoding, and hardware‐calibrated reservoir‐computing validation within a unified device ...
Yun‐Seo Shin, Eunjoo Yoo, Ki‐Hoon Son, Hyun‐Sik Kim, Dae‐Hee Han, Jeong Hyeon Son, Seung Hwan Lee, Hong‐Sub Lee   +7 more
wiley   +1 more source

INDIFFERENCE PRICES AND IMPLIED VOLATILITIES [PDF]

Mathematical Finance, 2016
AbstractWe consider a general local‐stochastic volatility model and an investor with exponential utility. For a European‐style contingent claim, whose payoff may depend on either a traded or nontraded asset, we derive an explicit approximation for both the buyer's and seller's indifference prices.
openaire   +2 more sources

Direct Integration of Conductive, Emissive Perovskite Nanocrystals Into Efficient Light‐Emitting Diodes Without Post‐Synthetic Ligand Exchange

Advanced Functional Materials, EarlyView.
We demonstrate the direct integration of CsPbBr3 perovskite nanocrystals (PNCs) into optoelectronic devices without post‐synthetic ligand exchange. This is achieved by synthesizing PNCs stabilized by strong‐binding‐energy oleylammonium–bromide pairs instead of oleate ligands. The resultant low ligand density and minimized surface defects enhance charge
Jigeon Kim, Yubin Lee, Gyeong Eun Seok, Dong Gyu Lee, Seongwon Lee, Huieun Kim, Sung Woo Jang, Wooyeon Kim, Wondo Choi, Woo Hyeon Jeong, Donghun Lee, Min Jae Ko, Won Bin Im, Jinhan Cho, Tae Kyung Lee, Bo Ram Lee, Younghoon Kim   +16 more
wiley   +1 more source

PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTION DALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAM

E-Jurnal Matematika, 2016
Black-Scholes model suggests that volatility is constant or fixed during the life time of the option certainly known. However, this does not fit with what happen in the real market. Therefore, the volatility has to be estimated. Implied Volatility is the
IDA AYU EGA RAHAYUNI, KOMANG DHARMAWAN, LUH PUTU IDA HARINI   +2 more
doaj   +1 more source

Multi‐Level Saturation Current Encoding in Two‐Dimensional Ferroelectric Source‐Gated Transistors

Advanced Functional Materials, EarlyView.
A 2D ferroelectric source‐gated transistor (SGT) operates with a non‐volatile, multi‐level saturation current controlled by ferroelectric polarization. Operando electrostatic and photocurrent imaging link the current limitation to source‐side depletion, identifying saturation current as a programmable, read‐bias‐tolerant device parameter toward low ...
Joon‐Seok Kim, Ting‐Ching Chu, Zhehao Zhu, Lincoln J. Lauhon   +3 more
wiley   +1 more source

Unified Phase‐Field Framework for Antiferroelectric, Ferroelectric and Dielectric Phases: Application to HZO Thin Films

Advanced Functional Materials, EarlyView.
HfxZr1−xO2${\rm Hf}_x{\rm Zr}_{1-x}{\rm O}_2$ offers CMOS‐compatible nanoscale ferroelectricity yet suffers from a high Ec${\rm E}_c$ demanding large operating voltages. A unified phase‐field framework spanning AFE/FE/DE phases shows how FE grains soften neighboring AFE grains over λ$\lambda$ ≈$\approx$ 22–37 nm.
P. Pankaj, Sandeep Sugathan, Jiyoung Kim, Si Joon Kim, Pil‐Ryung Cha   +4 more
wiley   +1 more source

Convergence of At-The-Money Implied Volatilities to the Spot Volatility [PDF]

Journal of Applied Probability, 2007
We study the convergence of at-the-money implied volatilities to the spot volatility in a general model with a Brownian component and a jump component of finite variation. This result is a consequence of the robustness of the Black-Scholes formula and of the central limit theorem for martingales.
openaire   +2 more sources