Results 61 to 70 of about 3,336 (266)

Exceptional Electro‐Optic Coefficient Unlocked via Polarization Swaying in KNbO3 Thin Films

Advanced Functional Materials, EarlyView.
We present the largest reported electro‐optic response in any material to date, guided by a new design principle that exploits ultralow coercive field polarization swaying enabled by low‐symmetry ferroelectric phases in monoclinic KNbO3 thin films for energy‐efficient classical and quantum photonic integrated circuits. ABSTRACT The electro‐optic effect
Sankalpa Hazra, Aiden Ross, Brynn Brower, Tobias Schwaigert, Ian Reed Philippi, Albert Suceava, Himirkanti Sarkar, Muhammed Aminul Haque Chowdhury, Suchismita Sarker, Darrell G. Schlom, Long‐Qing Chen, Venkatraman Gopalan   +11 more
wiley   +1 more source

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

Material Coupling in Hybrid Neuromorphic Devices: From Fundamentals to System‐Level Applications

Advanced Functional Materials, EarlyView.
Hybrid neuromorphic devices utilize heterointerfaces between emerging semiconductors, where charge transfer and trapping, ion or defect modulation, and photogating are translated into synaptic functions. This paper discusses coupling strategies that tailor interfacial electronic and ionic properties in organic semiconductors, metal oxides, two ...
Minsu So, Sunwoo Jeong, Youngmin Han, Fabrizio Torricelli, Hocheon Yoo, Junhwan Choi   +5 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

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

Microfluidic Nano‐Assembly of Red‐Blood‐Cell (RBC) Lipids and Components for Engineering Extracellular Vesicles

Advanced Healthcare Materials, EarlyView.
Engineered red blood cell‐derived extracellular vesicles (eRBCEVs) are synthesized via controlled microfluidic assembly from native RBC lipids, enabling tunable encapsulation of proteins, nucleic acids, nanoparticles, and viral vectors. The platform demonstrates reproducible nanoscale architecture, preserved membrane composition, and functional cargo ...
Chiranth K. Nagaraj, Xilal Y. Rima, Kim T. Nguyen, Courtney Culkins, Nana Boateng, Jacob Doon‐Ralls, Alejandro Bresolin, Xin Huang, Hong Li, Vahedi Amid, Ajeet Pal Singh, Dharti Shantaram, Anastasiia Amari, Mangesh D. Hade, Nicholas R. Merriam, Zachary D. Schultz, Scott Q. Harper, Nizar Y. Saad, Setty M. Magaña, Willa A. Hsueh, Rachel E. Kopec, Blaise R. Kimmel, Andre F. Palmer, Eduardo Reátegui   +23 more
wiley   +1 more source

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

Advanced 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, Huanyu Zhou, Jaewan Ko, Hongwei Tan, Jaemin Lim, Yanfei Zhao, Daehan Kang, Eojin Yoon, Gyeong‐Tak Go, Somin Kim, Seung‐Woo Lee, Chan‐Yul Park, Hyojun Choi, Hyeran Kim, Hyung Joong Yun, Sung Hyuk Park, Kwan Sik Park, Jeong Woo Park, Mungeun Kim, Yong Soo Cho, Ho Won Jang, Wenqiang Yang, Min Hyuk Park, Wan Ki Bae, Sebastiaan van Dijken, Joona Bang, Tae‐Woo Lee   +26 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

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

Advanced 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, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 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