Results 51 to 60 of about 33,734 (264)

Photon Avalanching Nanoparticles: The Next Generation of Upconverting Nanomaterials?

open access: yesAdvanced Functional Materials, EarlyView.
This Perspective outlines the mechanistic foundations that enable photon‐avalanche (PA) behavior in lanthanide nanomaterials and contrasts them with emerging application spaces and forward‐looking design strategies. By bridging threshold engineering, energy‐transfer dynamics, and materials engineering, we provide a coherent roadmap for advancing the ...
Kimoon Lee   +7 more
wiley   +1 more source

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

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

An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]

open access: yes
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, Alan   +2 more
core   +1 more source

Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface [PDF]

open access: yes, 2003
Nonparametric methods for estimating the implied volatility surface or the implied volatility smile are very popular, since they do not impose a specific functional form on the estimate. Traditionally, these methods are two-step estimators.
Fengler, Matthias R., Wang, Qihua
core  

Accounting for Earnings Announcements in the Pricing of Equity Options

open access: yes, 2015
We study an option pricing framework that accounts for the price impact of an earnings announcement (EA), and analyze the behavior of the implied volatility surface prior to the event.
Leung, Tim, Santoli, Marco
core   +1 more source

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

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

Predictable dynamics in the S&P 500 index options implied volatility surface [PDF]

open access: yes
One key stylized fact in the empirical option pricing literature is the existence of an implied volatility surface (IVS). The usual approach consists of fitting a linear model linking the implied volatility to the time to maturity and the moneyness, for ...
Massimo Guidolin, Silvia Goncalves
core  

Empirical Performance of a Spline-Based Implied Volatility Surface [PDF]

open access: yesSSRN Electronic Journal, 2011
We propose a nonparametric spline based representation of the implied volatility surface and evaluate its empirical performance. Our findings indicate that the proposed model significantly outperforms the best performing implied volatility model reported in the current literature.
openaire   +1 more source

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