Results 61 to 70 of about 33,734 (264)
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 +12 more
wiley +1 more source
A Unified Framework for Pricing Credit and Equity Derivatives
, 2008 We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit bond and equity option pricing formulas that can be calibrated to find a ...
Bayraktar, Erhan, Yang, Bo
core +1 more source
Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results [PDF]
, 2012 Exponential L\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such processes, and the ...
Andersen, Leif, Lipton, Alexander
core
Generalised arbitrage-free SVI volatility surfaces
, 2016 In this article we propose a generalisation of the recent work of Gatheral and Jacquier on explicit arbitrage-free parameterisations of implied volatility surfaces.
Guo, Gaoyue +3 more
core +1 more source
Advanced Materials, EarlyView.Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje +7 more
wiley +1 more source
Option data and modeling BSM implied volatility [PDF]
This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
core
Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection
Advanced Materials, EarlyView.Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel +7 more
wiley +1 more source
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? [PDF]
We investigate whether the same finite dimensional dynamic system spans both interest rates (the yield curve) and interest rate options (the implied volatility surface). We find that the options market exhibits factors independent of the underlying yield
Liuren WU, Massoud Heidari
core
Advanced Materials, EarlyView.The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha +10 more
wiley +1 more source
Advanced Materials, EarlyView.This review systematically summarizes recent advances in porosity engineering of MXenes, with a focused discussion on their structure‐governed energy storage properties. A critical analysis of structure–property relationships is presented across alkali‐ion batteries, multivalent‐ion batteries, and supercapacitors.
Shude Liu +8 more
wiley +1 more source