Results 121 to 130 of about 59,414 (293)
Pricing default swaps: empirical evidence [PDF]
In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap premiums.
Houweling, P., Vorst, A.C.F.
core +1 more source
A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems
International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam +2 more
wiley +1 more source
Adaptable Tile‐Based Pneumatic Origami through Structurally Coupled Localized Actuation
Advanced Engineering Materials, EarlyView.This article presents tile‐based pneumatic origami structures with rigid tiles and flexible fabric creases, achieving adaptable properties including morphing shape, selective multistability, and tunable stiffness. Independently pressurized folding bladders at each crease enable structurally coupled localized actuation of origami structures.
Tiantian Li, Jonathan Luntz, Diann Brei
wiley +1 more source
High Yields: The Spread on German Interest Rates [PDF]
This paper is a first attempt at evaluating the determinants of the total interest rate differentials on government bonds between high yielders, namely Italy, Spain, Sweden and Germany.
Carlo Favero +2 more
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Advanced Engineering Materials, EarlyView.An idea of designing novel sensors is proposed by creating appropriate Schottky barriers and vacancies between isomorphous Core‐CuOii/ Shell‐CuOi secondary microspheres and enhancing catalytic and spill‐over effects, and electronegativity via spontaneous biphasic separation, self‐assembly, and trace‐Ni‐doping.
Bala Ismail Adamu +8 more
wiley +1 more source
A Note on the Pricing of Real Estate Index Linked Swaps [PDF]
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that
Björk, Tomas, Clapham, Eric
core
Screen‐Printed Flexible Piezoelectric Force Sensor Array with Electromagnetic Interference Shielding
Advanced Engineering Materials, EarlyView.This article introduces a flexible screen‐printed piezoelectric sensor array designed for low‐frequency healthcare applications such as tactile sensing and cardiovascular monitoring. The device integrates interface electronics enabling the simultaneous acquisition of up to 128 signals, along with flexible EMI shielding that significantly reduces noise ...
Joseph Faudou +6 more
wiley +1 more source
Inflammatory Response‐Inspired Thermochromic Shield for Pneumatic Structures
Advanced Engineering Materials, EarlyView.A thermochromic shield for pneumatic structures is developed, using anhydrous sodium acetate powder and thermochromic pigment‐included solution. In this shield composed of three layers, the exothermic and thermochromic reactions, followed by the mixture of both components, occur promptly with an incident of penetrating damage as a sign of initial ...
Hyun Jae Lee, Ryuma Niiyama
wiley +1 more source
Influence of an Argon/Silane Atmosphere on the Temperature of a Thermal Plasma
Advanced Engineering Materials, EarlyView.The influence of a silane‐doped argon atmosphere on the chemical composition and temperature of a thermal nontransferring argon plasma is investigated using optical emission spectroscopy. As a result of the high amount of free electrons resulting from the stepwise ionization and dissociation of the silane molecule, even a silane addition of 0.01 vol ...
Lena Kreie +4 more
wiley +1 more source
3D‐Printed Serial Snap‐Through Architectures for Programmable Mechanical Response
Advanced Engineering Materials, EarlyView.A serial snap‐through architecture is realized using compact 3D‐printed von Mises truss units arranged in a staged cascade. Their geometry and boundary conditions program multistage mechanical responses with plateaux and re‐hardening regimes. An inverted‐compliance model predicts these behaviors and enables analytical design of programmable force ...
Filipe A. Santos
wiley +1 more source