Results 51 to 60 of about 2,723,796 (303)
Black-Scholes option valuation for scientific computing students [PDF]
, 2004 Mathematical finance forms a modern, attractive source of examples and case studies for classes in scientific computation. I will show here how the Nobel Prize winning Black-Scholes option valuation theory can be used to motivate exercises in Monte Carlo
Higham, Desmond J.
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Ultrahigh Piezoelectricity in Truss‐Based Ferroelectric Ceramics Metamaterials
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.By leveraging the unique combination of polarization direction and loading state, ultrahigh piezoelectricity is achieved through careful tuning of the relative density and scaling ratio in truss‐based ferroelectric metamaterials. This approach enables the simultaneous realization of extremely high piezoelectric constants and ultralow dielectric ...
Jiahao Shi +6 more
wiley +1 more source
The Role of Hellinger Processes in Mathematical Finance
Entropy, 2001 This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
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Optimal stopping problems in mathematical finance [PDF]
, 2013 This thesis is concerned with the pricing of American-type contingent claims. First, the explicit solutions to the perpetual American compound option pricing problems in the Black-Merton-Scholes model for financial markets are presented. Compound options
Rodosthenous, Neofytos
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Advanced Functional Materials, EarlyView.This study examines how manufacturing uncertainties in Curie temperatures (1.5–2°C) affect multilayer active magnetic regenerators (AMR). While increasing the number of magnetocaloric layers boosts cooling power, performance degrades due to temperature variations.
Urban Tomc +6 more
wiley +1 more source
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling, 2017 In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins.
Jaser Miriam, Haug Stephan, Min Aleksey
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Finance and the Reallocation of Scientific, Engineering and Mathematical Talent
Social Science Research Network, 2017 The US financial sector has become a magnet for the brightest graduates in the science, technology, engineering and mathematical fields (STEM). We provide quantitative bases for this well-known fact and illustrate its consequences for the productivity ...
Giovanni Marin, F. Vona
semanticscholar +1 more source
Enhancing Low‐Temperature Performance of Sodium‐Ion Batteries via Anion‐Solvent Interactions
Advanced Functional Materials, EarlyView.DOL is introduced into electrolytes as a co‐solvent, increasing slat solubility, ion conductivity, and the de‐solvent process, and forming an anion‐rich solvent shell due to its high interaction with anion. With the above virtues, the batteries using this electrolyte exhibit excellent cycling stability at low temperatures. Abstract Sodium‐ion batteries
Cheng Zheng +7 more
wiley +1 more source
Advanced Functional Materials, EarlyView.The versatile precursor‐assisted soft sphere close packing during slot‐die coating is investigated with in situ X‐ray scattering. The soft crystallization pathways towards a close packing involve multistep structural transitions such as surface nucleation, in‐plane, and out‐of‐plane crystallization.
Guangjiu Pan +14 more
wiley +1 more source
Dynamics model analysis of bacteriophage infection of bacteria
Advances in Difference Equations, 2021 A bacteriophage (in short, phage) is a virus that can infect and replicate within bacteria. Assuming that uninfected and infected bacteria are capable of reproducing with logistic law, we investigate a model of bacteriophage infection that resembles ...
Xiaoping Li, Rong Huang, Minyuan He
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