Results 71 to 80 of about 2,755,023 (338)

Gauge theory of Finance?

, 1998
Some problems with the recent stimulating proposal of a ``Gauge Theory of Finance'' by Ilinski and collaborators are outlined. First, the derivation of the log-normal distribution is shown equivalent both in information and mathematical content to the ...
Didier Sornette, Dunbar N., Hull J.
core   +2 more sources

Quantifying Spin Defect Density in hBN via Raman and Photoluminescence Analysis

Advanced Functional Materials, EarlyView.
An all‐optical method is presented for quantifying the density of boron vacancy spin defects in hexagonal boron nitride (hBN). By correlating Raman and photoluminescence signals with irradiation fluence, defect‐induced Raman modes are identified and established an relationship linking optical signatures to absolute defect densities. This enables direct
Atanu Patra, Paul Konrad, Andreas Sperlich, Timur Biktagirov, Wolf Gero Schmidt, Lesley Spencer, Igor Aharonovich, Sven Höfling, Vladimir Dyakonov   +8 more
wiley   +1 more source

Partial hedging in credit markets with structured derivatives: a quantitative approach using put options [PDF]

Seonmul yeongu
This study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces
Constantin Siggelkow
doaj   +1 more source

Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation

Advanced Functional Materials, EarlyView.
In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu, Xinyi Zhang, Lan Wen, Hongjiang Chen, Yudhistira Tirtayasri Amrillah, Vivi Fauzia, Hongzhen Dong, Shaoqiang Su, Wenjun Luo, Ferry Anggoro Ardy Nugroho, Patrick H.‐L. Sit, Yun Hau Ng, Fatwa F. Abdi   +12 more
wiley   +1 more source

A regression-based Monte Carlo method to solve backward stochastic differential equations

, 2005
We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo simulations.
Gobet, Emmanuel, Lemor, Jean-Philippe, Warin, Xavier   +2 more
core   +2 more sources

Three‐dimensional Antimony Sulfide Based Flat Optics

Advanced Functional Materials, EarlyView.
This work presents the development of a grayscale electron beam lithography (g‐EBL) method for fabricating antimony trisulfide (Sb2S3) nanostructures with customizable 3D profiles. The refractive index of g‐EBL patterned Sb2S3 is determined based on the synergy of genetic algorithm and transfer matrix method.
Wei Wang, Uwe Hübner, Anne Gärtner, Tao Chen, Joseph Köbel, Franka Jahn, Daniel Repp, Abhrodeep Dey, Henrik Schneidwind, Andrea Dellith, Jan Dellith, Torsten Wieduwilt, Matthias Zeisberger, Tanveer Ahmed Shaik, Astrid Bingel, Markus A. Schmidt, Jer‐Shing Huang, Ulf Peschel, Volker Deckert   +18 more
wiley   +1 more source

The functional inequality for the mixed quermassintegral

Journal of Inequalities and Applications, 2020
In this paper, the functional Quermassintegrals of a log-concave function in R n $\mathbb{R}^{n}$ are discussed. The functional inequality for the ith mixed Quermassintegral is established.
Fangwei Chen, Jianbo Fang, Miao Luo, Congli Yang   +3 more
doaj   +1 more source

Applied mathematics and finance

Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences, 1994
My aim is to make some comments of a quite general nature about the relation between applied mathematics and finance, theoretical and practical. I shall begin with a brief description of a case in which ‘technology transfer’ from a quite different area of mathematics, the Stefan problem, was helpful with a financial problem, namely the Black-Scholes ...
openaire   +1 more source

Quantum‐Grade Nanodiamonds from a Single‐Step, Industrial‐Scale Pressure and Temperature Process

Advanced Functional Materials, EarlyView.
Novel method for creation of nitrogen‐vacancy centers in 50‐nm nanodiamonds based on high‐temperature plastic deformation is demonstrated. Compared to the electron irradiation approach, it yields nitrogen‐vacancy centers with significantly improved charge stability, T1 relaxation time, and optical Rabi contrast.
Yahua Bao, Michal Gulka, Parkarsh Kumar, Jakub Copak, Priyadharshini Balasubramanian, Yuliya Mindarava, Rémi Blinder, Michael Olney‐Fraser, Haotian Wen, Hana Spanielova, Helen Zhi Jie Zeng, Benjamin Whitefield, Igor Aharonovich, Jaroslav Hruby, Fedor Jelezko, J. Daniel Belnap, Shery L. Y. Chang, Petr Cigler   +17 more
wiley   +1 more source

Power Utility Maximization in Constrained Exponential L\'evy Models

, 2010
We study power utility maximization for exponential L\'evy models with portfolio constraints, where utility is obtained from consumption and/or terminal wealth.
Bender, Benth, Benth, Choulli, Foldes, Harrison, Jacod, Jeanblanc, Kallsen, Karatzas, Karatzas, Kardaras, Kramkov, Kramkov, Merton, Mossin, Muhle-Karbe, Nutz, Samuelson, Sato, Schoutens   +20 more
core   +1 more source