Results 31 to 40 of about 190,564 (233)

Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model [PDF]

, 2006
The expOU stochastic volatility model is capable of reproducing fairly well most important statistical properties of financial markets daily data. Among them, the presence of multiple time scales in the volatility autocorrelation is perhaps the most ...
Bouchaud, Cont, Dragulescu, Duarte Queiros, Fouque, Fouque, Fouque, Josep Perelló, Masoliver, Masoliver, Osborne, Perelló, Perelló, Perelló, Perelló, Plerou, Saichev, Silva, Vicente   +18 more
core   +2 more sources

Electrically Tunable On‐Chip Topological Photonics with Integrated Carbon Nanotubes

Advanced Functional Materials, EarlyView.
This work demonstrates electrically tunable on‐chip topological THz devices by integrating 2D carbon nanotube (CNT) sheets with valley‐Hall photonic crystals, enabling broadband transmission modulation (71% modulation depth) and tunable narrowband filtering (0.54 GHz shift) through electrically induced thermal tuning. This advancement paves the way for
Jifan Yin, Wenhao Wang, Thomas Caiwei Tan, Abhishek Kumar, Ridong Jia, Nikhil Navaratna, Ranjan Singh, Lijuan Xie   +7 more
wiley   +1 more source

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

Heated debates and cool analysis: thinking well about financial ethics [PDF]

, 2015
Not for the first time, the banks and other financial institutions have got themselves – and the rest of us – into a mess, this time on an unprecedented financial and geographical scale.
Cowton, Christopher J., Downs, Yvonne
core   +1 more source

Electric Field‐Dependent Conductivity as Probe for Charge Carrier Delocalization and Morphology in Organic Semiconductors

Advanced Functional Materials, EarlyView.
Applying a high electric field to a doped organic semiconductor heats up the charge carrier distribution beyond the lattice temperature, enhancing conductivity. It is shown that the associated effective temperature can be used to extract the effective localization length, which is a characteristic length scale of charge transport and provides ...
Morteza Shokrani, Felix Maximilian Graf, Anton Kompatscher, Dennis Derewjanko, Martijn Kemerink   +4 more
wiley   +1 more source

Preliminary remarks on option pricing and dynamic hedging

, 2012
An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging.
Fliess, Michel, Join, Cédric
core   +2 more sources

The British Accounting Review - characteristics of papers submitted and accepted, 1997 to 2006 [PDF]

, 2008
not ...
Beattie, V., Emmanuel, C.
core   +1 more source

siRNA Delivery via Cross‐Linked Gelatin Microparticles Enables Targeted Modulation of Osteogenic‐Vascular Cross‐Talk: An Advanced Human 3D in Vitro Test System for Therapeutic siRNA

Advanced Healthcare Materials, EarlyView.
Osteogenic‐angiogenic cross‐talk is a vital prerequisite for vascularized bone regeneration. In this study, we investigated the effects of siRNA‐mediated silencing of two inhibitory proteins, Chordin and WWP‐1, via CaP‐NP‐loaded gelatin microparticles in osteogenically differentiated microtissues.
Franziska Mitrach, Jonas Kubat, Stefan Simm, Alexandra H. Springwald, Burak Demir, Anton Liebezeit, Michael C. Hacker, Michaela Schulz‐Siegmund   +7 more
wiley   +1 more source

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, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

Spectral Tuning of Hyperbolic Shear Polaritons in Monoclinic Gallium Oxide via Isotopic Substitution

Advanced Materials, EarlyView.
Spectral tuning of highly directional hyperbolic shear polaritons is realized via isotopic substitution of 16O to 18O in monoclinic β$\beta$‐phase gallium oxide. A red‐shift of almost 40 cm−1 is experimentally demonstrated with near‐field imaging, corroborated by the permittivity change extracted from far‐field experiments and density functional theory.
Giulia Carini, Mohit Pradhan, Elena Gelžinytė, Andrea Ardenghi, Saurabh Dixit, Maximilian Obst, Aditha S. Senarath, Niclas S. Mueller, Gonzalo Álvarez‐Pérez, Katja Diaz‐Granados, Ryan A. Kowalski, Richarda Niemann, Felix G. Kaps, Jakob Wetzel, Raghunandan Balasubramanyam Iyer, Piero Mazzolini, Mathias Schubert, J. Michael Klopf, Johannes T. Margraf, Oliver Bierwagen, Martin Wolf, Karsten Reuter, Lukas M. Eng, Susanne C. Kehr, Joshua D. Caldwell, Christian Carbogno, Thomas G. Folland, Markus R. Wagner, Alexander Paarmann   +28 more
wiley   +1 more source