Results 81 to 90 of about 137,560 (316)
MathematicsThis paper develops an analytical pricing formula for vulnerable options with stochastic volatility under a two-factor stochastic interest rate model.
Junkee Jeon, Geonwoo Kim
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Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility [PDF]
Starting from the European option valuation framework of Chauveau & Gatfaoui (2002), we establish the link with stochastic volatility models. And, we propose both a new vision and a general framework for valuing European options in the light of ...
Gatfaoui Hayette, Chauveau Thierry
core
Integration of Low‐Voltage Nanoscale MoS2 Memristors on CMOS Microchips
Advanced Functional Materials, EarlyView.This article presents the first monolithic integration of nanoscale MoS2‐based memristors into the back‐end‐of‐line of foundry‐fabricated CMOS microchips in a one‐transistor‐one‐resistor (1T1R) architecture. The MoS2‐based 1T1R cells exhibit forming‐free, nonvolatile resistive switching with ultra‐low operating voltages, low cycle‐to‐cycle variability ...
Jimin Lee +16 more
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Heat equation with a general stochastic measure in a bounded domain
Modern Stochastics: Theory and ApplicationsA stochastic heat equation on $[0,T]\times B$, where B is a bounded domain, is considered. The equation is driven by a general stochastic measure, for which only σ-additivity in probability is assumed.
Boris Manikin
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Stochastic D-bifurcation for a damped sine-Gordon equation with noise
AIP Advances, 2015 We investigate the stochastic bifurcation of a damped sine-Gordon equation with Dirichlet boundary conditions under the influence of multiplicative Gaussian white noise.
Qiongwei Huang +2 more
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CONVERGENCE OF MARKOV CHAIN APPROXIMATIONS TO STOCHASTIC REACTION DIFFUSION EQUATIONS [PDF]
In the context of simulating the transport of a chemical or bacterial contaminant through a moving sheet of water, we extend a well established method of approximating reaction-diffusion equations with Markov chains by allowing convection, certain ...
Michael A. Kouritzin, Hongwei Long
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Dual‐Mode Magnetic Elastomer for On‐Demand Motion and Degradation
Advanced Functional Materials, EarlyView.A dual‐mode magnetic elastomer is introduced, enabling DC field‐driven programmable actuation and AC field‐driven magnetothermal degradation. GHz‐range magnetic fields generate ultrafast heating of magnetic nanoparticles that activates cleavage of the silicone elastomer matrix.
Jieun Han +13 more
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On the attenuation and amplification of molecular noise in genetic regulatory networks
BMC Bioinformatics, 2006 Background Noise has many important roles in cellular genetic regulatory functions at the nanomolar scale. At present, no good theory exists for identifying all possible mechanisms of genetic regulatory networks to attenuate the molecular noise to ...
Wang Yu-Chao, Chen Bor-Sen
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Equivalence and bifurcations of finite order stochastic processes [PDF]
, 2005 This article presents an equivalence notion of finite order stochastic processes. Local dependence measures are defined in terms of ratios of joint and marginal probability densities.
Wagener, Florian O. O. +4 more
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Advanced Functional Materials, EarlyView.Field‐free spin‐orbit torque domain‐wall synapses integrated with stochastic MTJ neurons enable compact hardware Boltzmann machines. Leveraging intrinsic stochasticity and multi‐level conductance, the system achieves efficient probabilistic learning with high accuracy, demonstrating a scalable spintronic platform for energy‐efficient edge AI.
Aijaz H. Lone +8 more
wiley +1 more source