Results 91 to 100 of about 1,246,337 (384)
Journal of Inequalities and Applications, 2019 Stochastic volatility models play an important role in finance modeling. Under a mixed fractional Brownian motion environment, we study the continuity and estimates of a solution to a kind of stochastic differential equations with double volatility terms.
Yan Dong
doaj +1 more source
Designing Physical Unclonable Functions From Optically Active Materials
Advanced Materials, EarlyView.Assigning unforgeable “fingerprints” to manufactured goods is a key strategy to fight global counterfeiting. Optical physical unclonable functions (PUFs) are chemically generated random patterns of optically active materials serving as unique authenticators.
Maxime Klausen +2 more
wiley +1 more source
Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models†
KDI Journal of Economic Policy, 2018 We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets.
CHOI, SEUNGMOON
doaj +1 more source
Advanced Materials, EarlyView.An LLM‐based multi‐agent network screens academic literature to propose multiple environmentally friendly aqueous deep eutectic electrolytes for zinc‐ion batteries. Experiments identify an optimal composition of Zn(BF4)2·xH2O and ethylene carbonate, which shows high conductivity and cycling stability.
Matthew J. Robson +4 more
wiley +1 more source
Stochastic Volatility Modeling
, 2016 Introduction Characterizing a usable model: the Black-Scholes equation How (in)effective is delta hedging? On the way to stochastic volatility Chapter's digest Local Volatility Introduction: local volatility as a market model From prices to local ...
L. Bergomi
semanticscholar +1 more source
Advanced Materials, EarlyView.Reconfigurable physical unclonable function (PUF) integrating optical and electrical responses in organic field‐effect transistor is developed by using unique optical fingerprint textures and random molecular alignment of the semiconductive smectic liquid crystal. This approach enhances security by enabling hierarchical authentication, providing robust
Hee Seong Yun +8 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 +12 more
wiley +1 more source
Pricing Parisian Option under a Stochastic Volatility Model
Journal of Applied Mathematics, 2014 We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility
Min-Ku Lee, Kyu-Hwan Jang
doaj +1 more source
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
doaj +1 more source
Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
, 2011 We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility.
Bayraktar, Erhan +2 more
core +1 more source