Results 101 to 110 of about 1,263,567 (386)
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
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Advanced Materials, EarlyView.The development of an energy‐efficient and biologically inspired spiking neuron device based on a CuInP2S6 (CIPS) ferroionic threshold switching field‐effect transistor TS‐FET is reported. The device demonstrates essential neuronal behaviors, such as leaky integrate‐and‐fire dynamics, a tunable firing threshold, and spatiotemporal processing, all ...
Sungpyo Baek +6 more
wiley +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
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Recent Advances in Reactive Microdroplets for Clean Water and Energy
Advanced Materials, EarlyView.Reactive microdroplets enable precise and sustainable chemistry at small scales. This review explores their role as confined reactors and dynamic interfaces for synthesizing functional materials, fuels, and microdevices. It offers a critical perspective on how droplet‐based platforms can drive next‐generation technologies in clean energy, environmental
Qiuyun Lu +4 more
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Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model [PDF]
In this paper, we develop and apply Bayesian inference for an extended Nelson- Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the ...
Fuyu Yang, Nikolaus Hautsch
core
Linear State Models for Volatility Estimation and Prediction [PDF]
, 2006 This report covers the important topic of stochastic volatility modelling with an emphasis on linear state models. The approach taken focuses on comparing models based on their ability to fit the data and their forecasting performance.
Date, P, Hawkes, R
core
Advanced Materials Interfaces, EarlyView.Halide perovskite quantum dots, with their flexible ABX3 lattice enabling collaborative electronic and ionic transport, offer scalable, low‐cost routes to resistive memories, opto‐electronic control, neuromorphic devices, and field‐effect transistors.
Hyojung Kim
wiley +1 more source
Estimating Correlated Jumps and Stochastic Volatilities [PDF]
We formulate a bivariate stochastic volatility jump-diffusion model with correlated jumps and volatilities. An MCMC Metropolis-Hastings sampling algorithm is proposed to estimate the model’s parameters and latent state variables (jumps and stochastic ...
Jiří Witzany
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TEOREMA FUNGSI INVERS DAN APLIKASINYA DALAM ESTIMASI VOLATILITAS MODEL STOKASTIK
E-Jurnal MatematikaThe Inverse Function Theorem plays a fundamental role in various areas of applied mathematics, particularly in stochastic analysis and financial modeling.
NILMA SARI, FAIHATUZ ZUHAIROH
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Halide Perovskite Memristor Crossbar Arrays for Low Voltage in Memory Computing
Advanced Materials Interfaces, EarlyView.From early devices to centimeter‐scale crossbars, halide‐perovskite memristors now deliver ultra‐low‐energy, multilevel switching. Yet ion migration, device variability, and sneak currents hinder scaling. Advances in self‐rectifying junctions, nonlinear interfaces, bias maps, and hybrid oxides enhance array stability.
Hyojung Kim
wiley +1 more source