Multi‐Level Hybrid Anti‐Counterfeit Labels via Solid‐State Dewetting Under Spatial Confinement
Advanced Materials Technologies, EarlyView.This study presents a hybrid encoding approach combining deterministic patterns fabricated by photolithography and stochastic features formed by the solid‐state dewetting of silver films under strong confinement at the micrometer and nanometer length scales.
Farnaz Foadi +5 more
wiley +1 more source
"Exact" and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study. [PDF]
Entropy (Basel), 2021 Shapovalova Y.
europepmc +1 more source
A Complete Stochastic Volatility Model in the HJM Framework [PDF]
This paper considers a stochastic volatility version of the Heath, Jarrow and Morton (1992) term structure model. Market completeness is obtained by adapting the Hobson and Rogers (1998) complete stochastic volatility stock market model to the interest ...
Carl Chiarella, Oh-Kang Kwon
core
EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments [PDF]
, 1997 Pieter Jelle van der Sluis
openalex +1 more source
Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode
Journal of Applied Mathematics, 2013 This paper deals with financial modeling to describe the behavior of asset returns, through consideration of economic cycles together with the stylized empirical features of asset returns such as fat tails.
Arthit Intarasit
doaj +1 more source
Phase‐Change Materials for Volatile Threshold Resistive Switching and Neuronal Device Applications
Advanced Science, EarlyView.Volatile threshold switching materials are an important pathway to simulate neuronal behavior. This review summarizes recent advances in the development of volatile resistive switching devices and neuronal oscillators based on three representative phase change materials, emphasizes the major challenges in this rapidly evolving field, and provides an ...
Huandong Chen, Jayakanth Ravichandran
wiley +1 more source
Update Disturbance‐Resilient Analog ReRAM Crossbar Arrays for In‐Memory Deep Learning Accelerators
Advanced Science, EarlyView.Conductive metal oxide/HfOx analog ReRAM on 350 nm technology is presented for in‐memory deep learning accelerators. The device exhibits analog and nonvolatile conductance switching and high resilience to update disturbances, which is supported by COMSOL Multiphysics simulations.
Wooseok Choi +16 more
wiley +1 more source
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. [PDF]
J Appl Econ (Chichester Engl), 2021 Huber F, Pfarrhofer M.
europepmc +1 more source
A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models ( Revised in June 2008, Published in "Journal of Futures Markets", Vol.29-5, 397-413, 2009. ) [PDF]
This paper proposes a new scheme for static hedging of European path-independent derivatives under stochastic volatility models. First, we show that pricing European path-independent derivatives under stochastic volatility models is transformed to ...
Akihiko Takahashi, Akira Yamazaki
core
Stochastic Spot/Volatility Correlation in Stochastic Volatility Models and Barrier Option Pricing [PDF]
, 2014 Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew.
Higgins, Mark
core