Results 131 to 140 of about 129,146 (344)

Systematics of Advanced Capital Market Models based on Empirical Research [PDF]

The complex blue prints of ODE and PDE based capital market models remain closed to systematic review. Particularly, when some authors of mathematical models can not or may not offer explicit solutions.
Gerhard Schroeder
core  

Ultrafast Multilevel Switching and Synaptic Behavior in a Planar Quantum Topological Memristor

Advanced Science, EarlyView.
Dry‐transferred Bi2Te3 layers enable a planar quantum topological memristor framework. In‐plane topological surface states facilitate ultrafast & low‐power operations. Coexisting analog and digital modes support current‐controlled multilevel states. PQTM exhibits 105 s retention, 103 cycles endurance, and reproducibility across 24 devices.
Mamoon Ur Rashid, Usman Safder, Sobia Ali Khan, Anh‐Tuan Pham, Muhammad Sheeraz, Nguyen‐Hoang Dang, Duy Le Thanh, Zeeshan Tahir, Faisal Maqbool, Koo‐Hyun Chung, Sunglae Cho, Jungdae Kim, Yong Soo Kim   +12 more
wiley   +1 more source

On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model [PDF]

, 2023
Elisa Alòs, Eulàlia Nualart, Makar Pravosud   +2 more
openalex   +1 more source

In Situ Quantization with Memory‐Transistor Transfer Unit Based on Electrochemical Random‐Access Memory for Edge Applications

Advanced Science, EarlyView.
By combining ionic nonvolatile memories and transistors, this work proposes a compact synaptic unit to enable low‐precision neural network training. The design supports in situ weight quantization without extra programming and achieves accuracy comparable to ideal methods. This work obtains energy consumption advantage of 25.51× (ECRAM) and 4.84× (RRAM)
Zhen Yang, Yuxiang Yang, Baiqian Wang, Yaoyu Tao, Zelun Pan, Lei Cai, Teng Zhang, Longhao Yan, Xianbin Li, Yuchao Yang   +9 more
wiley   +1 more source

On the pricing of double barrier options under stochastic volatility models: A probabilistic approach

AIMS Mathematics
We study the pricing of double barrier knock-out options under stochastic volatility using a conditional Monte Carlo method based on the local time-space formula of Peskir.
Jerome Detemple, Yerkin Kitapbayev, Danila Shabalin   +2 more
doaj   +1 more source

Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation [PDF]

We extend the credit risk valuation framework introduced by Gatfaoui (2003) to stochastic volatility models. We state a general setting for valuing risky debt in the light of systematic risk and idiosyncratic risk, which are known to affect each risky ...
Gatfaoui Hayette
core  

All Organic Fully Integrated Neuromorphic Crossbar Array

Advanced Electronic Materials, EarlyView.
In this work, the first fully integrated crossbar array of electrochemical random‐access memory (ECRAM) that is composed entirely of organic materials is represented. This array can perform inference and in situ parallel training and is capable of classifying linearly separable 2D and 3D classification tasks with high accuracy.
Setareh Kazemzadeh, Tim Stevens, Yoeri van de Burgt   +2 more
wiley   +1 more source

Inference for stochastic volatility model using time change transformations [PDF]

We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through transformations that operate
Dellaportas, Petros, Kalogeropoulos, Konstantinos, Roberts, Gareth O.   +2 more
core   +1 more source

Dynamics of a mean-reverting stochastic volatility equation with regime switching [PDF]

, 2019
Yanling Zhu, Kai Wang, Yong Ren
openalex   +1 more source

Study of Resistive Switching Dynamics and Memory States Equilibria in Analog Filamentary Conductive‐Metal‐Oxide/HfOx ReRAM via Compact Modeling

Advanced Electronic Materials, EarlyView.
A physics‐based compact model for Conductive‐Metal‐Oxide/HfOx ReRAM, accounting for ion dynamics, electronic conduction, and thermal effects, is presented. Accurate and versatile simulations of analog non‐volatile conductance modulation and memory state stabilization enable reliable circuit‐level studies, advancing the optimization of neuromorphic and ...
Matteo Galetta, Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Stephan Menzel, Antonio La Porta, Tommaso Stecconi, Folkert Horst, Bert Jan Offrein, Valeria Bragaglia   +9 more
wiley   +1 more source