Results 131 to 140 of about 1,246,337 (384)
An Asymptotic Expansion with Push-Down of Malliavin Weights [PDF]
This paper derives asymptotic expansion formulas for option prices and implied volatilities as well as the density of the underlying asset price in multi-dimensional stochastic volatility models.
Akihiko Takahashi, Toshihiro Yamada
core +3 more sources
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation [PDF]
, 1999 Mikhail Chernov +3 more
openalex +1 more source
Advanced Electronic Materials, EarlyView.This paper presents a dual‐layer device integrating neuronal and synaptic functions using a conductive bottom layer (MXenes or rGO) and a gallium oxide top layer. The device demonstrates distinct switching behaviors—volatile (neuronal) and gradual (synaptic)—depending on the configuration.
Suji Ha +6 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
Measuring time-varying economic fears with consumption-based stochastic discount factors [PDF]
This paper analyzes empirically the volatility of consumption-based stochastic discount factors as a measure of implicit economic fears by studying its relationship with future economic and stock market cycles. Time-varying economic fears seem to be well
Belén Nieto, Gonzalo Rubio
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 +2 more
wiley +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
Spintronic Memtransistor Leaky Integrate and Fire Neuron for Spiking Neural Networks
Advanced Electronic Materials, EarlyView.Spintronic memtransistor neurons based on domain walls enable energy‐efficient, field‐gated, and current‐controlled LIF functionality for neuromorphic computing, as demonstrated. When integrated into spiking neural network architectures, these devices achieve >96% pattern recognition accuracy, demonstrating high performance, scalability, and mem ...
Aijaz H. Lone +7 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