Results 141 to 150 of about 129,146 (344)
Nitride Ferroelectric Domain Wall Memory for Next‐Generation Computing
Advanced Electronic Materials, EarlyView.In this study, a nitride ferroelectric domain wall memory (FeDMEM) device with potential for scalable integration into conventional CMOS technology is demonstrated. The novel domain wall conduction phenomena and its reflection in the memristive response of fiber‐textured Pt/Al0.72Sc0.28N(20 nm)/Pt capacitors is examined, revealing high read currents ...
Georg Schönweger +8 more
wiley +1 more source
On the Optimal Choice of Strike Conventions in Exchange Option Pricing
MathematicsAn important but rarely-addressed option pricing question is how to choose appropriate strikes for implied volatility inputs when pricing more exotic multi-asset derivatives.
Elisa Alòs, Michael Coulon
doaj +1 more source
An extension of Heston's SV model to Stochastic Interest Rates
, 2018 In 'A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options', Heston proposes a Stochastic Volatility (SV) model with constant interest rate and derives a semi-explicit valuation formula.
de Frutos, Javier, Gaton, Victor
core
RRAM Variability Harvesting for CIM‐Integrated TRNG
Advanced Electronic Materials, EarlyView.This work demonstrates a compute‐in‐memory‐compatible true random number generator that harvests intrinsic cycle‐to‐cycle variability from a 1T1R RRAM array. Parallel entropy extraction enables high‐throughput bit generation without dedicated circuits. This approach achieves NIST‐compliant randomness and low per‐bit energy, offering a scalable hardware
Ankit Bende +4 more
wiley +1 more source
Nonparametric methods for volatility density estimation
, 2009 Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter +2 more
core
Advanced Electronic Materials, EarlyView.5 nm HfO2 memristors exhibit a fully reversible, voltage‐controlled transition between filamentary and interfacial switching within the same device. At high voltages, a filament forms and dominates the conduction, whereas at lower voltages the device reversibly returns to interfacial mode without defect accumulation, implying a new reversible ...
Cuo Wu +8 more
wiley +1 more source
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives [PDF]
We conduct a comprehensive analysis of unspanned stochastic volatility in commodity markets in general and the crude-oil market in particular. We present model-free results that strongly suggest the presence of unspanned stochastic volatility in the ...
Anders B. Trolle, Eduardo S. Schwartz
core
Advanced Electronic Materials, EarlyView.WO3${\rm WO}_3$ based resistive switching device was precisely controlled and shows the reconfigurable, non‐volatile switching which can be programmable to multi‐resistance states for memory applications. The memory device can also be utilised for low energy neuromorphic application.
Keval Hadiyal +2 more
wiley +1 more source
Existence of solutions of some boundary value problems with stochastic volatility. [PDF]
Heliyon, 2020 Osu BO, Eze EO, Obasi UE, Ukomah HI.
europepmc +1 more source