Results 141 to 150 of about 22,447 (299)
Enhanced Resistive Switching Uniformity in Tantalum Oxide Memristor Devices via Copper Implantation
Advanced Electronic Materials, EarlyView.Metal oxide memristor devices typically suffer from uncontrolled forming processes and limited resistive switching uniformity due to the stochastic formation of an oxygen vacancy filament. Improved resistive switching uniformity in Ta2O5 memristor is developed by Cu implantation in the switching oxide.
Shaochuan Chen, Ilia Valov
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
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation [PDF]
The stochastic volatility model enjoys great success in modeling the time-varying volatility of asset returns. There are several specifications for volatility including the most popular one which allows logarithmic volatility to follow an autoregressive ...
Maxwell L. King, Xibin Zhang
core
Advanced Energy Materials, EarlyView.This study introduces a zwitterionic additive, Cl‐PPS, to regulate crystallization kinetics and passivate defects in formamidinium‐based perovskite solar cells. Cl‐PPS promotes direct α‐phase formation, minimizes necessary MACl loading, and induces highly crystalline, vertically oriented grains.
Shuai Li +16 more
wiley +1 more source
Block Structure Multivariate Stochastic Volatility Models
Most multivariate variance models suffer from a common problem, the “curse of dimensionalityâ€. For this reason, most are fitted under strong parametric restrictions that reduce the interpretation and flexibility of the models. Recently, the literature
Asai, M., Caporin, M.
core
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]
Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer +2 more
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 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
Quasi-Maximum Likelihood estimation of Stochastic Volatility models. [PDF]
Changes in variance or volatility over time can be modelled using stochastic volatility (SV) models. This approach is based on treating the volatility as an unobserved vatiable, the logarithm of which is modelled as a linear stochastic process, usually ...
Ruiz, Esther
core
Agribusiness, EarlyView.ABSTRACT EU member states have exhibited varying rates of apple production growth. Technical efficiency (TE) estimation is suitable for identifying best‐practice farm performance. This study examined whether the development of the apple sector in Germany, Italy, and Poland was influenced by production efficiency, access to technology, as well as ...
Anika Muder, Jakub Staniszewski
wiley +1 more source