Results 161 to 170 of about 1,263,567 (386)

Stochastic Volatility Models as Hidden Markov Models and Statistical Applications [PDF]

, 2000
Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo, Catherine Laredo   +3 more
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

Digital Twin of Solid Oxide Electrochemical Cells: From 3D Microstructure Reconstruction to Multiphysics Modeling

Advanced Energy Materials, EarlyView.
This review outlines the implementation of digital twin frameworks for solid oxide electrochemical cells (SOCs), encompassing 3D microstructure reconstruction, quantitative morphological analysis, and microstructure‐resolved multiphysics modeling. Emphasis is placed on recent advances that position digital twins as powerful tools for microstructure ...
Seungsoo Jang, Yejin Kang, Kyung Taek Bae, Seong Hyun Park, Young Je Park, Dongyeon Kim, Hyeongmin Yu, Hyunjin Kim, Siwon Yu, Kang Taek Lee   +9 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, van Es, Bert, van Zanten, Harry   +2 more
core  

Supply chain risk in grain trading: Inventories as real options for shipping grain

Agribusiness, EarlyView.
Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
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  

Regime-Switching Stochastic Volatility and Short-term Interest Rates [PDF]

, 2001
Madhu Kalimipalli, Raúl Susmel
openalex   +1 more source

Efficiency and Technology Gap in European Apple Production—A Metafrontier Model for Germany, Italy, and Poland

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

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  

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates [PDF]

, 2001
George J. Jiang, Pieter Jelle van der Sluis   +1 more
openalex   +1 more source