Results 241 to 250 of about 204,882 (322)

Power and Bipower Variation with Stochastic Volatility and Jumps

, 2004
Ole E. Barndorff‐Nielsen, Neil Shephard   +1 more
openalex   +2 more sources

Development of Environment‐Time‐Dependent Material Selection Maps for Alloy 718 Under Crevice Conditions in Aerated Seawater

Materials and Corrosion, EarlyView.
This study introduces material selection maps—that is, charts indicating crevice corrosion resistance as a function of temperature and electrochemical potential—illustrating their applicability using nickel‐based alloy 718 as a case study. Crevice corrosion susceptibility maps developed in this study are a new approach that shows how environmental ...
Ahmed Reyad, Thaneshan Sapanathan, Edgar Hornus, Mariano Ianuzzi   +3 more
wiley   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Practical Applications of Secondary/Extractive Electrospray Ionization (SESI): A Versatile Tool for Real‐Time Chemical Analysis

Mass Spectrometry Reviews, EarlyView.
ABSTRACT In the 1980s, researchers discovered the remarkable ability of electrospray plumes to effectively ionize gas‐phase molecules via secondary ionization. Around 20 years later—coinciding with the ambient mass spectrometry revolution—secondary electrospray ionization (SESI) and extractive electrospray ionization (EESI) coupled to mass spectrometry
Xin Luo, Huiling Wang, Xiaolan Hu, Sasho Gligorovski, Xue Li, Pablo Sinues   +5 more
wiley   +1 more source

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility

, 2004
Pierre Collin‐Dufresne, Christopher S. Jones, Robert S. Goldstein   +2 more
openalex   +1 more source

Role of noise in a market model with stochastic volatility [PDF]

, 2006
G. Bonanno, Davide Valenti, Bernardo Spagnolo   +2 more
openalex   +1 more source

How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?

Managerial and Decision Economics, EarlyView.
ABSTRACT This paper examines the performance of “clean,” “brown,” and “dirty” stocks in the S&P 500 from January 2010 to September 2022 using panel random effect estimation and factor models. It also uses cointegration analysis to assess the long‐term relationship between risk premiums and two carbon risk factors: “brown minus clean” and “dirty minus ...
Maher Asal, Xiaoni Li, Yin Shi
wiley   +1 more source

Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar, Khaled A. Gepreel, Reham M. A. Shohib, Yakup Yildirim   +3 more
wiley   +1 more source

Pricing of geometric Asian options in the Volterra-Heston model. [PDF]

Rev Deriv Res (Dordr)
Aichinger F, Desmettre S.
europepmc   +1 more source