Results 71 to 80 of about 1,263,567 (386)

Prospects of Electric Field Control in Perpendicular Magnetic Tunnel Junctions and Emerging 2D Spintronics for Ultralow Energy Memory and Logic Devices

Advanced Functional Materials, EarlyView.
Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp, Brahmdutta Dixit, Yifei Yang, Deyuan Lyu, Thomas Peterson, Qi Jia, Yu‐Chia Chen, Jian‐Ping Wang   +7 more
wiley   +1 more source

Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model

, 2016
This paper introduces the Inverse Gamma (IGa) stochastic volatility model with time-dependent parameters, defined by the volatility dynamics $dV_{t}=\kappa_{t}\left(\theta_{t}-V_{t}\right)dt+\lambda_{t}V_{t}dB_{t}$.
Langrené, Nicolas, Lee, Geoffrey, Zhu, Zili   +2 more
core   +2 more sources

CEV MODEL WITH STOCHASTIC VOLATILITY

Journal of Vasyl Stefanyk Precarpathian National University, 2019
This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochastic volatility, which may be multiscale, in the sense that it may be driven by one fast-varying and one slow-varying factor. The found
BURTNYAK, IVAN, MALYTSKA, ANNA
openaire   +4 more sources

Magnetic Unclonable Functions Leveraging Remanence and Anhysteretic States

Advanced Functional Materials, EarlyView.
A micrometric array of magnetic pillars provides a stable and unclonable hardware for generating cryptographic keys. From a single device, the ability is demonstrated to produce a 470‐bit key while also offering a reconfigurable mode of operation.
Alessandro Magni, Gabriele Barrera, Federica Celegato, Francesco Riboli, Diederik S. Wiersma, Sara Nocentini, Paola Tiberto   +6 more
wiley   +1 more source

Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model

Mathematics
This paper develops an analytical pricing formula for vulnerable options with stochastic volatility under a two-factor stochastic interest rate model.
Junkee Jeon, Geonwoo Kim
doaj   +1 more source

PERHITUNGAN VALUE AT RISK DENGAN PENDUGA VOLATILITAS STOKASTIK HESTON

E-Jurnal Matematika, 2018
Value at risk is a method that measures financial risk of an security or portfolio. The aims of the research is to find out the value at risk of an exchange rate using the Heston stochastic volatility model. Heston model is a strochastic volatility model
DESAK PUTU DEVI DAMIYANTI, KOMANG DHARMAWAN, LUH PUTU IDA HARINI   +2 more
doaj   +1 more source

A Smart Magnetically Actuated Flip‐Disc Programmable Metasurface with Ultralow Power Consumption for Real‐Time Channel Control

Advanced Functional Materials, EarlyView.
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao, Che Liu, Jia Cheng Li, Zhen Hao Fu, Yi Su Huang, Si Qi Huang, Lei Zhang, Jian Wei You, Tie Jun Cui   +8 more
wiley   +1 more source

Maximum likelihood approach for several stochastic volatility models

, 2012
Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable.
Camprodon, Jordi, Perelló, Josep
core   +1 more source

Effect of Variance Swap in Hedging Volatility Risk

Risks, 2020
This paper studies the effect of variance swap in hedging volatility risk under the mean-variance criterion. We consider two mean-variance portfolio selection problems under Heston’s stochastic volatility model. In the first problem, the financial market
Yang Shen
doaj   +1 more source

Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach

Scientific African, 2023
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry.
Brian Wesley Muganda, Ioannis Kyriakou, Bernard Shibwabo Kasamani   +2 more
doaj   +1 more source