Results 81 to 90 of about 11,306 (311)

Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport [PDF]

, 2023
Benjamin Joseph, Grégoire Loeper, Jan Obłój   +2 more
openalex   +1 more source

Wide‐Range Adaptive Metal Oxide for Hydrogen Sulfide Detection From Earth to Space‐Like Environments

Advanced Science, EarlyView.
This work presents a gas sensing platform based on Cu‐doped SnO2 microspheres that operates reliably from ambient to space‐like conditions. The sensor maintains performance across vacuum and cryogenic environments, bypassing traditional oxygen‐mediated mechanisms, utilizing direct chemisorption and interfacial charge transfer.
Xi Chen, Jiaxin Chen, Yanghui Liu, Junhao Cao, Yang Yuan, Kaixin Chen, Yilang Ye, Tongshuai Yang, Yongqing Fu, Wei Luo   +9 more
wiley   +1 more source

Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]

Eur Actuar J, 2023
Dupret JL, Barbarin J, Hainaut D.
europepmc   +1 more source

Spatial‐Wavelength Multiplexing Error‐Controlled Photonic Analog Computing System

Advanced Science, EarlyView.
A novel photonic integrated circuit prototype implementing the concept of general‐purpose analog computing and demonstrate its capability in radio frequency applications. The chip features a multichannel architecture and performs fully optical analog computation with frequency‐domain parallel processing. An FPGA‐based error‐correction algorithm aims to
Tao Zhu, Bowen Zhu, Shicheng Zhang, Keren Li, Xianchen Wu, Yazhi Pi, Jie Yan, Daigao Chen, Bingli Guo, Xi Xiao, Lei Wang, Xiaochuan Xu, Xuwei Xue, Shanguo Huang, Zizheng Cao, Shaohua Yu   +15 more
wiley   +1 more source

Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility. [PDF]

Financ Innov, 2022
Gong XL, Lu JY, Xiong X, Zhang W.
europepmc   +1 more source

Wireless Bioelectronic Modulation of Membrane Potential in Glioblastoma Using Carbon Nanotube Porins

Advanced Science, EarlyView.
A schematic illustrating glioblastoma cell membrane modulation using carbon nanotube porins (CNTPs) and an applied voltage. CNTPs enable ion flux leading to changes in membrane potential. This figure summarizes the concept of bioelectronic control of cell membrane voltage.
Fleur Groualle, David Onion, Julie A. Watts, Graham A. Rance, Aleksandr Noy, Beth Coyle, Frankie J. Rawson   +6 more
wiley   +1 more source

A Stochastic Dynamic Programming Approach Based on Bounded Rationality and Application to Dynamic Portfolio Choice

Discrete Dynamics in Nature and Society, 2014
Dynamic portfolio choice is an important problem in finance, but the optimal strategy analysis is difficult when considering multiple stochastic volatility variables such as the stock price, interest rate, and income.
Wenjie Bi, Liuqing Tian, Haiying Liu, Xiaohong Chen   +3 more
doaj   +1 more source

Protection and Delivery of Phytochemicals from Passive Encapsulation to Guaranteed Self‐Assembly Induced by Amyloid Template for Chronic Disease Prevention via Modulating Microbial‐Host Crosstalk

Advanced Science, EarlyView.
ABSTRACT The rising incidence of chronic diseases globally has drawn widespread attention to phytochemicals, which exert targeted preventive and alleviating effect by modulating gut microbiota; thus, a potential strategy for precision nutritional interventions is offered.
Shiqi Bai, Siying Cheng, Fengguang Ma, Xiaorong Zhang, Jianan Huang, Zhonghua Liu, Bing Hu   +6 more
wiley   +1 more source

Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode

Journal of Applied Mathematics, 2013
This paper deals with financial modeling to describe the behavior of asset returns, through consideration of economic cycles together with the stylized empirical features of asset returns such as fat tails.
Arthit Intarasit
doaj   +1 more source

"Exact" and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study. [PDF]

Entropy (Basel), 2021
Shapovalova Y.
europepmc   +1 more source