Results 81 to 90 of about 129,146 (344)

Linear State Models for Volatility Estimation and Prediction [PDF]

, 2006
This report covers the important topic of stochastic volatility modelling with an emphasis on linear state models. The approach taken focuses on comparing models based on their ability to fit the data and their forecasting performance.
Date, P, Hawkes, R
core  

Molecular Layer Deposited Aluminum‐Based Hybrid Resist for High‐Resolution Nanolithography and Direct Ultra‐High Aspect Ratio Pattern Transfer

Advanced Materials Technologies, EarlyView.
This study demonstrates an aluminum‐based hybrid photoresist synthesized via molecular layer deposition (MLD) using trimethylaluminum and hydroquinone. The resist achieves sub‐20 nm resolution and virtually infinite silicon etch selectivity, enabling 40 nm‐wide, micrometer‐tall nanostructures.
Won‐Il Lee, Dan N. Le, Matthew Yen, Melinda Lin, Ashwanth Subramanian, Xiao Tong, Nikhil Tiwale, Jiyoung Kim, Chang‐Yong Nam   +8 more
wiley   +1 more source

Fabrication, Properties, and Applications of Scaffolds for Bone Tissue Regeneration

Advanced Materials Technologies, EarlyView.
This review explores cutting‐edge biomaterials and fabrication techniques for scaffolds in bone tissue regeneration. It conducts a critical comparison of various strategies, meticulously analyzes the key contradictions in the field, and outlines an integrated development path spanning from biomaterial selection to clinical application, while ...
Shangsi Chen, Min Wang
wiley   +1 more source

Pricing Parisian Option under a Stochastic Volatility Model

Journal of Applied Mathematics, 2014
We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility
Min-Ku Lee, Kyu-Hwan Jang
doaj   +1 more source

Lead‐Free Bismuth Halide Perovskite Memristors: Low‐Voltage Switching and Physical Modeling of Resistive Hysteresis

Advanced Materials Technologies, EarlyView.
Lead‐free bismuth halide perovskite memristors exhibit stable low‐voltage resistive switching behavior. The conductance‐activated quasi‐linear memristor model quantitatively reproduces the experimental hysteresis, confirming ion migration‐driven filament dynamics.
So‐Yeon Kim, Gonzalo Rivera‐Sierra, Bitania Shiferaw Mengesha, Benjamin Iniguez, Juan Bisquert   +4 more
wiley   +1 more source

Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model [PDF]

In this paper, we develop and apply Bayesian inference for an extended Nelson- Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the ...
Fuyu Yang, Nikolaus Hautsch
core  

Multiscale stochastic volatility for variance swaps with constant elasticity of variance [PDF]

, 2022
Ji-Su Yu, Jeong‐Hoon Kim
openalex   +1 more source

Sharp Diamond Needles for Single‐Photon Emission

Advanced Photonics Research, EarlyView.
We study the morphological evolution of single‐crystal diamond needles oxidized at 650–700 °C. Electron microscopy and photoluminescence reveal temperature‐ and time‐dependent sharpening, length reduction, and surface modifications affecting tip properties.
Mariam Quarshie, Yaraslau Padrez, Priyadharshini Balasubramanian, Elena Filonenko, Rizwan Sultan, Renata Karpicz, Alexander Obraztsov, Fedor Jelezko, Sergei Malykhin, Polina Kuzhir   +9 more
wiley   +1 more source

TEOREMA FUNGSI INVERS DAN APLIKASINYA DALAM ESTIMASI VOLATILITAS MODEL STOKASTIK

E-Jurnal Matematika
The Inverse Function Theorem plays a fundamental role in various areas of applied mathematics, particularly in stochastic analysis and financial modeling.
NILMA SARI, FAIHATUZ ZUHAIROH
doaj   +1 more source

A Patient‐Derived Organoid Biobank of Adamantinomatous Craniopharyngioma as a Platform for Drug Discovery

Advanced Science, EarlyView.
This study successfully establishes adamantinomatous craniopharyngioma (ACP) patient‐derived organoids (PDOs) that preserve the histopathological and genetic features of the original tumors. Through drug sensitivity assays and subsequent mechanistic analyses, the study demonstrates that Ceritinib exerts its inhibitory effects on ACP PDO growth by ...
Huarong Zhang, Chaohu Wang, Jun Fan, Zexin Chen, Haoying Yu, Yawen Bai, Tingcheng Zhang, Qianchao Zhu, Yiwen Feng, Peirong Niu, Jiaqian Chen, Liping Yang, Xueying Li, Lei Yu, Songtao Qi, Yi Liu   +15 more
wiley   +1 more source