Results 111 to 120 of about 116,745 (301)

Organic Thin‐Film Transistors for Neuromorphic Computing

Advanced Electronic Materials, EarlyView.
Organic thin‐film transistors (OTFTs) are reviewed for neuromorphic computing applications, highlighting their power‐efficient, and biological time‐scale operation. This article surveys OFET and OECT devices, compares them with memristors and CMOS, analyzes how fabrication parameters shape spike‐based metrics, proposes standardized characterization ...
Luke McCarthy, Mohan V. Jacob, Mostafa Rahimi Azghadi   +2 more
wiley   +1 more source

RRAM Variability Harvesting for CIM‐Integrated TRNG

Advanced Electronic Materials, EarlyView.
This work demonstrates a compute‐in‐memory‐compatible true random number generator that harvests intrinsic cycle‐to‐cycle variability from a 1T1R RRAM array. Parallel entropy extraction enables high‐throughput bit generation without dedicated circuits. This approach achieves NIST‐compliant randomness and low per‐bit energy, offering a scalable hardware
Ankit Bende, Gokulnath Rajendran, Regina Dittmann, Anupam Chattopadhyay, Vikas Rana   +4 more
wiley   +1 more source

A note on the Malliavin differentiability of the Heston volatility [PDF]

We show that the Heston volatility or equivalently the Cox-Ingersoll-Ross process is Malliavin differentiable and give an explicit expression for the derivative.
Christian-Olivier Ewald, Elisa Alòs
core  

Exfoliated‐MoS2 Gradual Resistive Switching Devices as Artificial Synapses

Advanced Electronic Materials, EarlyView.
A vertical memristor based on untreated, exfoliated MoS2 is presented, revealing gradual resistive switching governed by Schottky barrier modulation at the MoS2/metal interface from the trapping/detrapping of charges. Furthermore, the device emulates synaptic‐like plasticity functions, including: potentiation, depression, and spike‐amplitude‐dependent ...
Deianira Fejzaj, Richard Schroedter, Thomas Mikolajick, André Heinzig   +3 more
wiley   +1 more source

Pricing of a Binary Option Under a Mixed Exponential Jump Diffusion Model

Mathematics
This paper focuses on the pricing problem of binary options under stochastic interest rates, stochastic volatility, and a mixed exponential jump diffusion model.
Yichen Lu, Ruili Song
doaj   +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

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  

Monolithic Co‐Integration of Vertical FET and Memristor for 1T1R Cell

Advanced Electronic Materials, EarlyView.
This work demonstrates a vertically integrated one‐transistor–one‐memristor (1T1R) cell by stacking a MoS2 vertical field‐effect transistor (VFET) with a mortise–tenon‐shaped (MTS) memristor. This compact architecture not only exhibits highly uniform resistive switching characteristics but also provides a strategy for constructing densely packed ...
Fubo Jiao, Weiqi Dang, Gong‐Jie Ruan, Jiameng Sun, Xiaoyu Sun, Dehe Kong, Yinzhi Huang, Yuxuan Yuan, Qin Liu, Sicheng Chen, Long Zhao, Cong Wang, Pengfei Wang, Chen Pan, Yajun Fu, Shi‐Jun Liang   +15 more
wiley   +1 more source

Periodic Asymmetric LogGARCH Stochastic Volatility Models: Structure and Application

Axioms
This paper introduces a new class of periodic volatility models, namely, the Stochastic Volatility Periodic Logarithmic Asymmetric GARCH (PlogAG-SV) model.
Omar Alzeley, Ahmed Ghezal
doaj   +1 more source

A market model for stochastic smile: a conditional density approach [PDF]

, 2005
The purpose of this paper is to introduce a new approach that allows to construct no-arbitrage market models of for implied volatility surfaces (in other words, stochastic smile models).
Zilber, A.
core   +2 more sources