Results 51 to 60 of about 5,135 (265)

Room‐Temperature Skyrmionic Synapse in 2D Ferromagnet Fe3GaTe2 Operating via Collective Spin Texture Transformation

Advanced Materials, EarlyView.
We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang, Tongji Zhu, PeiYu Cai, Xiaoming Ma, Zhen Wang, Ruifu Zhang, Yi Hao, Jingdi Lu, Liubing He, Jun Xu, Yuejie Zhang, Wanjun Jiang, Jing Tao, Shiming Lei, Pavel Parchinskiy, Jing Teng, Lingfei Wang, Wei Niu, Elton J.G. Santos, Xiaoqian Zhang, Peng Li   +20 more
wiley   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

Optimal Control Drives Ultrafast and Energy‐Efficient Magnetization Switching in Van der Waals Magnets

Advanced Materials, EarlyView.
ABSTRACT The accelerating expansion of data‐centric technologies is sharply increasing the energy burden of information storage, placing unprecedented pressure on the efficiency of magnetic switching. Conventional field‐driven reversal, once the foundation of magnetic memory, has become impractical in modern architectures due to its high energy cost ...
Mohammad H. Badarneh, PeiYu Cai, Elton J. G. Santos   +2 more
wiley   +1 more source

Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility

Discrete Dynamics in Nature and Society, 2018
This paper considers the pricing issue of vulnerable European option when the dynamics of the underlying asset value and counterparty’s asset value follow two correlated exponential Lévy processes with stochastic volatility, and the stochastic volatility
Chaoqun Ma, Shengjie Yue, Yishuai Ren
doaj   +1 more source

Variance and Interest Rate Risk in Unit-Linked Insurance Policies

Risks, 2020
One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre   +2 more
doaj   +1 more source

Neuromorphic Electronics for Intelligence Everywhere: Emerging Devices, Flexible Platforms, and Scalable System Architectures

Advanced Materials, EarlyView.
The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj, Roshni Satheesh Babu, Yuxin Xia, Eva Bestelink, Radu Sporea, Nikos Hastas, Ioannis Zeimpekis, Dimitra G. Georgiadou, Sayani Majumdar   +8 more
wiley   +1 more source

Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model

Risks
This paper develops a unified analytical framework for pricing discretely sampled volatility-average swaps under the 4/2 stochastic volatility model.
Sanae Rujivan, Seyha Lim, Nopporn Thamrongrat, Angelo E. Marasigan   +3 more
doaj   +1 more source

Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model

Mathematics, 2021
Investors’ decisions on capital markets depend on their anticipation and preferences about risk, and volatility is one of the most common measures of risk.
Petra Posedel Šimović, Azra Tafro
doaj   +1 more source

Asymptotics for Rough Stochastic Volatility Models

SIAM Journal on Financial Mathematics, 2017
Using the large deviation principle (LDP) for a re-scaled fractional Brownian motion $B^H_t$ where the rate function is defined via the reproducing kernel Hilbert space, we compute small-time asymptotics for a correlated fractional stochastic volatility model of the form $dS_t=S_tσ(Y_t) (\barρ dW_t +ρdB_t), \,dY_t=dB^H_t$ where $σ$ is $α$-Hölder ...
Martin Forde, Hongzhong Zhang
openaire   +3 more sources

Resolving Heterogeneity of Targeted Lipid Nanoparticles Through Solution‐Based Biophysical Analyses

Advanced Materials, EarlyView.
AF4‐UV‐DLS‐MALS‐SAXS resolves previously inaccessible targeted lipid nanoparticle (tLNP) subpopulations that differ in size, shape, and composition. Correlation of subpopulation‐resolved biophysical properties with in vivo RNA delivery reveals that targeted placental transfection is associated with distinct tLNP subpopulations rather than ensemble ...
Hannah C. Geisler, Hannah C. Safford, Ajay S. Thatte, Marshall S. Padilla, Elisa Battistini, Hannah M. Yamagata, Violet M. Ullman, Alex Chan, Benjamin E. Nachod, Anushka Agrawal, Maxwell B. Watkins, Jesse B. Hopkins, Andrew Tsourkas, Kushol Gupta, Michael J. Mitchell   +14 more
wiley   +1 more source