Results 51 to 60 of about 116,745 (301)

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

Establishing a Model Precursor System: Over a Decade of Research on Carbon Dots from the Citric Acid‐Urea System

Advanced Functional Materials, EarlyView.
The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu, Zhiqi Cai, Xiangxin Sun, Hanyi Zhang, Yiming Hao, Jun Wu, Zekun Yan, Xue Wu, Yiqi Liang, Liming Wang, Songnan Qu   +10 more
wiley   +1 more source

Toward Stable Multivalent Metal Batteries: Understanding the Interfacial Chemistry for Magnesium and Calcium Metal Anodes

Advanced Functional Materials, EarlyView.
Interphase chemistry governs the stability of multivalent metal batteries. We summarize state‐of‐the‐art developments in calcium and magnesium metal batteries by focusing on the correlation among electrolytes, interphase layers, and the electrochemical performance of corresponding metal anodes.
Huijun Lin, Qi Meng, Juncai Long, Chuheng Cao, Zheng‐Long Xu   +4 more
wiley   +1 more source

ESTIMASI VALUE AT RISK MENGGUNAKAN VOLATILITAS DISPLACED DIFFUSION

E-Jurnal Matematika, 2019
Value at Risk (VaR) is a measure of risk that is able to calculate the worst possible loss that can occurs to stock prices with a certain level of confidence and within a certain period of time. The purpose of this study was to determine the VaR estimate
MIRANDA NOVI MARA DEWI, KOMANG DHARMAWAN, KARTIKA SARI   +2 more
doaj   +1 more source

Multi‐Scale Interface Engineering of MXenes for Multifunctional Sensory Systems

Advanced Functional Materials, EarlyView.
MXenes, as two‐dimensional transition metal carbides and nitrides, demonstrate remarkable capabilities for multifunctional sensing applications. This review systematically examines multi‐scale interface engineering approaches that enhance sensing performance, enable diverse detection functionalities, and improve system‐level compatibility in MXene ...
Jiaying Liao, Sin‐Yi Pang, Jianhua Hao
wiley   +1 more source

An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility

Abstract and Applied Analysis, 2013
We are concerned with an investment and consumption problem with stochastic interest rate and stochastic volatility, in which interest rate dynamic is described by the Cox-Ingersoll-Ross (CIR) model and the volatility of the stock is driven by Heston’s ...
Hao Chang, Xi-min Rong
doaj   +1 more source

Optoelectronic Control of Redox Dynamics in POM Memristors for Noise‐Resilient Speech and Hardware‐Level Motion Recognition

Advanced Functional Materials, EarlyView.
Optoelectronic control of redox‐active polyoxometalate clusters in polymer matrices yields hybrid memristors with switchable volatile and non‐volatile modes, enabling reservoir‐type in‐sensor optical preprocessing and stable multilevel synapses for multimodal neuromorphic computing, including noise‐tolerant audiovisual keyword recognition and hardware ...
Xiangyu Ma, Ziyu Lv, Guohua Zhang, Zhongyue Xu, Yongbiao Zhai, Haiming Huang, Qiyan Zhang, Xiaojin Zhao, Yan Wang, Ye Zhou, Ziyu Xiong, Guanglong Ding, Wentao Xu, Su‐Ting Han   +13 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

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 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