Results 41 to 50 of about 73,615 (268)
Advanced Engineering Materials, EarlyView.This study presents a reversible temperature sensor with high switching ratio, ∼103. The device is fabricated using PET‐ITO and carbon nanotube dispersions in alkane. Considering its application in cold chain logistics, a proof‐of‐concept with LED is showcased. Thus, a temperature drop below the threshold temperature (crystallization temperature of the
Sunil Kumar Behera +8 more
wiley +1 more source
On the pricing and hedging of volatility derivatives [PDF]
, 2003 We consider the pricing of a range of volatility derivatives, including volatility and variance swaps and swaptions. Under risk-neutral valuation we provide closed-form formulae for volatility-average and variance swaps for a variety of diffusion and ...
Howison, Sam +2 more
core +2 more sources
Planar Solid‐State Nanopores Toward Scalable Nanofluidic Integration Based on CMOS Technology
Advanced Engineering Materials, EarlyView.We present a scalable silicon‐based fabrication strategy for planar solid‐state nanopores to enable their integration with complex nanofluidic systems. Prototype devices demonstrate normal voltage‐current characteristics, good noise performance, and appreciable streaming currents. Our CMOS‐compatible fabrication process offers precise geometric control
Ngan Hoang Pham +7 more
wiley +1 more source
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk [PDF]
, 2016 We develop a dynamic valuation model of the hedge fund seeding business by solving the consumption and portfolio-choice problem for a risk-averse manager who launches a hedge fund through a seeding vehicle. This vehicle, i.e.
Ewald, Christian, Zhang, Hai
core +2 more sources
Advanced Engineering Materials, EarlyView.The present study investigates recycling of NiTi shape memory alloys via vacuum induction melting. An ingot was synthesized from elemental Ni and Ti and subjected to three subsequent remelting cycles. Remelting increases process durations and impurity levels and adversely affects microstructures and functional properties.
Sakia Sophia Noorzayee +7 more
wiley +1 more source
Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Controlled syntheses of lanthanide coordination polymers based on the dihydroxybenzoquinone (DHBQ) organic linker afforded large single crystals of Ln‐DHBQ CPs (Ln = Yb, Nd). A novel structural variant of Yb‐DHBQ is identified by means of single crystal diffraction analysis.
Marina I. Schönherr +7 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A previously unreported coordination motif stabilising single Fe atoms by indigo chelation and pyridyl coordination on Au(111) has been revealed. By using planar tritopic pyridyl linkers (TPyB), extended 2D porous networks of indigo3(TPyB)2Fe6 form. These networks can be crystalline or vitreous and offer an environment where individual coordination ...
Hongxiang Xu +9 more
wiley +1 more source
On the term structure of default premia in the Swap and Libor markets [PDF]
Existing theories of the term structure of swap rates provide an analysis of the Treasury-swap spread based on either a liquidity convenience yield in the Treasury market, or default risk in the swap market.
COLLIN-DUFRESNE, Pierre, SOLNIK, Bruno
core
LIBOR additive model calibration to swaptions markets [PDF]
, 2008 In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Colino, Jesús P. +2 more
core +1 more source