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Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing [PDF]

open access: yes
This paper proposes a methodology for active hedging Greeks of an option portfolio integrating churning and minimization of cost of hedging. In the first section, hedging strategy is implemented by taking positions in other available options, while ...
Gupta, Akshay   +2 more
core   +1 more source

RoHS‐Compliant, Cu‐Zn‐In‐Se‐Based Core/Multi‐shell Quantum Dots with Efficient and Tunable Short‐Wave Infrared Emission

open access: yesAdvanced Functional Materials, EarlyView.
An innovative combination of size‐controlled template synthesis, partial cation exchange reactions, and dual shell passivation offers a new class of RoHS‐compliant, heavy metal‐free Cu‐Zn‐In‐Se/ZnS/Al2O3 core/shell/shell quantum dots (QDs), exhibiting long‐range tunability, highly efficient SWIR emission with remarkably narrow photoluminescence ...
Avijit Saha   +8 more
wiley   +1 more source

Wafer‐Scale Synthesis of Mithrene and its Application in UV Photodetectors

open access: yesAdvanced Functional Materials, EarlyView.
A controlled tarnishing step on the silver surface precedes the solid‐vapor‐phase chemical transformation into silver phenylselenolate thin films. The approach yields crystals exceeding 1 µm with improved in‐plane orientation. Integration on graphene phototransistors demonstrates high photoresponsivity, positioning mithrene as a promising material for ...
Maryam Mohammadi   +8 more
wiley   +1 more source

High‐Rate FA‐Based Co‐Evaporated Perovskites: Understanding Rate Limitations and Practical Considerations to Overcome Their Impact

open access: yesAdvanced Functional Materials, EarlyView.
Vacuum‐based deposition is promising for perovskite solar cells to be successfully commercialized. However, co‐evaporation, the most common vapor phase deposition technique, suffers from very low deposition rates. In this work, we reveal that high deposition rates can lead to carbon flakes depositing into the perovskite absorber layers due to material ...
Thomas Feeney   +13 more
wiley   +1 more source

Self‐Trapped Hole Migration and Defect‐Mediated Thermal Quenching of Luminescence in α‐ and β‐Ga2O3

open access: yesAdvanced Functional Materials, EarlyView.
Temperature‐dependent photoluminescence and first‐principles calculations reveal self‐trapped hole migration as the microscopic origin of thermal quenching in α‐ and β‐Ga2O3. The low migration barrier in α‐Ga2O3 enables defect trapping and enhances blue luminescence, while the higher barrier in β‐Ga2O3 preserves ultraviolet emission at elevated ...
Nima Hajizadeh   +11 more
wiley   +1 more source

Chemoselective Sequential Polymerization: An Approach Toward Mixed Plastic Waste Recycling

open access: yesAdvanced Functional Materials, EarlyView.
Inspired by biological protein metabolism, this study demonstrates the closed‐loop recycling of mixed synthetic polymers via ring‐closing depolymerization followed by a chemoselective sequential polymerizations process. The approach recovers pure polymers from mixed feedstocks, even in multilayer formats, highlighting a promising strategy to overcome a
Gadi Slor   +5 more
wiley   +1 more source

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