Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
This paper presents hedging strategies for European and exotic options in a Levy market. By applying Taylor's Theorem, dynamic hedging portfolios are con- structed under different market assumptions, such as the existence of power jump assets or moment ...
Olhede, Sofia +2 more
core
Reduced task-switching flexibility in parietal-cingulate and frontal circuits associated with brooding. [PDF]
Singh S, Shaw SB, Becker S.
europepmc +1 more source
Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies
The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley +1 more source
Genetic Improvement of grass pea (Lathyrus sativus L.) through gamma-ray-induced mutagenesis: evaluation of M₄ progenies for yield, agronomic traits, and low ODAP content. [PDF]
Madke VS +3 more
europepmc +1 more source
Exciton Binding Energy of Phosphorescent Emitter Molecules in Organic Light‐Emitting Diodes
Energy level alignment is key to efficient OLED design, yet determining LUMO energies remains challenging. A methodology based on field‐induced dissociation and kinetic Monte Carlo simulations is presented to extract LUMO energies of iridium‐based phosphorescent emitters from their exciton binding energy.
Hiroki Tomita +6 more
wiley +1 more source
Noninvasive Electrophysiological Biomarkers of Olfactory Responses Across Cognitive States in Alzheimer Dementia: Cross-Sectional Study. [PDF]
Ha J +6 more
europepmc +1 more source
A graded‐interface hydrogel‐polymer electrolyte decouples water activity to simultaneously stabilize the Zn anode and sustain cathode kinetics. The flexible design supports dendrite‐free cycling over 1600 h, high capacity in both MnO2 and V2O5 full cells, and stable pouch‐cell performance under bending, resolving the fundamental water conflict in ...
Shuyun Wang +8 more
wiley +1 more source
Stabilizing Defect Visibility Under Overexposure in Fringe-Based Imaging via <i>γ</i> Nonlinearity Analysis. [PDF]
Ma X +6 more
europepmc +1 more source
Solution‐processed Cu(bdc) forms prototypical MOF thin films for which a multitude of not fully satisfactory structural models have been suggested. Combining rotating grazing‐incidence diffraction and X‐ray reflectivity on two complementary samples with density‐functional theory, we first discard the previously suggested models and then identify a non ...
Narges Taghizade +7 more
wiley +1 more source
Moments of the generalized hyperbolic distribution
In this paper we demonstrate a recursive method for obtaining the moments of the generalized hyperbolic distribution. The method is readily programmable for numerical evaluation of moments.
Scott, David J +3 more
core

