Results 151 to 160 of about 188,093 (295)

The Variance-Gamma Process for Option Pricing

This paper explores the concept of random-time subordination in modelling stock-price dynamics, and We first present results on the Laplace distribution as a Gaussian variance-mixture, in particular a more efficient volatility estimation procedure through the absolute moments.
Shenoy, Rohan, Kempthorne, Peter
openaire   +2 more sources

Creep‐Induced Microstructural Evolution in an A2‐B2 Superalloy

Advanced Engineering Materials, EarlyView.
A 27.3Ta‐27.3Mo‐27.3Ti‐8Cr‐10Al (at.%) refractory high‐entropy alloy with precipitation‐strengthened A2‐B2 microstructure was studied by creep tests at 1030°C, which demonstrate a transition in deformation mechanisms in the range of 100–150 MPa applied stress. This is associated with changes in dislocation–precipitate interactions. Relevant deformation
Liu Yang, Aparajita Pramanik, Sandipan Sen, Shubhashis Dixit, Marcel Muench, R. J. Vikram, Daniel Schliephake, Yolita M. Eggeler, Ankur Chauhan, Martin Heilmaier, Alexander Kauffmann   +10 more
wiley   +1 more source

Creep Properties and Deformation Mechanism of Additively Manufactured NiAl‐CrMo Composites

Advanced Engineering Materials, EarlyView.
Additively manufactured NiAl‐CrMo composites contain numerous interfaces and cell boundaries that control their creep response. At 700°C under high applied stress, creep is dominated by dislocation‐controlled power‐law mechanisms. At 800°C–900°C and lower stresses, creep is primarily diffusion‐controlled along cell boundaries.
Jan Vollhüter, Andreas Bezold, Johan Westraadt, Katharina Fiegl, Subham Chattoraj, Benjamin Wahlmann, Carolin Körner, Michael Mills, Mathias Göken, Steffen Neumeier   +9 more
wiley   +1 more source

Financial Clouds and modelling offered by Cloud Computing Adoption Framework

, 2014
Cloud Computing Adoption Framework (CCAF) is a framework for designing and implementation of Could Computing solutions. This paper focuses on how CCAF can help to address portability in Cloud Computing implementations in Finance domain.
Walters, Robert John, Walters, R.J., Chang, V., Chang, Victor, Wills, Gary, Wills, G.   +5 more
core  

Ontology‐Aligned Structuring and Reuse of Multimodal Materials Data and Workflows Toward Automatic Reproduction

Advanced Engineering Materials, EarlyView.
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari, Abril Azocar Guzman, Sarath Menon, Stefan Sandfeld, Tilmann Hickel, Markus Stricker   +5 more
wiley   +1 more source

Elaboration of the Coale-McNeil Nuptiality Model as The Generalized Log Gamma Distribution [PDF]

The Coale-McNeil nuptiality model is a particular case of the generalized log gamma distribution model. In this paper, we demonstrate that recognition of this connection allows an expansion of the possible applications of the Coale-McNeil model.
Ryuichi Kaneko
core  

Enhanced Strength and Corrosion Resistance of Ti‐13Nb‐12Ta‐10Zr‐4Sn Alloy by Aging Treatment

Advanced Engineering Materials, EarlyView.
This work systematically investigates the effect of aging treatment on mechanical properties and corrosion behavior of vacuum arc‐melted Ti‐13Nb‐12Ta‐10Zr‐4Sn alloy. Owing to the increased α″ martensite, strength and corrosion resistance were significantly enhanced by aging treatment.
Yuhua Li, Rong Zhao, Qian Zhang, Haojie Wang, Yujing Liu, Lai‐Chang Zhang   +5 more
wiley   +1 more source

In Situ Micromechanical Study of Bimodal γ′–γ″ Precipitate Assemblies in Ni–Cr–Al–Nb Superalloy

Advanced Engineering Materials, EarlyView.
A Ni–Cr–Al–Nb superalloy with a bimodal γ′–γ″ precipitate distribution is developed. Composite precipitate assemblies form through heterogeneous nucleation, effectively impeding dislocation motion. Micropillar compression reveals high strength at room and elevated temperatures, governed by precipitate shearing, with coupled faulting mechanisms ...
Ujjval Bansal, Tae‐Hyeok Kang, Pyuck‐Pa Choi, Subin Lee, Christoph Kirchlechner   +4 more
wiley   +1 more source

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, Stephens, David, Yip, Wing   +2 more
core   +1 more source

Encyclopedia of 2D β′‐In2Se3 Growth Using Chemical Vapor Deposition: The Effects of Synthesis Parameters Onto Material Quality

Advanced Engineering Materials, EarlyView.
A distinct semi‐confined inner‐tube chemical vapor deposition geometry enables reproducible, large‐area growth of phase‐pure 2D β′‐In2Se3 from InI + Se precursors. Engineering local vapor transport and optimizing precursor delivery and temperature–time conditions yield uniform continuous films.
Dasun P. W. Guruge, P. Sanju S. Panawala, Joseph F. S. Fernando, Zhenhuan Chen, Chao Zhang, Dong‐Chen Qi, Liangzhi Kou, Konstantin L. Firestein, Dmitri V. Golberg   +8 more
wiley   +1 more source