SPECTRAL METHODS FOR VOLATILITY DERIVATIVES
In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX).
Albanese, Claudio, Mijatovic, Aleksandar
core
Stretching the Printability Metric in Direct‐Ink Writing with Highly Extensible Yield‐Stress Fluids
Advanced Functional Materials, EarlyView.This study introduces “drawability” as a new metric for assessing printability in direct‐ink writing, focusing on gap‐spanning performance and speed robustness. By designing yield‐stress fluids with high extensibility, we demonstrate that extensional strain‐to‐break significantly enhances printability.
Chaimongkol Saengow +9 more
wiley +1 more source
Improving the HMC sampling method by Velocity Verlet integrator
四川大学学报. 自然科学版Hamilton Monte Carlo (HMC) method is a fast sampling method. To sampling a Hamiltonian equation, the HMC method uses the Leapfrog integrator. As a result, unsynchronized values of position and momentum variables of the equation are possibly generated ...
LI Wan-Ying, TANG Ya-Yong
doaj
Looking Under the Hood: Using Time-Frequency Analysis to Bridge the Gap Between Event-Related Potential Biomarkers of Psychosis and Underlying Neural Circuitry. [PDF]
Biol Psychiatry Glob Open SciErickson MA.
europepmc +1 more source
Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry
Advanced Functional Materials, EarlyView.In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite +5 more
wiley +1 more source
Noninvasive Electrophysiological Biomarkers of Olfactory Responses Across Cognitive States in Alzheimer Dementia: Cross-Sectional Study. [PDF]
JMIR Mhealth UhealthHa J +6 more
europepmc +1 more source
Ferroelectricity in Antiferromagnetic Wurtzite Nitrides
Advanced Functional Materials, EarlyView.We establish MnSiN2${\rm MnSiN}_2$ and MnGeN2${\rm MnGeN}_2$ as aristotypes of a new multiferroic wurtzite family that simultaneously exhibits ferroelectricity and antiferromagnetism with altermagnetic spin splitting. By strategically substituting alkaline‐earth metals, we predict new materials with coexisting switchable polarization, spin texture, and
Steven M. Baksa +3 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
Stabilizing Defect Visibility Under Overexposure in Fringe-Based Imaging via <i>γ</i> Nonlinearity Analysis. [PDF]
Sensors (Basel)Ma X +6 more
europepmc +1 more source
Role of Intrinsic Electron Trapping in Negative Charging of Amorphous Alumina
Advanced Functional Materials, EarlyView.Intrinsic electron trapping in amorphous Al2O3 is examined using hybrid‐DFT models spanning a wide density range. Both spontaneous and thermally activated trapping are identified, with pronounced spontaneous localization in dense, partly crystallized structures.
Jack W. Strand +5 more
wiley +1 more source