Results 101 to 110 of about 254,826 (323)
Advanced Materials Interfaces, EarlyView.The design, optimization and characterization of a new bilayer painting system is presented. The underlying layer is engineered to provide exceptional thermal insulation through the synergistic effect of hollow perlite microspheres and micrometer‐sized cellulose particles. The external painting layer is designed to induce the formation of a homogeneous
Antonino Caputo +8 more
wiley +1 more source
Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99 [PDF]
This paper develops a macroeconomic model of the yield curve and uses this to explain the behaviour of the US Treasury market. Unlike previous macro-finance models which assume a homoscedastic error process, I develop a general affine model which allows ...
Peter Spencer
core
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
, 2016 We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion.
BS DeWitt +6 more
core +1 more source
Target volatility option pricing in lognormal fractional SABR model [PDF]
arXiv, 2018 We examine in this article the pricing of target volatility options in the lognormal fractional SABR model. A decomposition formula by Ito's calculus yields a theoretical replicating strategy for the target volatility option, assuming the accessibilities of all variance swaps and swaptions.
arxiv
Subsurface State Bilayer in Tetragonal Ferroelectric BaTiO3
Advanced Materials Interfaces, EarlyView.The subsurface Ba2+disorder, reveals the pairs of O vacancies (VO++$V_O^{ + + }$ s) and small polarons (SPe‐SPe−$SP_e^ - $ s) (Figure a–b), with the charge balance, as the following: Ti3++[VO+++SPe−]pair↔Ti4+${{T}_i}^{3 + } + {{[V_O^{ + + } + SP_e^ - ]}_{pair}} \leftrightarrow T_i^{4 + }$ which is consistent with observed low‐energy electron ...
Junhao Chen +12 more
wiley +1 more source
Journal of Accounting and Investment, 2016 The purpose of this study was to determine whether the pattern of housing financing murabaha or conventional mortgages can overcome the volatility of house prices after the maturity of the financing.
Sahlan Hasbi, Kuncoro Hadi
doaj
A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets [PDF]
arXiv, 2020 We test various volatility models using the Bitcoin spot price series. Our models include HIST, EMA ARCH, GARCH, and EGARCH, models. Both of our in-sample-fit and out-of-sample-forecast results suggest that GARCH and EGARCH models perform much better than other models.
arxiv
Advanced Materials Interfaces, EarlyView.Polyvinyl pyrrolidone passivation enhances TiO2/CsPbI2Br interfaces, suppressing recombination and improving photodetector performance with faster response, higher photoresponsivity, and superior detectivity. Abstract Inorganic perovskites hold immense promise for optoelectronic applications, but their performance is often hindered by defects and trap ...
Shruti Shah +12 more
wiley +1 more source
UK macroeconomic volatility and the term structure of interest rates. [PDF]
This paper uses a macro-finance model to examine the ability of the gilt market to predict fluctuations in macroeconomic volatility. The econometric model is a development of the standard ‘square root’ volatility model, but unlike the conventional term ...
Peter Spencer
core
Accessible Soft Electronics with Silver‐Gelatin Conductive Hydrogel Composite
Advanced Materials Technologies, EarlyView.Soft, stretchable and conductive gelatin based hydrogel is fabricated from inexpensive naturally‐derived materials and silver flakes using consumer grade equipment with applications in soft electronic circuits and electromyography electrodes. Abstract Electrically conductive hydrogels are a promising class of materials for soft electronics and robotics
Kiyn Chin +5 more
wiley +1 more source