Results 101 to 110 of about 25,615 (257)

Volatility derivatives in the Heston framework

, 2014
Includes bibliographical references.A volatility derivative is a financial contract where the payoff depends on the realized variance of a specified asset's returns.
Kriel, Hiltje
core  

SPICE‐Compatible Compact Modeling of Cuprate‐Based Memristors Across a Wide Temperature Range

Advanced Electronic Materials, EarlyView.
A physics‐guided compact model for YBCO memristors is introduced, incorporating carrier trapping, field‐induced detrapping, and a differential balance equation to describe their switching dynamics. The model is compared with experiments and implemented in LTspice, allowing realistic circuit‐level simulations.
Thomas Günkel, Aleix Barrera, Lluís Balcells, Narcís Mestres, Enrique Miranda, Anna Palau, Jordi Suñé   +6 more
wiley   +1 more source

Financial Liberalization and Emerging Stock Market Volatility [PDF]

In this paper we test whether volatility in six emerging markets has changed significantly over the period 1976:01-2002:03. This period corresponds to the years of more profound development of both the financial and the productive sides in emerging ...
J. Cuñado; J. Gómez, F. Pérez de Gracia   +1 more
core  

Logic Functionality and Circuit Design of In2Se3‐Based Split‐Gate Ferroelectric Field‐Effect Transistor for Zero‐Trust Applications

Advanced Electronic Materials, EarlyView.
ABSTRACT Van der Waals ferroelectric materials are emerging as key building blocks for future logic devices and integrated circuits. Among them, α‐In2Se3 offers a unique combination of robust room temperature ferroelectricity and semiconducting behavior.
Ankita Ram, Cédric Marchand, Shehr Bano Masood, Aymen Mahmoudi, Takashi Taniguchi, Kenji Watanabe, Bernard Doudin, Abdelkarim Ouerghi, Ian O'Connor, Alexei Gruverman, Jean‐François Dayen   +10 more
wiley   +1 more source

Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting

The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets.
Brittain, Lee, Garcia, Philip, Irwin, Scott H.   +2 more
core  

Experimental Demonstration of Temporally Aware Fault‐Tolerant Sensor Fusion Using Memristive Associative Learning

Advanced Electronic Materials, EarlyView.
In dynamic driving scenarios, the proposed approach ensures only temporally aligned sensor inputs to make driving decisions, preventing false activations. By enabling selective hardware‐level learning, it achieves fast, reliable responses under noisy conditions.
Kapil Bhardwaj, Ashfak Nehal, Dmitrii Semenov, Roman Sotner, Sayani Majumdar   +4 more
wiley   +1 more source

Stock Market Volatility: Examining North America, Europe and Asia [PDF]

An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable
Lakshmi Bala, Gamini Premaratne
core  

Influence of Top Electrode Metal on Resistive Switching in Multilayer MOCVD MoS2 Memristors

Advanced Electronic Materials, EarlyView.
MoS2 memristors typically use evaporated noble metal electrodes. This study compares Pd, Ni, and Al electrodes and sputtered versus evaporated deposition. Pd is passive, while Ni damages MoS2, yielding poor switching. Sputtered Al enables reproducible ECM‐type switching with 95% yield, whereas evaporated Al forms an interfacial oxide that suppresses ...
Dennis Braun, Jing Liu, Vasilis A. Maroufidis, Hleb Fiadziushkin, Lukas Völkel, Jimin Lee, Sofía Cruces, Annika Grundmann, Ke Ran, Thorsten Wahlbrink, Holger Kalisch, Andrei Vescan, Joachim Mayer, Michael Heuken, Alwin Daus, Max C. Lemme   +15 more
wiley   +1 more source

Modeling and Forecasting Realized Volatility [PDF]

This paper provides a general framework for integration of high-frequency intraday data into the measurement, modeling and forecasting of daily and lower frequency volatility and return distributions.
Tim Bollerslev, Torben G. Andersen, Francis X. Diebold, Paul Labys   +3 more
core   +2 more sources

Fixing carbon credits requires a new financing model. [PDF]

PNAS Nexus
Probst BS, Egli F.
europepmc   +1 more source