Results 51 to 60 of about 254,826 (323)
Copper sulfide based electrocatalysts for CO2 conversion are selective for production of formate as major product. Transformations under electrochemical conditions result in significant sulfur loss, and this study examines the nature of how persistent, residual sulfur (observed as surface SO42– species and S dissolved in the electrolyte) can sustain ...
Sasho Stojkovikj+8 more
wiley +1 more source
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee+2 more
doaj +1 more source
Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance? [PDF]
AbstractThis article discusses the role of volatility in the context of systemic risk in finance. The main argument is that volatility transmits risks within the financial system and beyond, shaking the financial system and threatening in particular small or vulnerable clients (SMEs, households, and also low‐ and middle‐income countries).
openaire +3 more sources
Ferroelectric ZrO2 films grown by sputtering on Si, show strong near‐infrared (NIR) detection capability. The performance is shown to arise from the pyroelectric effect, combined with the ferroelectric effect in ZrO2, and the photovoltaic effect in Si.
Nuno E. Silva+13 more
wiley +1 more source
Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach [PDF]
In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as anomalies the theory of rational finance cannot explain: Predictability of asset returns, The Equity Premium, (The Volatility Puzzle. We offer resolutions of those objections within the rational finance.
arxiv +1 more source
Stochastic volatility models for ordinal-valued time series with application to finance [PDF]
In this paper, we introduce a new class of models, called ordinal-response stochastic volatility models, by combining an ordinal-response model and the idea of stochastic volatility. Corresponding time series occur in high-frequency finance when the stocks are traded on a coarse grid.
Müller, Gernot, Czado, Claudia
openaire +6 more sources
A materials and device design concept that comprises a self‐assembled ultra‐thin epitaxial ion‐transporting layer, an amorphous oxide overcoat oxygen‐blocking layer, and a partial filament formed during an electroforming step is proposed for low‐current multilevel resistive switching devices.
Ming Xiao+17 more
wiley +1 more source
By employing a partial oxidation strategy, nanosized pores are introduced into MXene nanosheets. The resulting holey MXene exhibits faster ionic transport, achieving an aerial capacitance 2.5 times that of unmodified MXene electrodes, and demonstrates excellent cycling stability, retaining 91.7% of its capacitance after 10 000 cycles.
Yongfa Cheng+7 more
wiley +1 more source
The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman+6 more
wiley +1 more source
Computing implied volatility from observed option prices is a frequent and challenging task in finance, even more in the presence of dividends. In this work, we employ a data-driven machine learning approach to determine the Black–Scholes implied ...
Shuaiqiang Liu+3 more
doaj +1 more source