Results 51 to 60 of about 7,359 (259)

Forward implied volatility expansion in time-dependent local volatility models******

ESAIM: Proceedings and Surveys, 2014
We introduce an analytical approximation to efficiently price forward start options on equity in time-dependent local volatility models as the forward start date, the maturity or the volatility coefficient are small.
Bompis Romain, Hok Julien
doaj   +1 more source

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

Machine Learning to Compute Implied Volatility from European/American Options Considering Dividend Yield

Proceedings, 2020
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, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee   +3 more
doaj   +1 more source

Strain Engineering of Magnetoresistance and Magnetic Anisotropy in CrSBr

Advanced Materials, EarlyView.
Biaxial compressive strain significantly enhances magnetoresistance and critical saturation fields in thin flakes of the 2D magnet CrSBr, along all three crystallographic axes. First‐principles calculations link these effects to strain‐induced increases in exchange interactions and magnetic anisotropy.
Eudomar Henríquez‐Guerra, Alberto M. Ruiz, Marta Galbiati, Álvaro Cortés‐Flores, Daniel Brown, Esteban Zamora‐Amo, Lisa Almonte, Andrei Shumilin, Juan Salvador‐Sánchez, Ana Pérez‐Rodríguez, Iñaki Orue, Andrés Cantarero, Andres Castellanos‐Gomez, Federico Mompeán, Mar Garcia‐Hernandez, Efrén Navarro‐Moratalla, Enrique Diez, Mario Amado, José J. Baldoví, M. Reyes Calvo   +19 more
wiley   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
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, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

Intraday return volatility in Saudi Stock Market: An evidence from Tadawul All Share Index [PDF]

Management Science Letters, 2019
The association between risk and return is a significant concept in finance that has been studied in the past to a large extent. The stock market volatility is closely associated with the risk.
Abdul Rahman Shaik, Abdul Malik Syed
doaj   +1 more source

Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers

Advanced Materials, EarlyView.
Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez, Alejandro Orellana‐Silla, Marta Galbiati, Efrén Navarro‐Moratalla, Luca Braglia, Sara Stolfi, José Antonio Real, Víctor Rubio‐Giménez, Sergio Tatay, Carlos Martí‐Gastaldo   +9 more
wiley   +1 more source

A Cu‐Based Near‐IR Active MOF with an Ion‐Pair Guest Exhibiting Versatile and Selective Gas‐Solid Reactivity

Advanced Materials, EarlyView.
The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha, Alejandro Cortés‐Villena, Silvia Gómez‐Coca, Alberto Fernández‐Alarcón, Joaquín Calbo, Raquel E. Galian, Enrique Ortí, Eliseo Ruiz, Mónica Giménez‐Marqués, Samia Benmansour, Carlos J. Gómez‐García   +10 more
wiley   +1 more source

Atomistic Mechanisms Triggered by Joule Heating Effects in Metallic Cu‐Bi Nanowires for Spintronics

Advanced Materials, EarlyView.
Bi doped metallic Cu nanowires are promising for spintronics thanks to the stabilization of a giant spin Hall effect. However, heat resulting from current injection forces Bi to leave solution, forcing segregation into monoatomic decorations which evolve into coherent crystalline aggregates.
Alejandra Guedeja‐Marrón, Juan Ignacio Beltrán, Matilde Saura‐Múzquiz, Paolo Perna, M. Carmen Muñoz, Lucas Pérez, Maria Varela   +6 more
wiley   +1 more source

Tailoring tail risk models for clean energy investments: a dual approach to long and short position forecasting

Humanities & Social Sciences Communications
The increasing focus on sustainable finance has highlighted the critical need for accurate risk assessment in clean energy investments. However, existing research often overlooks the sector’s distinctive volatility characteristics, resulting in ...
Wei Kuang
doaj   +1 more source