Results 101 to 110 of about 29,277 (321)
Thermal Phase‐Modulation of Thickness‐Dependent CVD‐Grown 2D In2Se3
Advanced Functional Materials, EarlyView.A comprehensive study of CVD‐grown 2D In2Se3 reveals a distinct thickness‐dependent phase landscape and a reversible, thermally driven transformation between β″ and β* variants. In situ TEM electron diffraction and Raman spectroscopy reveal structural dynamics, while the structural invariance of the α‐phase in ultrathin regimes highlights its stability—
Dasun P. W. Guruge +6 more
wiley +1 more source
A Consistent Pricing Model for Index Options and Volatility Derivatives [PDF]
We propose and study a flexible modeling framework for the joint dynamics of an index and a set of forward variance swap rates written on this index, allowing options on forward variance swaps and options on the underlying index to be priced consistently.
Cont, Rama, Kokholm, Thomas
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LIBOR additive model calibration to swaptions markets [PDF]
, 2008 In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem.
Colino, Jesús P. +2 more
core +1 more source
Advanced Functional Materials, EarlyView.This study explores the benefits of metasurfaces made from functional materials, highlighting their ability to be adapted and improved for various high‐frequency applications, including communications and sensing. It first demonstrates the potential of these functional material‐based metasurfaces to advance the field of sub‐THz perceptive networks ...
Yat‐Sing To +5 more
wiley +1 more source
A Unified Framework for Pricing Credit and Equity Derivatives
, 2008 We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit bond and equity option pricing formulas that can be calibrated to find a ...
Bayraktar, Erhan, Yang, Bo
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Ice Lithography: Recent Progress Opens a New Frontier of Opportunities
Advanced Functional Materials, EarlyView.This review focuses on recent advancements in ice lithography, including breakthroughs in compatible precursors and substrates, processes and applications, hardware, and digital methods. Moreover, it offers a roadmap to uncover innovation opportunities for ice lithography in fields such as biological, nanoengineering and microsystems, biophysics and ...
Bingdong Chang +9 more
wiley +1 more source
How to calibrate Gaussian two-factor model using swaption. [PDF]
PLoS One, 2023 Choi M, Kang HG.
europepmc +1 more source
Advanced Functional Materials, EarlyView.Gd‐doped BFO (BGFO) exhibits a ∼2‐order reduction in leakage current owing to its lowest content of oxygen vacancies. This leads to a ∼2.5‐fold increase in remnant polarization. These improvements in BGFO effectively boost charge separation and transportation, resulting in the greatest incident photon‐to‐current efficiency of 12.9 ± 0.73% and a ∼1.5 ...
Ming‐Wei Chu +7 more
wiley +1 more source
An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices [PDF]
We evaluate the classical Cox, Ingersoll and Ross (1985) (CIR) model using data on LIBOR, swap rates and caps and swaptions. With three factors the CIR model is able to fit the term structure of LIBOR and swap rates rather well.
Andrew Kaplin +2 more
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Islamic Currency Swap: Can Be the Best Way to Hedge Indonesia Hajj Fund? [PDF]
, 2018 The operational costs of Hajj in foreign currencies will always face the risk of changes in exchange rates. Hajj operational costs will continue to grow in line with the increasing number of pilgrims. But at present, the government (BPKH) does not have a
Maulana, I. (Irvan) +1 more
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