Results 111 to 120 of about 29,458 (274)
Advanced Materials, EarlyView.This review systematically summarizes recent advances in porosity engineering of MXenes, with a focused discussion on their structure‐governed energy storage properties. A critical analysis of structure–property relationships is presented across alkali‐ion batteries, multivalent‐ion batteries, and supercapacitors.
Shude Liu +8 more
wiley +1 more source
Pricing caps with HJM models: the benefits of humped volatility [PDF]
In this paper we compare different multifactor HJM models with humped volatility structures, to each other and to models with strictly decreasing volatility. All the models are estimated on Euribor and swap rates panel data.
Jury Falini
core
Volatility Swap Under the SABR Model [PDF]
, 2013 The SABR model is shortly presented and the volatility swap explained. The fair value for a volatility swap is then computed using the usual theory in financial mathematics. An analytical solution using confluent hypergeometric functions is found. The solution is then verified using Rama Cont's functional calculus.
openaire +2 more sources
Light‐Induced Entropy for Secure Vision
Advanced Materials, EarlyView.This work realized a ternary true random number generator by exploiting stochastic traps emerging within multiple junction interfaces, and quantitatively validated the generation of high‐quality random numbers. Furthermore, it successfully demonstrated diverse applications, including AI‐resilient image security, thereby providing a valuable guide for ...
Juhyung Seo +9 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
core
Credit spreads: theory and evidence about the information content of stocks, bonds and cdss [PDF]
, 2006 This paper presents a procedure for computing homogeneous measures of credit risk from stocks, bonds and CDSs. The measures are based on bond spreads (BS), CDS spreads (CDS) and implied stock market credit spreads (ICS).
Forte, Santiago +1 more
core +1 more source
Advanced Materials, EarlyView.We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang +20 more
wiley +1 more source
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 Materials, EarlyView.An overview of design principles and scalable fabrication strategies for multifunctional bio‐based packaging. Radiative cooling films, modified‐atmosphere films/membranes, active antimicrobial/antioxidant platforms, intelligent optical/electrochemical labels, and superhydrophobic surfaces are co‐engineered from material chemistry to mesoscale structure
Lei Zhang +6 more
wiley +1 more source
Advanced Materials, EarlyView.This review highlights recent advances in electrospun nanofiber‐based triboelectric nanogenerators, emphasizing how material design, fiber architecture, and interface engineering collectively enhance output performance and mechanical durability. Key developments in porous, aligned, core‐shell, and hierarchical nanofibers are discussed alongside ...
MD Fajla Rabbi +3 more
wiley +1 more source