Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia. [PDF]
SN Bus Econ, 2023 Zada H, Maqsood H, Ahmed S, Khan MZ.
europepmc +1 more source
Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model [PDF]
We present a two-factor stochastic default intensity and interest rate model for pricing single-name default swaptions. The specific positive square root processes considered fall in the relatively tractable class of affine jump diffusions while allowing
Damiano Brigo, Naoufel El-Bachir
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Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation
Advanced Functional Materials, EarlyView.In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu +12 more
wiley +1 more source
Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm. [PDF]
Comput Econ, 2022 Alsayed ARM.
europepmc +1 more source
Advanced Functional Materials, EarlyView.The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao +8 more
wiley +1 more source
The role of financial investments in agricultural commodity derivatives markets [PDF]
This paper investigates the relationship between futures prices and financial investments in derivatives of the main agricultural commodities. We first provide a broad picture of how these markets function and how they have evolved, showing that traders ...
Alessandro Borin, Virginia Di Nino
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3D Digital Light Processing of Redox‐Active Polymers for Electrochemical Applications
Advanced Functional Materials, EarlyView.3D printing of electrochemically switchable conducting polymers is achieved by Digital Light Processing of redox‐active carbazole‐based polymer materials. Complex 2D and 3D architectures including dot arrays and pyramids clearly show the potential for novel 3D switchable electrochemical devices for sensors, electrochromic displays as well as 3D printed
Christian Delavier +4 more
wiley +1 more source
Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
europepmc +1 more source
Forward start volatility swaps in rough volatility models [PDF]
, 2022 Elisa Alòs +2 more
openalex +1 more source
Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion
, 2017 This paper demonstrates the efficiency of using Edgeworth and Gram-Charlier expansions in the calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion (DD-SV-LMM).
Arrouy, Pierre-Edouard +3 more
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