Advances in Stimuli‐Responsive Organic Materials and Polymers toward Intelligent CO2 Capture
Advanced Functional Materials, EarlyView.Schematic illustration of the relationship between different stimuli and stimuli‐responsive organic materials and polymers for carbon dioxide (CO2) capture. Main stimuli include redox, pH, magnetism, temperature, light, and pressure. Furthermore, multi‐responsive materials, due to their high adaptability and scalability in complex environments, are ...
Jian Zhou +2 more
wiley +1 more source
Market co-movement between credit default swap curves and option volatility surfaces [PDF]
, 2022 Yukun Shi +3 more
openalex +1 more source
Variance and volatility swaps for levy process based stochastic volatilities
, 2010 Bibliography: p.
openaire +2 more sources
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
Electron–Matter Interactions During Electron Beam Nanopatterning
Advanced Functional Materials, EarlyView.This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima +2 more
wiley +1 more source
Multiscale stochastic volatility for variance swaps with constant elasticity of variance [PDF]
, 2022 Ji-Su Yu, Jeong‐Hoon Kim
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
core
Does a Morphotropic Phase Boundary Exist in ZrxHf1‐xO2‐Based Thin Films?
Advanced Functional Materials, EarlyView.This study investigates 6 nm zirconium‐rich hafnium‐zirconium oxide thin–film metal–insulator–metal capacitors using a combination of experimental methods and machine learning–based molecular dynamics simulations to provide insight into the physical mechanisms that enhance the dielectric constant near 0 V and attribute it to the field‐induced ...
Pramoda Vishnumurthy +9 more
wiley +1 more source
Novel Bioconjugate Materials: Synthesis, Characterization and Medical Applications
Advanced Healthcare Materials, EarlyView.This review discusses the bioconjugation of novel materials grouped under “biological”, “hybrid” and “synthetic” categories. Medical applications ranging from cancer therapy and diagnostics to optogenetics and tissue engineering are explored, and conjugation trends are highlighted as a general guide. The review concludes with a comparison of techniques
Ellie Martin +6 more
wiley +1 more source
Corridor implied volatility and the variance risk premium in the Italian market [PDF]
Corridor implied volatility introduced in Carr and Madan (1998) and recently implemented in Andersen and Bondarenko (2007) is obtained from model-free implied volatility by truncating the integration domain between two barriers.
Silvia Muzzioli
core +1 more source