Results 191 to 200 of about 29,458 (274)
Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model [PDF]
Wong, Man Kuan
core +1 more source
Study and Calibration of a LIBOR Forward Swap Model with Stochastic Volatility
Giorgio Mori
openalex +1 more source
Memristive Physical Reservoir Computing
Memristors’ nonlinear dynamics and input‐dependent memory effects make them ideal candidates for high‐performance physical reservoir computing (RC). Based on their conductance modulation, memristors can be classified as electronic or optoelectronic types.
Dian Jiao +9 more
wiley +1 more source
Trading Risk and Volatility in Interest Rate Swap Spreads
John Kambhu
openalex +2 more sources
Progress in Strain Engineering of 2D‐Integrated Heterostructures for Ultrasensitive Sensors
. ABSTRACT Two‐dimensional (2D) integrated heterostructures have emerged as a cornerstone in the advancement of next‐generation sensor technologies. These heterostructures, which combine materials with different dimensionalities, have led to significant breakthroughs in sensing performance and device integration.
That Buu Ton +4 more
wiley +1 more source
Bi2O2Se/Bi2O5Se bilayer heterostructure exhibits reversible structural evolution during device operation, directly revealed by atomic‐scale investigation. Oxygen vacancy redistribution governs filament formation and rupture, enabling stable multilevel resistive switching and synaptic‐like behaviors.
Yen‐Jung Chen +8 more
wiley +1 more source
Modeling and Pricing of Swaps for Local Stochastic Volatilities with Delay and Jumps
Anatoliy Swishchuk
openalex +1 more source
Light‐switchable MSCs (MSC‐UCNPs) were constructed by intracellular incorporation of UCNPs. Upon 980 nm irradiation, UCNPs emitted localized ultraviolet light (365 nm), activating the ROS/HEXB/LAMP1 signaling pathway to suppress lysosome–multivesicular body fusion and thereby enhance exosome biogenesis. Embedded within an injectable hydrogel, MSC‐UCNPs
Tingting Wu +7 more
wiley +1 more source
ZnSb reduces carrier concentration and suppresses Te volatilization, while Se substitution within QLs softens phonons and enhances anharmonicity. Swapped bilayers near twin boundaries strengthen phonon scattering and interlayer bonding. As a result, the optimal sample achieves an ultra‐high zT ∼1.51, cooling temperature difference of ∼70 K, power ...
Ruiheng Li +12 more
wiley +1 more source

