Results 51 to 60 of about 29,277 (321)
Spectral Expansions for Credit Risk Modelling with Occupation Times
Risks, 2022 We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapter ...
Giuseppe Campolieti +2 more
doaj +1 more source
Liquid Crystal Elastomers Under Confinement: A Review of Template‐Based Fabrication and Applications
Advanced Engineering Materials, EarlyView.Template‐assisted confinement offers powerful ways to control the alignment, structure, and function of liquid crystal elastomers. This review highlights several templating strategies and details how geometry and interfaces shape material responses.
Meng Zhang +7 more
wiley +1 more source
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.The ultraselective H2S detection of the ZIF‐L/SnS2 heterostructure is demonstrated. The introduction of 2‐dimensional (2D) breathable ZIF‐L results in a substantial increase in H2S selectivity attributable to the molecular sieving effect, which impedes the permeation of gases with large kinetic diameters and high polarity.
Soo Min Lee +7 more
wiley +1 more source
Spectral methods for volatility derivatives [PDF]
, 2009 In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX).
Albanese, Claudio +2 more
core +2 more sources
Wearable Haptic Feedback Interfaces for Augmenting Human Touch
Advanced Functional Materials, EarlyView.The wearable haptic feedback interfaces enhance user experience in gaming, social media, biomedical instrumentation, and robotics by generating tactile sensations. This review discusses and categorizes current haptic feedback interfaces into force, thermal, and electrotactile stimulation‐based haptic feedback interfaces, elucidating their current ...
Shubham Patel +3 more
wiley +1 more source
Risk Managing Bermudan Swaptions in the Libor BGM Model [PDF]
This article presents a novel approach for calculating swap vega per bucket in the Libor BGM model. We show that for some forms of the volatility an approach based on re-calibration may lead to a large uncertainty in estimated swap vega, as the ...
Antoon Pelsser, Raoul Pietersz
core +3 more sources
Quantitative Finance and Economics, 2020 With the emergence and spreading of COVID-19 pandemic all over the world, the uncertainty has been increasing for countries. Depending on this condition, especially emerging countries have been affected negatively by foreign portfolio investment outflows
Mustafa Tevfik Kartal +2 more
doaj +1 more source
Analytically pricing volatility swaps under stochastic volatility
Journal of Computational and Applied Mathematics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhu, Song-Ping, Lian, Guang-Hua
openaire +4 more sources
Advanced Functional Materials, EarlyView.A wideband tunable electrochromic device with dynamic thermal emissivity control is demonstrated. The system enables adaptive heat regulation via electrochemically modulated silver deposition, achieving efficient cooling and heating states. The flexible design ensures mechanical robustness under bending conditions, making it promising for portable and ...
Jiawei Liang +10 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source