Results 51 to 60 of about 616,096 (355)
This article provides an overview of recent advancements in bulk processing of rare‐earth‐free hard magnetic materials. It also addresses related simulation approaches at different scales. The research on rare‐earth‐free magnetic materials has increased significantly in recent years, driven by supply chain issues, environmental and social concerns, and
Daniel Scheiber, Andrea Bachmaier
wiley +1 more source
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
Foreign Exchange Risk in International Transactions [PDF]
Every international business is affected by the ever-changing value of the currencies implied in contracts. While many of us consider this unpredictability a nuisance, the volatility of currencies around the world can mean the difference between success ...
Florentina-Olivia Balu, Daniel Armeanu
doaj +1 more source
Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro
In this study, we aim to investigate the impacts of credit default swaps (CDS) premium as a risk financial indicator on the fluctuations of value of the Turkish lira against the Euro.
Muhsin Kar, Tayfur Bayat, Selim Kayhan
doaj +1 more source
Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model
This paper investigates the pricing and hedging of variance swaps under a $3/2$ volatility model. Explicit pricing and hedging formulas of variance swaps are obtained under the benchmark approach, which only requires the existence of the num\'{e}raire ...
Chan, Leunglung, Platen, Eckhard
core +1 more source
Financial model calibration using consistency hints [PDF]
We introduce a technique for forcing the calibration of a financial model to produce valid parameters. The technique is based on learning from hints. It converts simple curve fitting into genuine calibration, where broad conclusions can be inferred from ...
Abu-Mostafa, Yaser S.
core +2 more sources
Photoswitchable Conductive Metal–Organic Frameworks
A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
wiley +1 more source
Discounted-likelihood valuation of variance and volatility swaps
The valuation of financial derivatives often assumes risk neutrality with respect to the risk-neutral martingale measure, which prevents arbitrage opportunities. However, casual traders may still incur substantial losses when trading at this risk-neutral
Napat Rujeerapaiboon +2 more
doaj +1 more source
Prices and Asymptotics for Discrete Variance Swaps
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving ...
Bernard, Carole, Cui, Zhenyu
core +1 more source

