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See detailValuing American options using fast recursive projections
Cosma, Antonio UL; Galluccio, Stefano; Pederzoli, Paola et al

Scientific Conference (2016, December)

Detailed reference viewed: 35 (2 UL)
See detailValuing American options using fast recursive projections
Cosma, Antonio UL; Galluccio, Stefano; Pederzoli, Paola et al

Scientific Conference (2016, July)

Detailed reference viewed: 20 (3 UL)
See detailValuing American options using fast recursive projections
Cosma, Antonio UL; Galluccio, Stefano; Pederzoli, Paola et al

Scientific Conference (2014, April)

Detailed reference viewed: 54 (9 UL)
See detailValuing American options using fast recursive projections
Cosma, Antonio UL; Galluccio, Stefano; Pederzoli, Paola et al

Scientific Conference (2016, May)

Detailed reference viewed: 16 (2 UL)
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See detailValuing American options using fast recursive projections
Cosma, Antonio UL; Galluccio, Stefano; Pederzoli, Paola et al

E-print/Working paper (2015)

We introduce a fast and widely applicable numerical pricing method that uses recursive projections. We characterize its convergence speed. We find that the early exercise boundary of an American call ... [more ▼]

We introduce a fast and widely applicable numerical pricing method that uses recursive projections. We characterize its convergence speed. We find that the early exercise boundary of an American call option on a discrete dividend paying stock is higher under the Merton and Heston models than under the Black-Scholes model, as opposed to the continuous dividend case. A large database of call options on stocks with quarterly dividends shows that adding stochastic volatility and jumps to the Black-Scholes benchmark reduces the amount foregone by call holders failing to optimally exercise by 25%. Transaction fees cannot fully explain the suboptimal behavior. [less ▲]

Detailed reference viewed: 70 (9 UL)
See detailValuing American options using fast recursive projections
Cosma, Antonio UL

Scientific Conference (2013, July 16)

Detailed reference viewed: 73 (7 UL)
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See detailValuing Creativity, Feeling Overworked and Working Hours: Male Workers and the New Spirit of Capitalism
Samuel, Robin UL; Kanji, Shireen

in Time & Society (2019)

Boltanski and Chiapello argued that creativity is a required attribute of managers emanating from the ideology of the ‘New Spirit of Capitalism’. Ideology provides the justification for work practices and ... [more ▼]

Boltanski and Chiapello argued that creativity is a required attribute of managers emanating from the ideology of the ‘New Spirit of Capitalism’. Ideology provides the justification for work practices and brings material consequences in relation to the experience of time. This article explores both the ideology and the links between the ideological and the experience of time by assessing whether male managers prioritise creativity and whether this is related to their working hours, driving them to work longer hours than other workers and longer hours than they actually want. Men’s dominant position in work organisations puts them at the centre of this exploration. Using multilevel logistic and linear models on 2010 data from the European Social Survey (N = 7049), we show that male managers prioritise creativity more than other workers do. There are consequences for the experience of time as valuing creativity in combination with being a manager increases working hours above the large and significant effect of being a manager. The feeling of overwork is raised independently for those who value creativity and for those who are managers. [less ▲]

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See detailValuing the experience and securing the professional paths of young adults towards a non-precarious job: a new European project.
Pignault, Anne UL; Soidet, Isabelle; Vayre, Emilie et al

Scientific Conference (2013, June)

Detailed reference viewed: 50 (2 UL)
See detailValuing what we measure or measuring what we value? On the need to engage with the question of purpose in educational evaluation, assessment and measurement
Biesta, Gert UL

in Böttcher, W.; Dicke, J. N.; Hogrebe, N. (Eds.) Evaluation, Bildung und Gesellschaft: Steuerungsinstrumente zwischen Anspruch und Wirklichkeit. (2010)

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See detailvan der Waals dispersion interactions in molecular materials: beyond pairwise additivity
Reilly, Anthony M.; Tkatchenko, Alexandre UL

in Chemical Science (2015), 6(6), 3289-3301

van der Waals (vdW) dispersion interactions are a key ingredient in the structure, stability, and response properties of many molecular materials and essential for us to be able to understand and design ... [more ▼]

van der Waals (vdW) dispersion interactions are a key ingredient in the structure, stability, and response properties of many molecular materials and essential for us to be able to understand and design novel intricate molecular systems. Pairwise-additive models of vdW interactions are ubiquitous, but neglect their true quantum-mechanical many-body nature. In this perspective we focus on recent developments and applications of methods that can capture collective and many-body effects in vdW interactions. Highlighting a number of recent studies in this area, we demonstrate both the need for and usefulness of explicit many-body treatments for obtaining qualitative and quantitative accuracy for modelling molecular materials, with applications presented for small-molecule dimers, supramolecular host-guest complexes, and finally stability and polymorphism in molecular crystals. [less ▲]

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See detailVan der Waals Interactions Between Organic Adsorbates and at Organic/Inorganic Interfaces
Tkatchenko, Alexandre UL; Romaner, Lorenz; Hofmann, Oliver T. et al

in MRS BULLETIN (2010), 35(6), 435-442

Van der Waals (vdW) interactions play a prominent role in the structure and function of organic/organic and organic/inorganic interfaces. Their accurate determination from first principles, however, is a ... [more ▼]

Van der Waals (vdW) interactions play a prominent role in the structure and function of organic/organic and organic/inorganic interfaces. Their accurate determination from first principles, however, is a notoriously difficult task. Recently, a surge of interest in modeling vdW interactions has led to promising theoretical developments. This article reviews the state-of-the-art of describing vdW interactions by density-functional theory with respect to accuracy and practicability. The performance of the different methods is demonstrated for simple systems, such as rare-gas dimers and small organic molecules. The nature of binding at organic/inorganic interfaces is then exemplified for the perylene-3,4,9,10-tetracarboxylic-3,4,9,10-dianhydride (PTCDA) molecule at surfaces of coinage metals. This fundamental system is the best-characterized organic molecule/metal interface in experiment and theory. We emphasize the crucial importance of a balanced description of both geometry and electronic structure in order to understand and model the properties of such systems. Finally, the relevance of vdW interactions to the function of actual devices based on interfaces is discussed. [less ▲]

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See detailvan der Waals Interactions Determine Selectivity in Catalysis by Metallic Gold
Rodriguez-Reyes, Juan Carlos F.; Siler, Cassandra G. F.; Liu, Wei et al

in JOURNAL OF THE AMERICAN CHEMICAL SOCIETY (2014), 136(38), 13333-13340

To achieve high selectivity for catalytic reactions between two or more reactants on a heterogeneous catalyst, the relative concentrations of the reactive intermediates on the surface must be optimized ... [more ▼]

To achieve high selectivity for catalytic reactions between two or more reactants on a heterogeneous catalyst, the relative concentrations of the reactive intermediates on the surface must be optimized. If species compete for binding sites, their concentrations depend on their relative binding strengths to the surface. In this article we describe a general framework for predicting the relative stability of organic intermediates involved in oxygen-assisted reactions on metallic gold with broad relevance to catalysis by metals. Combining theory and experiment, we establish that van der Waals interactions between the reactive intermediates and the surface, although weak, determine relative stabilities and thereby dictate the conditions for optimum selectivity. The inclusion of these interactions is essential for predicting these trends. The concepts and methods employed here have broad applicability for determining the stability of intermediates on the surfaces of catalytic metals and specifically demonstrate the critical role of weak interactions in determining reaction selectivity among reactions of complex molecules. [less ▲]

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See detailVan der Waals interactions in ionic and semiconductor solids
Zhang, G.-X.; Tkatchenko, Alexandre UL; Paier, J. et al

in Physical Review Letters (2011), 107(24),

Van der Waals (vdW) energy corrected density-functional theory is applied to study the cohesive properties of ionic and semiconductor solids (C, Si, Ge, GaAs, NaCl, and MgO). The required polarizability ... [more ▼]

Van der Waals (vdW) energy corrected density-functional theory is applied to study the cohesive properties of ionic and semiconductor solids (C, Si, Ge, GaAs, NaCl, and MgO). The required polarizability and dispersion coefficients are calculated using the dielectric function obtained from time-dependent density-functional theory. Coefficients for "atoms in the solid" are then calculated from the Hirshfeld partitioning of the electron density. It is shown that the Clausius-Mossotti equation that relates the polarizability and the dielectric function is accurate even for covalently-bonded semiconductors. We find an overall improvement in the cohesive properties of Si, Ge, GaAs, NaCl, and MgO, when vdW interactions are included on top of the Perdew-Burke- Ernzerhof or Heyd-Scuseria-Ernzerhof functionals. The relevance of our findings for other solids is discussed. © 2011 American Physical Society. [less ▲]

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See detailvan der Waals Interactions in Material Modelling
Hermann, Jan; Tkatchenko, Alexandre UL

in Handbook of Materials Modeling: Methods: Theory and Modelling (2018)

Van der Waals (vdW) interactions stem from electronic zero-point fluctuations and are often critical for the correct description of structure, stability, and response properties of molecules and materials ... [more ▼]

Van der Waals (vdW) interactions stem from electronic zero-point fluctuations and are often critical for the correct description of structure, stability, and response properties of molecules and materials, including biomolecules, nanomaterials, and material interfaces. Here, we give a conceptual as well as mathematical overview of the current state of modeling vdW interactions,focusing in particular on the consequences of different approximations for practical applications. We present a systematic classification of approximate first-principles models based on the adiabatic-connection fluctuation-dissipation theorem, namely the nonlocal density functionals, interatomic methods, and methods based on the random-phase approximation. The applicability of these methods to different types of materials and material properties is discussed in connection with availability of theoretical and experimental benchmarks. We conclude with a roadmap of the open problems that remain to be solved to construct a universal, efficient, and accurate vdW model for realistic material modeling. [less ▲]

Detailed reference viewed: 26 (0 UL)
See detailVan wildemannen, brave zwartjes en geëvolueerden: Over de mogelijke impact van de Congoconnectie op het Belgische onderwijs
Depaepe, Marc; Vinck, Honoré; Herman, Frederik UL

in Viane, V.; D. Van Reybrouck; Ceuppens, B. (Eds.) Congo in België. Koloniale cultuur in de metropool (2009)

Detailed reference viewed: 33 (0 UL)
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See detailVanishing gap in LiF for electronic excitations by slow antiprotons
Solleder, Beate; Wirtz, Ludger UL; Burgdörfer, Joachim

in Physical Review B (2009), 79(12),

We study the influence of antiprotons and protons traveling through LiF on the band structure of the insulator using the embedded-cluster method. The crystal is represented by F(m)(-)Li(n)(+) clusters ... [more ▼]

We study the influence of antiprotons and protons traveling through LiF on the band structure of the insulator using the embedded-cluster method. The crystal is represented by F(m)(-)Li(n)(+) clusters with up to 19 fluorine ions embedded in a lattice of point charges representing the remainder of the crystal. The minimum excitation energy of LiF perturbed by the (anti)proton impurity is calculated employing the multiconfiguration self-consistent field method. The repulsive potential of the antiproton causes a dramatic local perturbation of the LiF band structure. We find a strong suppression of the excitation energy by more than an order of magnitude compared to that of the unperturbed crystal. The present results provide a simple explanation of recent stopping-power experiments for antiprotons in LiF which, surprisingly, found a "metal-like" behavior of the wide-band-gap insulator LiF. Our results also agree with recent experimental data indicating a deviation from metallic behavior of the stopping power of proton projectiles. [less ▲]

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See detailThe Vanishing of Low-Dimensional Cohomology Groups of the Witt and the Virasoro algebra
Ecker, Jill Marie-Anne UL; Schlichenmaier, Martin UL

E-print/Working paper (2017)

A proof of the vanishing of the first and the third cohomology groups of the Witt algebra with values in the adjoint module is given. The proofs given in the present article are completely algebraic and ... [more ▼]

A proof of the vanishing of the first and the third cohomology groups of the Witt algebra with values in the adjoint module is given. The proofs given in the present article are completely algebraic and independent of any underlying topology. They are a generalization of the ones provided by Schlichenmaier, who proved the vanishing of the second cohomology group using purely algebraic methods. In the case of the third cohomology group though, extra difficulties arise and the involved proofs are distinctly more complicated. [less ▲]

Detailed reference viewed: 89 (14 UL)
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See detailVapour phase alkali species for Cu(In,Ga)Se2 solar cells
Berner, Ulrich; Colombara, Diego UL; Bertram, Tobias UL et al

Scientific Conference (2015, September)

Alkalis are essential in Cu(In,Ga)Se2 absorber layers for efficient solar cells. Current doping methods rely on solid state diffusion of an alkali through to the absorber layer, e.g. a thin NaF layer on ... [more ▼]

Alkalis are essential in Cu(In,Ga)Se2 absorber layers for efficient solar cells. Current doping methods rely on solid state diffusion of an alkali through to the absorber layer, e.g. a thin NaF layer on Mo or NaCl dissolved in a metal precursor ink[1]. The apparent concentration of alkali in the final absorber is determined by the initial alkali dosing and the use of an interfacial barrier to stop alkali diffusion from the substrate. Until now the vapor–absorber interface as a source or sink of alkali doping has been largely ignored. We show that device efficiency improves from 2 to 8% by gas phase Na adsorption alone. Conversely initial results show that Na can also be desorbed to the gas phase. Although these efficiencies are lower than those obtained by including Na directly in the precursor (device efficiency 13.3% [1]), the findings are relevant to all chalcogenide growers as they show that exact doping, and thus control of device efficiency, is only possible when gas phase adsorption/desorption processes are controlled. [less ▲]

Detailed reference viewed: 93 (10 UL)
See detailVaractor Diodes based on an AlGaN/GaN HEMT layer structure
Marso, Michel UL; Wolter, M.; Bernát, J. et al

in EProc. EDMO (2001)

Detailed reference viewed: 34 (0 UL)
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See detailVaradhan estimates for diffusions with time dependent coefficients
Schiltz, Jang UL

in Huskova, Marie; Lachout, Petr; Visek, Jan Amos (Eds.) Proceedings of Prague Stochastics 98 (1998)

Detailed reference viewed: 11 (0 UL)