Double-barrier
Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options
... the double barrier hitting time distribution of a mean-reverting lognormal process, and discuss its application to pricing exotic options whose payoffs are contingent upon barrier hitting ...
6
Pricing of Double Barrier Options by Spectral Theory
... pricing Double Barrier ...the Double-Barrier Options for values very tight of the bounds upper and lower in which can be efficiently further improved in a systematic manner by means increasing ...
14
Al-rich AlGaN/AlN-based double barrier resonant tunneling diodes
... (TUNNETT) diode 105,106 , and resonant tunneling diode 107,108 (RTD) are utilized as oscillators for THz radiations. NDR is necessary to obtain gain in the oscillator. Gunn diodes consist of n-type compound ...
231
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model
... options, barrier options are an important kind of exotic ...pricing barrier options with discrete observations cannot avoid computing a high dimensional inte- gral, numerical calculation is ...discrete ...
13
Polarization charge relaxation and the Coulomb staircase in ultra-small double-barrier tunnel junctions
... Expcnmcntal results are rcpoitcd on the Coulomb staircase m a double-barrier tunnel junction formed by the tip of a ciyogemc scannmg tunnchng microscope, an ultrasmall Au particle (4 nm [r] ...
8
Temperature dependence of shot noise in double barrier magnetic tunnel junctions
... (Received 17 January 2018; revised manuscript received 28 February 2018; published 20 March 2018) Shot noise reveals spin dependent transport properties in a magnetic tunnel junction. We report measurement of shot noise ...
6
Valuing double barrier options with time-dependent parameters by Fourier series expansion
... Based upon the Fourier series expansion, we propose a simple and easy-to-use approach for computing ac- curate estimates of Black-Scholes double barrier op- tion prices with time-dependent parameters. This ...
5
Tunneling processes in asymmetric double barrier magnetic tunnel junctions with a thin top MgO layer
... (Received 27 August 2013; accepted 16 November 2013; published online 5 December 2013) Dynamic conductance dI/dV and inelastic electron tunneling spectroscopy (IETS) d 2 I/dV 2 have been measured at different ...
6
Field sensing in MgO double barrier magnetic tunnel junctions with a superparamagnetic Co50Fe50 free layer
... Magnetic tunnel junctions (MTJs) with crystalline MgO barriers have been extensively studied due to their high tun- neling magnetoresistance (TMR) and potential for applica- tions in spin torque driven magnetic random ...
5
Double-barrier Superlattice Infrared Photodetector Integrated with Multiple Quantum-Well Infrared Photodetector to Improve Performance
... We have investigated and study a double barrier superlattice infrared photodetector integrated with multiple quantum well infrared photodetector. In this detector, photoelectrons can resonate in the second ...
8
Annealing of CoFeB/MgO based single and double barrier magnetic tunnel junctions: Tunnel magnetoresistance, bias dependence, and output voltage
... fabricate double barrier MTJs 共DMTJs兲, which can be considered as two tunnel junctions connected in ...single barrier MTJs 共SMTJs兲 show excellent TMR values, the V 1/2 voltage, at which the TMR is ...
7
Reflectionless tunneling through a double-barrier NS junction
... The resistance is computed of an NIjNbS junction, where N is the normal metal, S the superconductor, and I, the msulator or tunnel barner (transmission probability per mode Γ,) The balli[r] ...
7
Ab Initio Investigations of Thermoelectric Effects in Graphene – Boron Nitride Nanoribbons
... [13], double barrier resonant tunneling devices [14, 15], spin current filters and switches [16–18], systems with tunable optical properties [19] and thermoelectric devices ...
6
Numerical Simulation of Resonant Tunneling Devices Described by the Wigner-Poisson Equations.
... Double barrier resonant tunneling diodes (RTDs) have been studied in detail for over 30 years due to the interesting physical characteristics they display as well as their potential to be used in high-speed ...
164
Implementation for SMS4-GCM and High-Speed Architecture Design
... for double barrier resonant tunnelling diode with small well width while ...for double barrier resonant tunnelling diode for longer well ...
6
Theoretical studies of wavepacket propagation in semiconductor quantum well structures
... For double barrier systems containing one resonance the behaviour of the resonant current can be predicted using a model transmission coefficient which contains the main features of a re[r] ...
214
Terahertz-frequency quantum oscillator operating in the positive differential resistance region
... According to the design theory of a QELCO, the current oscillation in a multi-subband system exists as long as the subband energy difference satisfies one of the three criteria and the non-zero-coupling condition stated ...
12
Pricing of the European Options by Spectral Theory
... on double-barrier ...of double-barrier knock-out calls and puts through infinite series of normal ...the double-barrier option price in ...basic double-barrier ...
17
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
... This article is managed as follows. In Section 2, the model structure for pricing discrete down– and–out single and double barrier options is discussed and a recursive method is presented. In Section 3, a ...
7
Design of New Barrier Outperformance Certificates in Oil Market
... of barrier options. The barrier level (also known as the second strike price) is typical for barrier ...of barrier options that depend on the activation/deactivation of options (in/out option) ...
9