Efficient Pricing of Early: Exercise and Exotic Options Based on Fourier Cosine Expansions

In the financial world, two tasks are of prime importance: model calibration and portfolio hedging. For both tasks, efficient option pricing is necessary, particularly for the calibration where many options with different strike prices and different maturities need to be priced at the same time. Therefore, a fast yet accurate pricing method is a...

Ultrasonic processing of aluminum alloys

The research in ultrasonic processing for metallurgical application shows a promising influence on improving casting properties of aluminium alloys. The principle of ultrasonic processing is introduction of acoustic waves with a frequency higher than 17 kHz into liquid metal. Several promising beneficial effects caused by ultrasonic processing...

Liquid-Si Technology for High-Speed Circuits on Flexible Substrates

Recently, flexible, wearable and disposable electronics have attracted a lot of attention. Printing enables low-cost fabrication of circuits on flexible substrates. Printed organic and metal oxide thin-film transistors (TFTs) have been researched intensively due to the ease of solution-processing. But their carrier mobility and reliability are...

Surface-related multiple estimation and removal with focus on shallow water

For exploration and development of the earth, seismic surveys are acquired to provide information about the subsurface, within specifications of accuracy set by geologists and engineers, and within business constraints on budgets and turn-around time for processing and interpretation of the data. The case of seismic surveys that are acquired,...