Unifying pricing formula for several stochastic volatility models with jumps

In this paper, we introduce a unifying approach to option pricing under continuous‐time stochastic volatility models with jumps. For European style options, a new semi‐closed pricing formula is derived using the generalized complex Fourier transform of the corresponding partial integro‐differential equation. This approach is successfully applied to models with different volatility diffusion and jump processes. We also discuss how to price options with different payoff functions in a similar way. In particular, we focus on a log‐normal and a log‐uniform jump diffusion stochastic volatility model, originally introduced by Bates and Yan and Hanson, respectively. The comparison of existing and newly proposed option pricing formulas with respect to time efficiency and precision is discussed. We also derive a representation of an option price under a new approximative fractional jump diffusion model that differs from the aforementioned models, especially for the out‐of‐the money contracts. Copyright © 2017 John Wiley & Sons, Ltd.     

Thin Films and Interfaces of Electroactive Organic Materials: The Surface Science Approach

 We highlight the importance of interfacial properties in determining the performance of devices based on electroactive organic materials. Investigations of the interfaces of benzene with Al(111) and In₂O₃ are presented as a model of interface properties for devices based on complex aromatic molecules. At both interfaces the binding is shown to be electrostatic, with the resulting interface dipole determining the band alignment. It is also argued that chemical modification of substrates can be used to tailor both electronic and structural properties.     

On the benefits of ODT-based stochastic turbulence modeling

We summarize the group's progress in applying, analyzing, and improving ODT and ODT-based stochastic turbulence models like ODTLES. Compared to DNS these models span a wider range of scales while compared to RANS/LES (i) the molecular effects are retained and (ii) no assumption of scale separation is made. In this regard ODTLES has more properties of DNS than of standard LES. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Kinetics of dark excitons and excitonic trions in InGaAs single quantum well

Magnetooptical studies performed on a wide InGaAs/GaAs single quantum well indicate that optically non-active (dark) excitons with total angular momentum play the role of a reservoir for the creation of free multiparticle excitonic complexes. After analyzing the magnetic field evolution of the circularly polarized components of the low energy structure appearing in the main excitonic luminescence line we assign this feature to the excitonic trion formation. The binding energy of the excitonic trions was estimated to be of the order of 1 meV. Received: 29 October 1997 / Received in final form: 20 February 1998 / Accepted: 21 February 1998     

Synthesis, structure and properties of SrAu3In3 and EuAu3In3—New indides with gold zig-zag chains

New indides SrAu₃In₃ and EuAu₃In₃ were synthesized by induction melting of the elements in sealed tantalum tubes. Both indides were characterized by X-ray diffraction on powders and single crystals. They crystallize with a new orthorhombic structure type: Pmmn, Z=2, a=455.26(9), b=775.9(2), c=904.9(2) pm, wR2=0.0425, 485 F² values for SrAu₃In₃ and a=454.2(2), b=768.1(6), c=907.3(6) pm, wR2=0.0495, 551 F² values for EuAu₃In₃ with 26 variables for each refinement. The gold and indium atoms build up three-dimensional [Au₃In₃] polyanionic networks, which leave distorted hexagonal channels for the strontium and europium atoms. Within the networks one observes Au2 atoms without Au-Au contacts and gold zig-zag chains (279 pm Au1-Au1 in EuAu₃In₃). The Au-In and In-In distances in EuAu₃In₃ range from 270 to 290 and from 305 to 355 pm. The europium atoms within the distorted hexagonal channels have coordination number 14 (8 Au+6 In). EuAu₃In₃ shows Curie-Weiss behavior above 50 K with an experimental magnetic moment of 8.1(1) μB/Eu atom. ¹⁵¹Eu Mössbauer spectra show a single signal at δ=−11.31(1) mm/s, compatible with divalent europium. No magnetic ordering was detected down to 3 K.     

Charaktere endlicher Gruppen mit vorgegebenen Schurschen Indizes

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