GLORIA

GEOMAR Library Ocean Research Information Access

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Articles  (88)
  • Physics  (85)
  • Economics  (3)
Document type
  • Articles  (88)
  • 1
    Electronic Resource
    Electronic Resource
    Amsterdam : Elsevier
    International Journal for Radiation Physics and Chemistry 5 (1973), S. 81-90 
    ISSN: 0020-7055
    Source: Elsevier Journal Backfiles on ScienceDirect 1907 - 2002
    Topics: Chemistry and Pharmacology , Energy, Environment Protection, Nuclear Power Engineering , Physics
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 80 (1996), S. 1128-1135 
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Raman spectroscopy is used to investigate strong band bending at the interface in semi-insulating substrates of ZnSe/GaAs heterostructures grown at high epitaxy rates. Direct evidence is given of the enhancement of polar modes strength, on the substrate side, by the electric field of the space-charge zone associated with Fermi-level pinning. The latter is qualitatively analyzed by following band flattening under illumination through the evolution of interfacial coupled LO-phonon–plasmon modes. Corresponding Raman line shapes are discussed within the phenomenological approach of D. H. Hon and W. L. Faust [Appl. Phys. 1, 241 (1973)]. © 1996 American Institute of Physics.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 77 (1995), S. 1241-1248 
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Apparent p-type conductivity in nonintentionally doped ZnSe layers, grown at high temperature on semi-insulating GaAs substrates, is investigated by Raman spectroscopy. The microprobe technique provides direct evidence for carrier location on the GaAs side of the structures, close to the interface. Line-shape analysis of the coupled LO phonon-plasmon mode for different exciting wavelengths can be achieved, within the model of Hon and Faust [Appl. Phys. 1, 241 (1973)], only when incorporating plasma inhomogeneity. Electronic band bending at the junction in GaAs is deduced from the inferred carrier-density profile. Changes in Raman spectra under strong illumination are shown to proceed from the flattening of the bands through selective carrier photoinjection. © 1995 American Institute of Physics.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    350 Main Street , Malden , MA 02148 , USA , and 9600 Garsington Road , Oxford OX4 2DQ , UK . : Blackwell Publishing, Inc.
    Mathematical finance 15 (2005), S. 0 
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: We present here the quantization method which is well-adapted for the pricing and hedging of American options on a basket of assets. Its purpose is to compute a large number of conditional expectations by projection of the diffusion on optimal grids designed to minimize the (square mean) projection error (Graf and Luschgy 2000). An algorithm to compute such grids is described. We provide results concerning the orders of the approximation with respect to the regularity of the payoff function and the global size of the grids. Numerical tests are performed in dimensions 2, 4, 5, 6, 10 with American style exchange options. They show that theoretical orders are probably pessimistic.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 2 (1992), S. 0 
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: In the modern theory of finance, the valuation of derivative assets is commonly based on a replication argument. When there are transaction costs, this argument is no longer valid. In this paper, we try to address the general problem of finding the optimal portfolio among those which dominate a given derivative asset at maturity. We derive an interval for its price. the upper bound is the minimum amount one has to invest initially in order to obtain proceeds at least as valuable as the derivative asset. the lower bound is the maximum amount one can borrow initially against the proceeds of the derivative asset. We show that, in some instances, this interval may be strictly bounded above by the price of the replicating strategy. Prima facie, the cost of a dominating strategy should appear to be higher than that of the replicating one. But because trading is costly, it may pay to weigh the benefits of replication against those of potential savings on transaction costs.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    350 Main Street , Malden , MA 02148 , USA , and 108 Cowley Road , Oxford OX4 IJF , UK . : Blackwell Publishers, Inc.
    Mathematical finance 13 (2003), S. 0 
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: The numerical quantization method is a grid method that relies on the approximation of the solution to a nonlinear problem by piecewise constant functions. Its purpose is to compute a large number of conditional expectations along the path of the associated diffusion process. We give here an improvement of this method by describing a first-order scheme based on piecewise linear approximations. Main ingredients are correction terms in the transition probability weights. We emphasize the fact that in the case of optimal quantization, many of these correcting terms vanish. We think that this is a strong argument to use it. The problem of pricing and hedging American options is investigated and a priori estimates of the errors are proposed.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 7
    Electronic Resource
    Electronic Resource
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 63 (1993), S. 3236-3237 
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 8
    Electronic Resource
    Electronic Resource
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 77 (2000), S. 519-521 
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Long wavelength longitudinal optical (LO) and transverse optical (TO) phonons of BeSe and ZnxBe1−xSe layers are identified in a wide composition range by using Raman spectroscopy. A two-mode behavior is clearly evidenced. As predicted by the dielectric model of Hon and Faust, the eigenfrequencies of the BeSe- and ZnSe-like LO modes correspond to the maxima of Im〈−cursive-epsilon(ω, x)−1〉. Excellent agreement is obtained with a model where the calculations are performed by using the equations of motion and polarization derived from the modified random element isodisplacement model. Besides, the TO and LO frequencies for BeSe are determined to be 501 and 579 cm−1, respectively. © 2000 American Institute of Physics.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 9
    Electronic Resource
    Electronic Resource
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 80 (2002), S. 3081-3083 
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Zone-center longitudinal (LO) and transverse (TO) optical phonons of Zn1−xBexTe epilayers are identified by Raman spectroscopy. On top of the expected BeTe- and ZnTe-like modes, which obey the modified-random-element-isodisplacement model, we observe an extra BeTe-like (TO, LO) doublet at intermediate x values. It has the same atypical characteristics as its BeSe-like counterpart in ZnBeSe alloy. Its activation validates our percolative picture for multimode description in Be–chalcogenide alloys that open the attractive class of mixed crystals with a sharp contrast in the bond stiffness. Also, the local modes of Be in ZnTe and of Zn in BeTe are identified at 411 cm−1 and 195 cm−1, respectively. © 2002 American Institute of Physics.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 10
    Electronic Resource
    Electronic Resource
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 85 (1999), S. 2371-2376 
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: The activation of inhomogeneous electric field-induced Raman scattering (IEFIRS) at ZnSe/GaAs interfaces is investigated. The consideration of the inhomogeneous character of the electric field brings additional conditions on top of those predicted by the microscopic and perturbative approaches. These conditions concern the relative orientations of (i) the wave vector of the vibrational modes in the matter, (ii) the direction of the electric field at the junction, and (iii) the gradient vector of the electric field magnitude in the space charge regions. As latter vector has opposite directions in the layer and the substrate, IEFIRS is only observed from one side of the junction for a given scattering geometry. © 1999 American Institute of Physics.
    Type of Medium: Electronic Resource
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...