A Co(ii)-coordination polymer for ultrahigh superprotonic conduction: an atomistic insight through molecular simulations and QENS experiments

2020 ◽  
Vol 8 (16) ◽  
pp. 7847-7853 ◽  
Author(s):  
Shyam Chand Pal ◽  
Santanu Chand ◽  
Anaparthi Ganesh Kumar ◽  
Paulo G. M. Mileo ◽  
Ian Silverwood ◽  
...  
Keyword(s):  
Coordination Polymer ◽  
Long Range ◽  
Diffusion Model ◽  
Molecular Simulations ◽  
Jump Diffusion ◽  
Experimental Modeling ◽  
Jump Diffusion Model ◽  
Proton Dynamics ◽  
Modeling Study

A superprotonic conducting coordination polymer PCM-1 was synthesized. Joint experimental/modeling study revealed water-assisted proton dynamics through the formation of a long-range H-bonded network mediated by the Teixeira jump-diffusion model.

scholarly journals LONG MEMORY VERSION OF STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL WITH STOCHASTIC INTENSITY

2020 ◽  
Vol 38 (2) ◽  
Author(s):  
Somayeh Fallah ◽  
Farshid Mehrdoust
Keyword(s):  
Stochastic Volatility ◽  
Long Range ◽  
Diffusion Model ◽  
Long Memory ◽  
Stock Price ◽  
Real Data ◽  
Jump Diffusion ◽  
Heston Model ◽  
Long Range Dependence ◽  
Jump Diffusion Model

It is widely accepted that certain financial data exhibit long range dependence. We consider a fractional stochastic volatility jump diffusion model in which the stock price follows a double exponential jump diffusion process with volatility described by a long memory stochastic process and intensity rate expressed by an ordinary Cox, Ingersoll, and Ross (CIR) process. By calibrating the model with real data, we examine the performance of the model and also, we illustrate the role of long range dependence property by comparing our presented model with the Heston model.

Sign in / Sign up

Export Citation Format

Share Document