Lorenz Schneider

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We obtain the Maximum Entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can also be applied to legitimize a formal derivation by Buchen and Kelly [4]. We give a simple and robust algorithm for our method and compare our results to theirs. Finally, we(More)
Graphene photo-detectors functionalized by colloidal quantum dots (cQDs) have been demonstrated to show effective photo-detection. Although the transfer of charge carriers or energy from the cQDs to graphene is not sufficiently understood, it is clear that the mechanism and efficiency of the transfer depends on the morphology of the interface between cQDs(More)
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