Results 41 to 50 of about 2,292,114 (394)
Asset Prices and Asset Quantities [PDF]
Journal of the European Economic Association, 2007 We propose an organizing framework that determines asset prices by equating household sector asset demand derived from an economic model to the observed supply of assets provided by other sectors. We then use a specific model of household asset demand to decompose historical changes in asset positions into changes in new asset supply and household ...
Monika Piazzesi, Martin Schneider
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Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers, 2011 Financial markets have become increasingly global in recent decades, yet the pricing of internationally traded assets continues to depend strongly upon local risk factors, leading to several observations that are difficult to explain with standard frameworks. Equity returns depend upon both domestic and global risk factors.
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Advanced Functional Materials, EarlyView.Persistent secondary phases govern the performance of many thermoelectric materials, particularly of high performance MgAgSb. In this study advanced microstructural characterization for unequivocal phase identification combined with transport modeling and statistical analysis enabled the quantification of each phase's impact, revealing the most ...
Amandine Duparchy +3 more
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A closed-form pricing formula for European options in an illiquid asset market
Financial Innovation, 2022 This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid. A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stochastic process and the sensitivity of
Puneet Pasricha +2 more
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Advanced Functional Materials, EarlyView.Non‐covalent protein–protein interactions mediated by SH3, PDZ, or GBD domains enable the self‐assembly of stable and biocatalytically active hydrogel materials. These soft materials can be processed into monodisperse foams that, once dried, exhibit enhanced mechanical stability and activity and are easily integrated into microstructured flow ...
Julian S. Hertel +5 more
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Advanced Materials, EarlyView.MXene and MBene nanomaterials show significant potential in addressing critical challenges in biomedicine, applied biology, agriculture, and the environment. From a nano‐agricultural perspective, this relatively young field has witnessed emerging advances towards applications for plant‐immunoengineering, biostimulation, and controlled delivery ...
Alireza Rafieerad +3 more
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Finite Difference Method for the Hull–White Partial Differential Equations
Mathematics, 2020 This paper reviews the finite difference method (FDM) for pricing interest rate derivatives (IRDs) under the Hull–White Extended Vasicek model (HW model) and provides the MATLAB codes for it.
Yongwoong Lee, Kisung Yang
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Manganese‐Based Spinel Cathodes: A Promising Frontier for Solid‐State Lithium‐Ion Batteries
Advanced Materials, EarlyView.Mn‐based spinel cathodes LiMn2O4 (LMO) and LiNi0.5Mn1.5O4 (LNMO), with the unique characteristics of low cost, structural stability, and 3D Li‐ion diffusion channels, have presented great potential in all‐solid‐state batteries. Here, a comprehensive understanding and valuable insights into the rational design and implications for the future development
Yu Dou +6 more
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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
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European Option Pricing with Transaction Costs in Lévy Jump Environment
Abstract and Applied Analysis, 2014 The European option pricing problem with transaction costs is investigated for a risky asset price model with Lévy jump. By the aid of arbitrage pricing theory and the generalized Itô formula (which includes Poisson jump), the explicit solution to the ...
Jiayin Li, Huisheng Shu, Xiu Kan
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