Results 91 to 100 of about 5,889 (311)
Improving the pricing of options: a neural network approach [PDF]
In this paper we apply statistical inference techniques to build neural network models which are able to explain the prices of call options written on the German stock index DAX.
Korn, Olaf +2 more
core
A Perspective on the Applications of Triphasic Gas Storage in Electrochemical Systems
Advanced Science, EarlyView.Gas storage in microporous materials positioned locally at an electrode or electrocatalyst surface enhances electrochemical processes. Abstract Microporous materials store gases under dry conditions (e.g., hydrogen or oxygen via physisorption), but in some cases microporous materials also show triphasic (e.g., in a solid|gas|liquid system) gas storage ...
Zhongkai Li +9 more
wiley +1 more source
Advanced Science, EarlyView.Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source
"Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA" [PDF]
The importance of collateralization through the change of funding cost is now well recognized among practitioners. In this article, we have extended the previous studies of collateralized derivative pricing to more generic situation, that is asymmetric ...
Masaaki Fujii, Akihiko Takahashi
core
Advanced Science, EarlyView.ABSTRACT Hydrogen sulfide (H2S) can be transformed into hydrogen (H2) through several chemical and catalytic processes, offering a promising route for both waste treatment and clean H2 production. This colorless, flammable, and toxic gas is found abundantly in swamps, volcanoes, hot springs, sewages, other natural gas fields, and even in refineries and
Divyesh Cirikonda +4 more
wiley +1 more source
A Multiperiod Equilibrium Pricing Model
Journal of Applied Mathematics, 2014 We propose an equilibrium pricing model in a dynamic multiperiod stochastic framework with uncertain income. There are one tradable risky asset (stock/commodity), one nontradable underlying (temperature), and also a contingent claim (weather derivative ...
Minsuk Kwak +2 more
doaj +1 more source
Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA [PDF]
The importance of collateralization through the change of funding cost is now well recognized among practitioners. In this article, we have extended the previous studies of collateralized derivative pricing to more generic situation, that is asymmetric ...
Masaaki Fujii, Akihiko Takahashi
core
Advanced Science, EarlyView.INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv +11 more
wiley +1 more source
Pricing Derivatives Securities with Prior Information on Long- Memory Volatility [PDF]
This paper investigates the existence of long memory in the volatility of the Mexican stock market. We use a stochastic volatility (SV) model to derive statistical test for changes in volatility. In this case, estimation is carried out through the Kalman
Francisco Venegas Martínez +1 more
core
Advanced Science, EarlyView.Se‐doping in sulfides facilitates the creation of S vacancies. The collaboration of Se‐doping and S vacancies not only induces lattice distortion to weaken the M─S bonds and lift the p‐band center for improved Na+ adsorption, but also increases the number of charge carriers for an improved electronic conductivity.
Chunyang Xu +9 more
wiley +1 more source