Results 101 to 110 of about 5,889 (311)

Analytical Pricing of Volatility-Linked Financial Derivatives Under the Sub-Mixed Fractional Brownian Motion Framework in a No-Arbitrage Complete Market

Fractal and Fractional
This paper develops a unified analytical approach for pricing a broad class of volatility-linked financial derivatives under the sub-mixed fractional geometric Brownian motion model.
Sanae Rujivan, Touch Toem, Angelo E. Marasigan   +2 more
doaj   +1 more source

Pricing caps with HJM models: the benefits of humped volatility [PDF]

In this paper we compare different multifactor HJM models with humped volatility structures, to each other and to models with strictly decreasing volatility. All the models are estimated on Euribor and swap rates panel data.
Jury Falini
core  

Efficient Electrocatalytic Conversion of CO2 to Pure Formic Acid Solutions via Strain‐Engineered Bismuth Nanosheets

Advanced Science, EarlyView.
Tensile‐strained bismuth nanosheets (TS‐BiNs) achieve a formate Faradaic efficiency of 92% at −1000 mA cm−2 and enable stable production of pure formic acid (HCOOH) in a solid‐state electrolyte reactor. Theoretical calculations reveal that the introduced strain lowers the energy barrier for *OCHO intermediate formation, fundamentally enhancing the ...
Shiqi Li, Yuefeng Zhang, Panzhe Qiao, Cuo Wu, Xinya Tian, Yufeng Xu, Yun Zhang, Peng Wang, Tingting Li, Muhammad Afaq, Xinlin Luo, Tang Wang, Chunxiao Liu, Zi‐You Yu, Chuan Xia, Min‐Rui Gao, Zhen‐Yu Wu   +16 more
wiley   +1 more source

Impurity Tolerance in LiFePO4 Cathodes: Contrasting Structural, Electronic, and Electrochemical Roles of Residual Ni and Cr

Advanced Science, EarlyView.
Impurity tolerance in LiFePO4 cathodes varies strongly with impurity type and content. Low Ni levels are accommodated within the lattice with minimal structural disruption, whereas higher Ni contents introduce antisite disorder. In contrast, Cr impurities segregate from the LiFePO4 framework, blocking lithium‐ion pathways and leading to inferior ...
Minjin Kim, Hyerin Jeon, Jinhee Lee, Jinsub Choi   +3 more
wiley   +1 more source

Lie Symmetry Analysis for the Fractal Bond-Pricing Model of Mathematical Finance

Journal of Mathematics
The classical bond-pricing models, as important financial tools, show strong vitality in bond pricing. However, these models also expose their theoretical defects, which leads to inconsistencies with the actual observation results and usually causes the ...
Chao Yue, Chuanhe Shen
doaj   +1 more source

Fully Textured Monolithic Sb2S3/Silicon Tandem for Unbiased and Stable Solar‐Driven Water Splitting Paired with Iodide Oxidation Reaction

Advanced Science, EarlyView.
Monolithically integrated Sb2S3 on industry‐compatible textured silicon for tandem photoelectrochemical hydrogen evolution coupled with iodide oxidation. ABSTRACT Solar‐driven photoelectrochemical (PEC) production of chemical fuels such as hydrogen is a viable solution to address climate neutrality objectives.
Jihong Min, Irene Dei Tos, Sepideh Rahimisheikh, Beatriz de la Fuente, Devika Rajagopal, Jan D'Haen, David Cornil, Tom Hauffman, Tom Aernouts, David Beljonne, Joke Hadermann, Byungha Shin, Bart Vermang, Sudhanshu Shukla   +13 more
wiley   +1 more source

Pricing Interest Rate Exotics in Multi-Factor Gaussian Interest Rate Models [PDF]

For many interest rate exotic options, for example options on the slope of the yield curve or American featured options, a one factor assumption for term structure evolution is inappropriate.
Les Clewlow, Chris Strickland
core  

Efficient pricing of barrier options with the variance-gamma model

, 2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model [fMAD98a]. After generalizing the double-gamma bridge sampling algorithm of [fAVR03a], we develop conditional bounds on the process paths and exploit ...
Avramidis, Athanassios.N.
core   +1 more source

A Disaggregation Strategy for Nanopesticide Fabrication: Investigating the Impact of Nanosizing on Pesticide Biointeractions

Advanced Science, EarlyView.
To explore the impact of nanosizing on pesticide biointeractions, a 7‐nm (average) emamectin benzoate nanopesticide without nanocarriers or surfactants is fabricated via HOAc‐mediated disaggregation. Nanosizing enhances bioactivity against Megalurothrips usitatus and Meloidogyne enterolobii and improves plant penetration.
Jiaqi Wei, Jianxin Feng, Huiting Zhu, Kunzhong Lin, Chenhan Liu, Lin Li, Zhuoyan Xiao, Daihao Huang, Rong Liu, Huipeng Pan, Lingda Zeng, Hanhong Xu   +11 more
wiley   +1 more source

Optimal Design of Multi-Asset Options

Risks
The combination of stochastic derivative pricing models and downside risk measures often leads to the paradox (risk, return) = (−infinity, +infinity) in a portfolio choice problem. The construction of a portfolio of derivatives with high expected returns
Alejandro Balbás, Beatriz Balbás, Raquel Balbás   +2 more
doaj   +1 more source