Results 111 to 120 of about 5,889 (311)
Pricing methods for American options
, 2003 Bibliography: leaves 89-94.This thesis is about the comparison of Pricing models for the valuation of American Options. Three classes of numerical approaches are considered.
Heimo Duvel, Duvel, Heimo
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Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design
Advanced Science, EarlyView.A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram +4 more
wiley +1 more source
Option Pricing in the Approach of Integrating Market Risk Premium: Application to OTM Options
AnalyticsIn this research, we summarize the results of implementing the market risk premium into the option valuation formulas of the Black–Scholes–Merton model for out-of-the-money (OTM) options.
David Liu
doaj +1 more source
An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing
Abstract and Applied Analysis, 2016 This paper deals with numerical analysis and computing of spread option pricing problem described by a two-spatial variables partial differential equation. Both European and American cases are treated.
R. Company, V. N. Egorova, L. Jódar
doaj +1 more source
Advanced Science, EarlyView.A machine learning‐assisted framework optimizes the KCl‐CaCl2‐LiCl ternary electrolyte. The optimized 13:35:52 mol% composition enables Ca‐based liquid metal batteries to operate stably at 480 °C, with >99.5% coulombic efficiency, ultralow self‐discharge, and excellent cycling stability, advancing low‐temperature large‐scale energy storage.
Xinglin Zhou +3 more
wiley +1 more source
Model based Monte Carlo pricing of energy and temperature quanto options
Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets.
Pres, Juliusz +2 more
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Advanced Electronic Materials, EarlyView.A fully coupled FEM–HH model shows that ideally capacitive microelectrodes can achieve lower charge‐density thresholds than Faradaic contacts under current‐controlled stimulation. The advantage stems from the dynamics of surface current density on capacitive interfaces, which redirects current beneath adherent neurons.
Aleksandar Opančar +2 more
wiley +1 more source
Utility based pricing of contingent claims [PDF]
In a discrete setting, we develop a model for pricing a contingent claim. Since the presence of hedging opportunities influences the price of a contingent claim, first we introduce the optimal hedging strategy assuming a contingent claim has been issued:
P. Pellizzari, A. Gamba
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From Materials to Systems: Challenges and Solutions for Fast‐Charge/Discharge Na‐Ion Batteries
Advanced Energy Materials, EarlyView.This review systematically analyzes the key characteristics limiting the fast‐charge/discharge capability of Na‐ion batteries (SIBs) from a multi‐scale perspective encompassing electrode materials, the electrode‐electrolyte interface, and the system. Furthermore, it presents practical solution strategies for the fundamental issues arising at each scale,
Bonyoung Ku +5 more
wiley +1 more source
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis
In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions.A Libor Market Model can directly be ...
Driessen, J.J.A.G. +2 more
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