Results 121 to 130 of about 5,889 (311)
This review provides a bottom‐up evaluation of sodium‐ion battery safety, linking material degradation mechanisms, cell engineering parameters, and module/pack assembly. It emphasizes that understanding intrinsic material stability and establishing coordinated engineering control across hierarchical levels are vital for preventing degradation coupling ...
Won‐Gwang Lim +5 more
wiley +1 more source
Derivative Process Model of Development Power in Industry: Empirical Research and Forecast for Chinese Software Industry and US Economy [PDF]
Based on [1], this paper analyzes the transferability and the diffusibility of industrial development power, puts forward the index of management strength, and sets up the derivative process model for industrial development power on the Partial ...
Bao- hua Sun, Feng Dai, Jie Sun
core +2 more sources
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
In this paper we empirically compare different term structure models when it comes to the pricing and hedging of caps and swaptions.We analyze the influence of the number of factors on the pricing and hedging results, and investigate which type of data ...
Driessen, J.J.A.G. +2 more
core
A generalization of Hull and White formula and applications to option pricing approximation [PDF]
By means of Malliavin Calculus we see that the classical Hull and White formula for option pricing can be extended to the case where the noise driving the volatility process is correlated with the noise driving the stock prices. This extension will allow
Elisa Alòs
core
Sulfide‐Based Electrolytes for All‐Solid‐State Sodium Batteries
This review covers the structural features and synthesis strategies of sulfide‐based solid electrolytes, as well as critical challenges related to conductivity, interfacial and moisture stability, and scaling‐up for practical application in Sodium‐based All Solid‐State Batteries.
Han Yang +6 more
wiley +1 more source
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines [PDF]
We consider the pricing of American bond options in a Heath-Jarrow-Morton framework in which the forward rate volatility is a function of time to maturity and the instantaneous spot rate of interest.
Nadima El-Hassan, Carl Chiarella
core
This study investigates the feasibility of scaling up Prussian White (PW)‐based cathode manufacturing at a pilot scale. Through careful PW dehydration combined with optimized aqueous processing, we report the stepwise development of industrially relevant 1 Ah pouch cells and evaluate their performance under various conditions.
Faduma M. Maddar +7 more
wiley +1 more source
Option pricing with discrete time jump processes [PDF]
In this paper we propose new option pricing models based on class of models with jump contain in the Lévy-type based models (NIG-Lévy, Merton-jump (Merton 1976) and Duan based model (Duan 2007)).
Hanjarivo Lalaharison +2 more
core
In this work, we developed a phase‐stability predictor by combining machine learning and ab initio thermodynamics approaches, and identified the key factors determining the favorable phase for a given composition. Specifically, a lower TM ionic potential, higher Na content, and higher mixing entropy favor the O3 phase.
Liang‐Ting Wu +6 more
wiley +1 more source
Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk [PDF]
Convertible bonds are hybrid securities whose pricing relies on a set of complex inter-dependencies due to the sensitivity to interest rate risk, underlying (equity) risk, FX risk, and credit risk, and due to the convertible bond’s early exercise ...
Ali Bora Yigitbasioglu
core +2 more sources

