Results 131 to 140 of about 5,889 (311)
"Pricing Barrier and Average Options under Stochastic Volatility Environment" [PDF]
This paper proposes a new approximation method of pricing barrier and average options under stochastic volatility environment by applying an asymptotic expansion approach.
Kenichiro Shiraya +2 more
core +2 more sources
On the complete model with stochastic volatility by Hobson and Rogers [PDF]
We examine a recent model, proposed by Hobson and Rogers, which generalizes the classical one by Black and Scholes for pricing derivative securities such as options and futures.
Andrea Pascucci, Marco Di Francesco
core
High‐Performance Noble‐Metal‐Free Perovskite Solar Cells Enabled by MoOX/Cr/Al Multilayer Electrodes
Advanced Energy Materials, EarlyView.Cost‐effective perovskite solar cells (PSCs) are developed using a noble‐metal‐free MoOX/Cr/Al multilayer electrode. The devices achieve a power conversion efficiency (PCE) of 25.6%, competitive with that of Au‐based devices (26.3%), and a 25.5 cm2 mini‐module shows 21.3% PCE.
Wooyeon Kim +7 more
wiley +1 more source
Derivative pricing and optimal execution of portfolio transactions in finitely liquid markets
, 2007 In real markets, to some degree, every trade will incur a non-zero cost and will influence the price of the asset traded. In situations where a dynamic trading strategy is implemented these liquidity effects can play a significant role. In this thesis we
Mitton, M. D., Mitton, M D
core +1 more source
Mechanisms of Alkali Ionic Transport in Amorphous Oxyhalides Solid State Conductors
Advanced Energy Materials, EarlyView.Large‐scale machine learning‐based molecular dynamics simulations are used to investigate isovalent amorphous oxyhalides, revealing a remarkable chemically independent ionic conductivity. A rigorous analysis of alkali residence times across different metal–anion environments identifies divalent anions as key diffusion bottlenecks.
Luca Binci +3 more
wiley +1 more source
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model [PDF]
The aim of this paper is to develop a framework for asset pricing in a continuous time general equilibrium model for a two country Lucas type economy.
Ciprian Necula
core
Advanced Energy Materials, EarlyView.This work presents an Os/FeP heterostructure catalyst with EMSI and successfully utilizes the BEF to further modulate electron transfer through Os‐P‐Fe channels, proving an effective approach of developing low‐cost electrocatalysts with remarkable HER activity in ampere‐level seawater electrolysis. ABSTRACT Developing cost‐effective and robust hydrogen
Qing Liu +13 more
wiley +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia +4 more
wiley +1 more source
A compact finite difference scheme for solving fractional Black-Scholes option pricing model
Journal of Inequalities and ApplicationsIn this work, we introduce an efficient compact finite difference (CFD) method for solving the time-fractional Black-Scholes (TFBS) option pricing model. The time-fractional derivative is described using Caputo-Fabrizio (C-F) fractional derivative, and a
Yuelong Feng +3 more
doaj +1 more source
Model Uncertainty and its Impact on Derivative Pricing
Financial derivatives written on an underlying can normally be priced and hedged accurately only after a suitable mathematical model for the underlying has been determined.
Gupta, Alok +2 more
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