Results 51 to 60 of about 101,416 (298)
Option pricing using EGARCH models [PDF]
Various empirical studies have shown that the time-varying volatility of asset returns can be described by GARCH (generalised autoregressive conditional heteroskedasticity) models. The corresponding GARCH option pricing model of Duan (1995) is capable of
Schmitt, Christian
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Advanced Robotics Research, EarlyView.Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar +8 more
wiley +1 more source
Duality and Derivative Pricing with Lévy Processes [PDF]
The aim of this work is to use a duality approach to study the pricing of derivatives depending on two stocks driven by a bidimensional Lévy process. The main idea is to apply Girsanov's Theorem for Lévy processes, in order to reduce the posed problem to
Ernesto Mordecki, José Fajardo
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Capturing UK real estate volitility [PDF]
, 2006 Volatility, or the variability of the underlying asset, is one of the key fundamental components of property derivative pricing and in the application of real option models in development analysis.
Fourt, R., Gardner, A., Matysiak, George
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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
Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk [PDF]
It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing. Specific applications of this principle have been used quite often under the name of `change of numeraire', but in recent work it was shown ...
Dimitri Neumann +2 more
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Advanced Science, EarlyView.This review explores inorganic metal oxides and metal salt nanoparticles templated porous carbons, highlighting their synthesis, structural features, and performance in energy and environmental applications. It critically compares template types, porosity control, and functional outcomes across recent literature.
Gurwinder Singh +8 more
wiley +1 more source
Option pricing of weather derivatives based on a stochastic daily rainfall model with Analogue Year component [PDF]
, 2020 Tesfahun Berhane +3 more
openalex +1 more source
Advanced Science, EarlyView.Long‐Tea‐CLIP (Contrastive Language‐Image Pre‐training) presents a multimodal AI framework that integrates visual, metabolomic, and sensory knowledge to grade green tea across appearance, soup color, aroma, taste, and infused leaf. By combining expert‐guided modeling with CLIP‐supervised learning, the system delivers fine‐grained quality evaluation and
Yanqun Xu +9 more
wiley +1 more source