Results 61 to 70 of about 101,416 (298)

Filtering and Forecasting Spot Electricity Prices in the Increasingly Deregulated Australian Electricity Market [PDF]

Modelling and forecasting the volatile spot pricing process for electricity presents a number of challenges. For increasingly deregulated electricity markets, like that in the Australian state of New South Wales, there is need to price a range of ...
Max Stevenson
core  

Climate Action Impacts on Steelmaking Emissions of Persistent Organic Pollutants Highlight a Gap Between the Paris Agreement and the Stockholm Convention

Advanced Science, EarlyView.
Emissions of unintentionally produced persistent organic pollutants (UPOPs) and global warming are two major environmental challenges. But their governance has largely evolved in parallel, leaving the toxicity implications of climate‐driven industrial transitions poorly understood.
Yuxiang Sun, Qiuting Yang, Jianghui Yun, Yujue Yang, Junhao Tang, Qian Liu, Minghui Zheng, Guorui Liu   +7 more
wiley   +1 more source

ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes [PDF]

, 2016
Brian K. Boonstra
openalex   +1 more source

Capital Asset Pricing for Markets with Intensity Based Jumps [PDF]

This paper proposes a unified framework for portfolio optimization, derivative pricing, modeling and risk measurement in financial markets with security price processes that exhibit intensity based jumps.
Eckhard Platen
core  

Stochastic relaxational dynamics applied to finance: towards non-equilibrium option pricing theory

, 1999
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory.
Otto, Matthias
core   +1 more source

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

Advanced Science, EarlyView.
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source

Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models [PDF]

This paper considers a class of incomplete financial market models with security price processes that exhibit intensity based jumps. The benchmark or numeraire is chosen to be the growth optimal portfolio. Portfolio values, when expressed in units of the
Eckhard Platen
core  

Dynamic Shifts in ER–Plasma Membrane Junctions Signaling Define Pro‐Metastatic N‐Glycosylation and Predict Prostate Cancer Progression

Advanced Science, EarlyView.
Prostate cancer remains a leading cause of male cancer death, yet screening cannot reliably identify aggressive disease, underscoring the need for tissue biomarkers. It is shown that primary tumors increase ER–plasma membrane junction signaling via STIM1/ORP5, whereas metastasis features their loss, Golgi dispersal, and rapid conversion of high‐mannose
Amanda J. Macke, Tania Kamal, Taylor E. Divita, Artem N. Pachikov, Chad A. LaGrange, Rajesh Ravichandran, Martha Morton, Robert Powers, Haowen Qiu, Jean‐Jack M. Riethoven, Colm Morrissey, Melinda Wojtkiewicz, Rebekah L. Gundry, Carol A. Casey, Armen Petrosyan   +14 more
wiley   +1 more source

On the Pricing and Hedging of Long Dated Zero Coupon Bonds [PDF]

The pricing and hedging of long dated derivative contracts is a challenging area of research. As a result of utility indifference pricing for general payoffs the growth optimal portfolio turns out to be the appropriate numeraire or benchmark with the ...
Eckhard Platen
core  

INB3P: A Multi‐Modal and Interpretable Co‐Attention Framework Integrating Property‐Aware Explanations and Memory‐Bank Contrastive Fusion for Blood–Brain Barrier Penetrating Peptide Discovery

Advanced Science, EarlyView.
INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv, Qianyang Wu, Jian Liu, Binlu Yang, Yuanhao Li, Junlin Xu, Yajie Meng, Leyi Wei, Zilong Zhang, Quan Zou, Xiulai Li, Feifei Cui   +11 more
wiley   +1 more source