Results 71 to 80 of about 101,416 (298)
Derivative Pricing and Hedging on Carbon Market [PDF]
The aim of this work is to bring an econometric approach upon the CO2 market. We identify the specificities of this market, and analyze the carbon as a commodity.
Dominique Guegan, Marius-Cristian Frunza
core
Advanced Science, EarlyView.This paper proposes a hierarchical reconfigurable metasurface architecture (HRMA) to achieve comprehensive electromagnetic parameter modulation and on‐demand polymorphic function switching. The reconfigurable metasurface is divided into a programmable core (PC) and scenario‐guided functional modules (FMs), exhibiting significant flexibility and ...
Lihao Zhu +11 more
wiley +1 more source
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks [PDF]
We propose a nonparametric method for estimating the pricing formula of a derivative asset using learning networks. Although not a substitute for the more traditional arbitrage-based pricing formulas, network pricing formulas may be more accurate and ...
Andrew W. Lo +2 more
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Advanced Science, EarlyView.The microcrystalline structure of hard carbon derived from green sandalwood is modulated by controlling the steric hindrance effect of the precursor, thereby significantly enhancing ion diffusion kinetics. When utilized in sodium‐ion batteries, it demonstrates excellent cycle life, exceeding 7000 cycles, as well as superior low‐temperature performance,
Xiping Zhang +4 more
wiley +1 more source
The Effect of Innovative Islamic Profit Rate Benchmark on Pricing Islamic Derivatives Securities [PDF]
, 2018 Ra’fat Jallad
openalex +1 more source
Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels [PDF]
This paper proposes a nonparametric regression using asymmetric kernel functions for nonnegative, absolutely regular processes, and specializes this technique to estimating scalar diffusion models of spot interest rate.
Masayuki Hirukawa, Nikolay Gospodinov
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Advanced Science, EarlyView.This work provides an effective strategy for selectively extracting 212Pb and 212Bi from the decay chain of 232Th as well as its mechanism illustration. Using the novel strategy, 2.07 MBq of 212Pb is successfully separated from 232Th and its daughters, which enables the supply of 212Pb/212Bi directly from the abundant natural thorium resource to be ...
Lifeng Chen +11 more
wiley +1 more source
Uniform confidence bands for pricing kernels [PDF]
Pricing kernels implicit in option prices play a key role in assessing the risk aversion over equity returns. We deal with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk-neutral density estimator ...
Weining Wang +2 more
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Advanced Science, EarlyView.A rapid and scalable 10 min BaTiO3 (BTO) nanocoating uniformly encapsulates Li‐P‐S‐X sulfide electrolytes, serving as a dielectric “shield” that enhances air stability, reduces cost, and mitigates interfacial degradation. This multifunctional coating enables fast‐charging, durable all‐solid‐state batteries with ultralong cycling stability (>10 000 ...
Wenjin Li +10 more
wiley +1 more source
Advanced Science, EarlyView.The first TrFE‐free ferroelectric polymers exhibiting concurrently a morphotropic phase boundary and high Curie temperature are reported through a grafting strategy, which is completely different from previous methods to design MPB by composition and irradiation. This finding offers a cost‐effective solution to decode the long‐standing inverse relation
Zekai Fei +6 more
wiley +1 more source