Results 81 to 90 of about 101,416 (298)

Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis [PDF]

In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions.A Libor Market Model can directly be ...
Driessen, J.J.A.G., Jong, F.C.J.M. de, Pelsser, A.   +2 more
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Solvation‐Mediated Shift From Solvent‐ to Anion‐Derived Solid Electrolyte Interphases for Stable Calcium Metal Anodes

Advanced Science, EarlyView.
An ion‐dipole interaction based strategy is proposed to capture thermodynamically unstable solvents and restructure the coordination environment of calcium ions by introducing ionic liquid co‐solvents, thus suppressing excessive solvent decomposition. Therefore, a smooth and dense solid‐electrolyte interphase dominated by inorganic components is formed
Yunyun Gao, Jinlei Zhang, Shu Yang, Mengyuan Zhou, Ruimin Li, Zhenghui Pan, Zheng‐Long Xu, Xiaowei Yang   +7 more
wiley   +1 more source

Pricing and Inference with Mixtures of Conditionally Normal Processes. [PDF]

We consider the problems of derivative pricing and inference when the stochastic discount factor has an exponential-affine form and the geometric return of the underlying asset has a dynamics characterized by a mixture of conditionally Normal processes ...
Bertholon, H., Monfort, A., Pegoraro, F.
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Unsaturated Coordination Oxygen in Zn─V─O Vacancy Clusters Enables Superb Zinc Storage Capability

Advanced Science, EarlyView.
Zn3(VO4)2 with Zn─V─O vacancy clusters was synthesized and innovatively applied as cathode material in aqueous Zn‐ion batteries. In‐situ XRD, HRTEM and ab initio molecular dynamics simulations unveil the double reaction mechanism of zinc ions. Adsorption of zinc ions on unsaturated coordination O and H+ on O in ‐VO4 contributes to the main capacity. It
Yulong Chi, Fulong Li, Yangxian Wang, Longwei Li, Haolin Li, Xiaodong Shi, Xinlong Tian, Yihui Zou, Dongjiang Yang   +8 more
wiley   +1 more source

Synergistic Se‐Doping and Accompanying S‐Vacancies Drive Lattice Distortion and p‐Band Modulation for Enhanced Sodium Storage in Sulfides

Advanced Science, EarlyView.
Se‐doping in sulfides facilitates the creation of S vacancies. The collaboration of Se‐doping and S vacancies not only induces lattice distortion to weaken the M─S bonds and lift the p‐band center for improved Na+ adsorption, but also increases the number of charge carriers for an improved electronic conductivity.
Chunyang Xu, Jinfeng Liu, Biao Ma, Yawen Liang, Dongdong Wang, Chengcheng Miao, Jianhua Zhu, Liu Wang, Yunfeng Chao, Xinwei Cui   +9 more
wiley   +1 more source

Efficient Electrocatalytic Conversion of CO2 to Pure Formic Acid Solutions via Strain‐Engineered Bismuth Nanosheets

Advanced Science, EarlyView.
Tensile‐strained bismuth nanosheets (TS‐BiNs) achieve a formate Faradaic efficiency of 92% at −1000 mA cm−2 and enable stable production of pure formic acid (HCOOH) in a solid‐state electrolyte reactor. Theoretical calculations reveal that the introduced strain lowers the energy barrier for *OCHO intermediate formation, fundamentally enhancing the ...
Shiqi Li, Yuefeng Zhang, Panzhe Qiao, Cuo Wu, Xinya Tian, Yufeng Xu, Yun Zhang, Peng Wang, Tingting Li, Muhammad Afaq, Xinlin Luo, Tang Wang, Chunxiao Liu, Zi‐You Yu, Chuan Xia, Min‐Rui Gao, Zhen‐Yu Wu   +16 more
wiley   +1 more source

Nonparametric Partial Importance Sampling for Financial Derivative Pricing [PDF]

, 2008
Jan C. Neddermeyer
openalex   +1 more source

The Impact of Warrant Introduction Australian Experience [PDF]

The impact that derivative trading has on the underlying security is essential to our understanding of security market behaviour, and important in the fields of market efficiency and pricing of such derivatives.
Gerard Gannon, Michael Clark, Russell Vinning   +2 more
core  

Solution‐Processed Nickel Oxide as Efficient Hole Transport Layers in Inverted Perovskite Solar Cells

Advanced Science, EarlyView.
This review summarizes recent advances in four mainstream solution‐based techniques for synthesizing NiOx hole‐transport layers for high‐performance perovskite photovoltaic cells, and highlights the key challenges and future prospects for achieving high efficiency, long‐term stability, and low‐cost perovskite photovoltaic technologies toward ...
Zheng Wu, Zeliang Qiu, Yuxin Tao, Yuyang Qiu, Yuwei Duan, Jianxing Xia, Feng Li, Qiang Peng   +7 more
wiley   +1 more source

Model uncertainty and its impact on the pricing of derivative instruments [PDF]

Model uncertainty, in the context of derivative pricing, can be defined as the uncertainty on the value of a contingent claim resulting from the lack of precise knowledge of the pricing model to be used for its valuation. We introduce here a quantitative
Rama Cont
core