Results 111 to 120 of about 5,587,958 (297)
Towards Defect Phase Diagrams: From Research Data Management to Automated Workflows
Advanced Engineering Materials, EarlyView.A research data management infrastructure is presented for the systematic integration of heterogeneous experimental and simulation data required for defect phase diagrams. The approach combines openBIS with a companion application for large‐object storage, automated metadata extraction, provenance tracking and federated data access, thereby supporting ...
Khalil Rejiba +5 more
wiley +1 more source
Using the Black Scholes method for estimating high cost illness insurance premiums in Colombia
Innovar: Revista de Ciencias Administrativas y Sociales, 2009 This article applied the Black-Scholes option valuation formula to calculating high-cost illness reinsurance premiums in the Colombian health system. The coverage pattern used in reinsuring high-cost illnesses was replicated by means of a European call ...
Liliana Chicaíza, David Cabedo
doaj
The internal efficiency of Index Option Markets:Tests on the Italian Market [PDF]
The aim of the present paper is to provide evidence on the internal market efficiency of the Italian index option market. To this end a model-free approach is taken, whereby strategies involving only options are tested by means of a high frequency ...
Marianna Brunetti, Costanza Torricelli
core
The European call option pricing – continuous model [PDF]
, 2013 Celem tego artykułu jest ukazanie praktycznego wykorzystania metody martyngałowej dla procesów ciągłych do wyceny europejskiej opcji kupna wystawionej na akcję bez praw do dywidendy.In the article a method of using practically the martingale ...
Kowgier, Henryk
core
Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source
Estimasi Harga European Call Option Menggunakan Metode Penghalusan Optimal [PDF]
, 2007 Option adalah suatu kontrak keuangan yang memberikan hak kepada pemegang kontrak untuk membeli atau menjual suatu aset tertentu dengan harga tertentu dalam jangka waktu tertentu. Terdapat beberapa model yang digunakan dalam menentukan harga option, salah
Utami, Dewi Puji
core
Valuation of European Call Option via Inverse Fourier Transform
, 2022 Very few models allow expressing European call option price in closed form. Out of them, the famous Black– Scholes approach sets strong constraints – innovations should be normally distributed and independent.
Rubenis, Oskars, Matvejevs, Andrejs
core
Advanced Engineering Materials, EarlyView.We develop a data‐driven method to derive the mathematical expressions of the Flory–Huggins interaction parameter χ for the swelling behavior of temperature–responsive hydrogels. Starting from initial assumptions of χ, our workflow combines Bayesian optimization, Flory–Rehner theory, and symbolic regression to generate candidate χ expressions.
Yawen Wang +2 more
wiley +1 more source
Pricing European call options with interval-valued volatility and interest rate
Applied Mathematics and ComputationzbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +4 more sources
The PRIMA Thesaurus for Materials Science and Engineering
Advanced Engineering Materials, EarlyView.The PRIMA Thesaurus is a structured vocabulary designed to improve how materials science data is described and shared. Developed with input from multiple experts, it enables clear documentation of research workflows, data exchange, and reuse across platforms.
Rossella Aversa +8 more
wiley +1 more source