Results 131 to 140 of about 5,587,958 (297)
Advanced Engineering Materials, EarlyView.The community‐driven Platform MaterialDigital Core Ontology (PMDco) 3.0 is introduced as a Basic Formal Ontology‐aligned semantic backbone for the processing–structure–properties paradigm in Materials Science and Engineering. Modular engineering, automated releases, and validation workflows are highlighted and key semantic patterns for materials ...
Markus Schilling +15 more
wiley +1 more source
Linear regression for currency European call option pricing in incomplete markets
International audienceThe least squares is the traditional regression technique for pricing European options in incomplete markets by building a self-financing hedging portfolio that does not perfectly replicate the call option.However, the least squares
W. Bitar, Ahmad
core +1 more source
A Model of Deferred Callability in Defaultable Debt [PDF]
Banks and other financial institutions raise hybrid capital as part of their risk capital. Hybrid capital has no maturity, but, similarily to most corporate debt, includes an embedded issuer's call option.
Persson, Svein-Arne, Mjøs, Aksel
core
A Novel Approach to Estimate the Transition Temperature via Dynamic Nanoindentation
Advanced Engineering Materials, EarlyView.A new dynamic nanoindentation‐based method was developed that uses the stiffness ratio as an indicator of the elastic–plastic deformation contributions at different temperatures. The approach successfully identified transition temperatures in ferritic steel and distinguished them from continuously ductile austenitic steel.
Stefan Zeiler +4 more
wiley +1 more source
Nonparametric option pricing with no-arbitrage constraints [PDF]
We propose a completely kernel based method of estimating the call price function or the state price density of options. The new estimator of the call price function fulfills the constraints like monotonicity and convexity given in Breeden and ...
Birke, Melanie, Pilz, Kay F.
core
Toward Full Interoperability in Materials Science: Integrating Workflows With Knowledge Graphs
Advanced Engineering Materials, EarlyView.The connection of conceptual workflow design, portable execution, and ontology‐based semantics leading to provenance‐rich knowledge graphs are main contributors to interoperability in materials science and a prerequisite to AI‐assisted orchestration and for interoperable Materials Acceleration Platforms.
Jan Janssen +14 more
wiley +1 more source
Partial Differential Equations in Applied MathematicsThis study introduces a novel analytical method for the Black–Scholes European options model, employing modified log-payoff functions raised to a power.
S.E. Fadugba +8 more
doaj +1 more source
The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting [PDF]
Based on the DF structure models for option pricing (F. Dai, 2005), this paper discusses further the DF structure models on three cases, i.e., the underlying stock being dividend-paid, capital-split or dividend-paid and capital-split.
Feng Dai
core
Supporting AI Readiness Through Digital Workflows in Materials Science
Advanced Engineering Materials, EarlyView.Digitalization drives innovation in materials science by connecting data silos and turning heterogeneous processes into reusable research pipelines. Across 13 MaterialDigital projects, digital workflows reveal complementary pathways toward AI‐ready materials research, founded on structured data, persistent artifacts, executable orchestration, and ...
Marian Bruns +67 more
wiley +1 more source
Laser‐Induced Graphene from Waste Almond Shells
Advanced Functional Materials, EarlyView.Almond shells, an abundant agricultural by‐product, are repurposed to create a fully bioderived almond shell/chitosan composite (ASC) degradable in soil. ASC is converted into laser‐induced graphene (LIG) by laser scribing and proposed as a substrate for transient electronics.
Yulia Steksova +9 more
wiley +1 more source