Results 101 to 110 of about 915,119 (255)
Calibration problems in option pricing
, 2008 s. engl. AbstractWe review different approaches to calibrate volatility functions in Black-Scholes type models to market data. We focus on an optimal control approach, where a regularized cost functional is minimized over a suitable set of admissible ...
Düring, Bertram
core +4 more sources
American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment. [PDF]
J Syst Sci Complex, 2022 Gao R, Liu K, Li Z, Lang L.
europepmc +1 more source
Advanced Energy Materials, EarlyView.In this work, we developed a phase‐stability predictor by combining machine learning and ab initio thermodynamics approaches, and identified the key factors determining the favorable phase for a given composition. Specifically, a lower TM ionic potential, higher Na content, and higher mixing entropy favor the O3 phase.
Liang‐Ting Wu +6 more
wiley +1 more source
High‐Performance Noble‐Metal‐Free Perovskite Solar Cells Enabled by MoOX/Cr/Al Multilayer Electrodes
Advanced Energy Materials, EarlyView.Cost‐effective perovskite solar cells (PSCs) are developed using a noble‐metal‐free MoOX/Cr/Al multilayer electrode. The devices achieve a power conversion efficiency (PCE) of 25.6%, competitive with that of Au‐based devices (26.3%), and a 25.5 cm2 mini‐module shows 21.3% PCE.
Wooyeon Kim +7 more
wiley +1 more source
A generalization of Hull and White formula and applications to option pricing approximation [PDF]
By means of Malliavin Calculus we see that the classical Hull and White formula for option pricing can be extended to the case where the noise driving the volatility process is correlated with the noise driving the stock prices. This extension will allow
Elisa Alòs
core
Estimation of option’s volatility based on particle swarm optimization algorithm
四川大学学报. 自然科学版, 2017 Firstly, Black-Scholes option pricing formula is introduced, and the importance of volatility in option pricing is analyzed. Volatility is a critical parameter for option pricing, and option prices are very sensitive to volatility's fluctuation.
HE Guang, LONG Xian-Jun
doaj
Ether‐Based Electrolytes and the Solvation Structure in Sodium Ion Batteries
Advanced Energy Materials, EarlyView.Ether electrolytes enable high‐performance sodium‐ion batteries through their unique physicochemical properties, particularly distinctive solvation structures and co‐intercalation behavior. However, the localized solvation structure and its dynamic evolution during electrochemical processes remain a “black box”.
Jiaxin Ding, John T. S. Irvine
wiley +1 more source
How Video‐Based Information Affects Farmers' Willingness to Pay for Drone Services
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Professional service for digital technology like agricultural drones lowers transaction costs and scope thresholds for smallholders. Meanwhile, perceptual adoption barriers remain underexplored. We conduct a two‐stage choice experiment with a randomized video‐based information treatment among 384 Chinese crop farmers to measure its effect on ...
Hua Zhang +4 more
wiley +1 more source
Pricing Vulnerable Options Using Conditional Expectation Transform Methods
Discrete Dynamics in Nature and SocietyIn this study, a conditional expectation transform (CET) method was developed for solving high-dimensional systems arising in vulnerable options pricing.
Han Wang
doaj +1 more source
BINARY OPTION PRICING USING LATTICE METHOD
BarekengOne way to minimize risks due to uncertainty in stock price movements is by using derivative products, one of which is an option. Binary options, a type of exotic option, provide a fixed payout if certain conditions are met at maturity, but are difficult
Donny Citra Lesmana +3 more
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