Results 111 to 120 of about 335,056 (277)
Option Pricing with Delayed Information
, 2017 We propose a model to study the effects of delayed information on option pricing. We first talk about the absence of arbitrage in our model, and then discuss super replication with delayed information in a binomial model, notably, we present a closed ...
Ichiba, Tomoyuki +1 more
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Unperceivable Designs of Wearable Electronics
Advanced Materials, EarlyView.Unperceivable wearable technologies seamlessly integrate into everyone's daily life, for healthcare and Internet‐of‐Things applications. By remaining completely unnoticed both visually and tactilely, by the user and others, they ensure medical privacy and allow natural social interactions.
Yijun Liu +2 more
wiley +1 more source
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
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
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Advanced Materials, EarlyView.Developing robust catalysts for ammonia electrochemical oxidation (AOR) is essential for advancing NH3 utilization technologies. This review summarizes recent progress in catalyst design and mechanistic understanding of AOR. In addition, it systematically investigates strategies to improve AOR performance for various types of catalysts.
Yike Ye +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
Pricing Average Options on Commodities [PDF]
This paper proposes a new approximation formula for pricing average options on commodities under a stochastic volatility environment. In particular, it derives an option pricing formula under Heston and an extended -SABR stochastic volatility models ...
Akihiko Takahashi, Kenichiro Shiraya
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Advanced Materials, EarlyView.MXene and MBene nanomaterials show significant potential in addressing critical challenges in biomedicine, applied biology, agriculture, and the environment. From a nano‐agricultural perspective, this relatively young field has witnessed emerging advances towards applications for plant‐immunoengineering, biostimulation, and controlled delivery ...
Alireza Rafieerad +3 more
wiley +1 more source
Advanced Materials, EarlyView.A benzene‐phosphonic acid self‐assembled monolayer (BPA) simultaneously optimizes hole extraction and noise suppression, enabling bifunctional organic photovoltaics–photodetectors that deliver superb indoor performance and commercial viability. BPA‐devices achieve 28.6% PCE at 1000 lx, retain 93% efficiency on large‐scaled devices, and reach 584 fW NEP
Seunghyun Oh +8 more
wiley +1 more source
A mathematical model for contingent claim pricing in a preannounced policy [PDF]
This paper presents a mathematical model for contingent claim pricing in a preannounced policy. There are some properties in the model. First, one can distinguish the preannouncement effects on the mean and volatility of asset returns.
Fen-Ying Chen
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