Results 111 to 120 of about 326,715 (285)
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
Implied volatility estimation of bitcoin options and the stylized facts of option pricing. [PDF]
Financ Innov, 2021 Zulfiqar N, Gulzar S.
europepmc +1 more source
Advanced Electronic Materials, EarlyView.A Cu/Al bilayer design is developed to protect copper metal‐mesh transparent electrodes from oxidation. The ultrathin Al layer self‐passivates into a dense Al2O3 barrier, ensuring excellent stability under harsh conditions. The resulting electrodes combine high conductivity and transparency, enabling reliable operation in flexible touch sensors and ...
Yourong Shu +11 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
OPTION PRICING UNDER LÉVY PROCESSES: A UNIFYING FORMULA [PDF]
A new option pricing formula is presented that unifies several results of the existing literature on pricing exotic options under Lèvy processes. To demonstrate the flexibility of the formula a few examples are given which provide new valuation formulas ...
Rossella Agliardi
core
From Materials to Systems: Challenges and Solutions for Fast‐Charge/Discharge Na‐Ion Batteries
Advanced Energy Materials, EarlyView.This review systematically analyzes the key characteristics limiting the fast‐charge/discharge capability of Na‐ion batteries (SIBs) from a multi‐scale perspective encompassing electrode materials, the electrode‐electrolyte interface, and the system. Furthermore, it presents practical solution strategies for the fundamental issues arising at each scale,
Bonyoung Ku +5 more
wiley +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
doaj +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
core
Advanced Energy Materials, EarlyView.This review provides a bottom‐up evaluation of sodium‐ion battery safety, linking material degradation mechanisms, cell engineering parameters, and module/pack assembly. It emphasizes that understanding intrinsic material stability and establishing coordinated engineering control across hierarchical levels are vital for preventing degradation coupling ...
Won‐Gwang Lim +5 more
wiley +1 more source
Option Pricing on Renewable Commodity Markets [PDF]
Options markets on agricultural commodities with maturities that exceed 13 months seldom trade. Our hypothesis is that this market failure is due to the absence of an accurate option pricing model for commodities where mean reversion can be expected ...
Hart, Chad E. +3 more
core +1 more source