Extracting Latent States from High Frequency Option Prices
, 2017 Diego Amaya +2 more
openalex +1 more source
High-order compact finite difference scheme for option pricing in stochastic volatility jump models [PDF]
, 2019 Bertram Düring, Alexander Pitkin
openalex +1 more source
Electrochemical Nitrate Reduction Reaction to Ammonia at Industrial‐Level Current Densities
Advanced Science, EarlyView.This review starts from the mechanism and theoretical basis of electrochemical nitrate reduction reaction (NO3−RR), and systematically summarizes and discusses the design strategies of industrial‐level current density catalysts. In addition, the progress of industrial‐level NO3−RR‐based electrolyzers, including flow reactor and membrane electrode ...
Zhijie Cui +4 more
wiley +1 more source
Multidimensional Shannon Wavelet Inverse Fourier Technique for Pricing Financial European Options
, 2016 Gemma Colldeforns-Papiol +2 more
openalex +1 more source
Scalable Upcycling of Spent Lithium‐Ion Battery Anodic Graphite to Electronic‐Grade Graphene
Advanced Science, EarlyView.Graphite anodes from spent lithium‐ion batteries are upcycled into electronic‐grade graphene nanoplatelets for highly conductive screen printing inks (> 104 S m−1). Screen‐printed micro‐supercapacitors confirm the utility of the upcycled graphene (1.78 mF/cm2 capacitance for > 10 000 cycles). Life cycle assessment and techno‐economic analysis highlight
Janan Hui +8 more
wiley +1 more source
Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]
Sci RepKumar S, Wilmott CM.
europepmc +1 more source
An exact and explicit formula for pricing lookback options with regime switching
, 2021 Leunglung Chan, Song‐Ping Zhu
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Advanced Electronic Materials, EarlyView.A polymorphic reconfigurable multi‐electrode device based on electrically bistable nanostructured metallic films. The adaptive reconfiguration properties of the nanostructured network under specific input voltages drive the reprogrammability of the device. This system can be employed for the implementation of polymorphic devices, which can be used both
Silvia Bressan +4 more
wiley +1 more source
Exploring chaos and sensitivity in the Ivancevic option pricing model through perturbation analysis. [PDF]
PLoS OneJhangeer A +4 more
europepmc +1 more source
Option pricing in the moderate deviations regime. [PDF]
Math Financ, 2018 Friz P, Gerhold S, Pinter A.
europepmc +1 more source