Results 21 to 30 of about 915,119 (255)
Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion
Discrete Dynamics in Nature and Society, 2018 The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices.
Yanmin Ouyang +2 more
doaj +1 more source
Option pricing under Black–Scholes, Boness and Binomial tree models- evidence from the gold coin option contracts in Iran mercantile exchange Mahdie Amiri [PDF]
فصلنامه بورس اوراق بهادار, 2020 The purpose of this research is the pricing of gold coin option contracts in Iran mercantile exchange. The price of gold coin option contracts has been estimated by the Black–Scholes,Boness and Binomial tree models.For this purpose, the theoretical ...
Mahdie Amiri
doaj +1 more source
Neighborhood Socioeconomic Status and Short‐Term Functional Outcomes in Systemic Lupus Erythematosus
Arthritis Care &Research, EarlyView.Objective Individuals with systemic lupus erythematosus (SLE) can accumulate functional status (FS) impairment. We evaluated the association between neighborhood socioeconomic disadvantage, as measured by the Area Deprivation Index (ADI), and FS in a national SLE sample.
Baljeet Rai +7 more
wiley +1 more source
Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate
Discrete Dynamics in Nature and Society, 2020 Options play a very important role in the financial market, and option pricing has become one of the focus issues discussed by the scholars. This paper proposes a new uncertain mean-reverting stock model with floating interest rate, where the interest ...
Zhaopeng Liu
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Valuation of Exchange Option with Credit Risk in a Hybrid Model
Mathematics, 2020 In this paper, the valuation of the exchange option with credit risk under a hybrid credit risk model is investigated. In order to build the hybrid model, we consider both the reduced-form model and the structural model.
Geonwoo Kim
doaj +1 more source
Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source
Price discovery in the cryptocurrency option market: A univariate GARCH approach
Cogent Economics & Finance, 2020 In this paper, two univariate generalised autoregressive conditional heteroskedasticity (GARCH) option pricing models are applied to Bitcoin and the Cryptocurrency Index (CRIX).
Pierre J. Venter +2 more
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Advanced Functional Materials, EarlyView.Advanced ink systems for solution‐processed textile triboelectric nanogenerators are systematically summarized, spanning conductive, tribo‐negative, and tribo‐positive layers. By connecting ink chemistry, deposition methods, and device function, the present review reveals the key governing principles of solution development and highlights practical ...
Xinlong Sun, Stephen Beeby
wiley +1 more source
Index Option Pricing via Nonparametric Regression
Econometric Research in Finance, 2022 Investors typically use the Black-Scholes (B-S) parametric model to value financial options. However, there is extensive empirical evidence that the B-S model, assuming constant volatility of stock returns, is far from adequate to price options.
Ka Po Kung
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Advanced Materials, EarlyView.The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj +8 more
wiley +1 more source