Results 31 to 40 of about 31,851 (307)

Rethinking plastic waste: innovations in enzymatic breakdown of oil‐based polyesters and bioplastics

open access: yesFEBS Open Bio, EarlyView.
Plastic pollution remains a critical environmental challenge, and current mechanical and chemical recycling methods are insufficient to achieve a fully circular economy. This review highlights recent breakthroughs in the enzymatic depolymerization of both oil‐derived polyesters and bioplastics, including high‐throughput protein engineering, de novo ...
Elena Rosini   +2 more
wiley   +1 more source

Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications

open access: yesDiscrete Dynamics in Nature and Society, 2020
In this paper, we first investigate the stochastic representation of the modified advection-dispersion equation, which is proved to be a subordinated stochastic process.
Longjin Lv, Luna Wang
doaj   +1 more source

Option Pricing

open access: yes, 2017
In Sect 7.1, we review several methods for option pricing in research. Specifically, in Sect 7.1.5, we review Neural Net Methods for options pricing; the strengths and weaknesses of each of the applied methods is discussed.
Mostafa, F, Dillon, T, Chang, E
openaire   +3 more sources

C2α‐carbanion‐protonating glutamate discloses tradeoffs between substrate accommodation and reaction rate in actinobacterial 2‐hydroxyacyl‐CoA lyase

open access: yesFEBS Open Bio, EarlyView.
Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn   +4 more
wiley   +1 more source

Interval Pricing Study of Deposit Insurance in China

open access: yesDiscrete Dynamics in Nature and Society, 2020
This paper first proposes a European option pricing method for deposit insurance based on triangular intuitionistic fuzzy numbers. In the proposed method, we take into account the randomness and fuzziness of bank asset value simultaneously, and hence ...
Sulin Wu   +3 more
doaj   +1 more source

Integrating Patient‐Reported Quality Measures in SLE: Development of the American College of Rheumatology Implementation Guide

open access: yesArthritis Care &Research, Accepted Article.
Objective To support high‐quality, patient‐centered care for systemic lupus erythematosus (SLE), the American College of Rheumatology (ACR) developed evidence‐based measures incorporating clinical and patient‐reported outcomes measures (PROMs). Using the Consolidated Framework for Implementation Research (CFIR), we conducted semi‐structured interviews ...
Catherine Nasrallah   +13 more
wiley   +1 more source

On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option

open access: yesInternational Journal of Analysis and Applications, 2020
The fundamental objective of this paper is twofold. Firstly, to derive the Cox-Ross-Rubinstein type new formula for risk neutral pricing of European compound call option, where the underlying asset is also a European call option.
Javed Hussain, Bareerah Khan
doaj  

Al–Cu Composite Casting of Laser‐Deoxidized Copper: Bonding, Interfacial Chemistry, and Thermal Conductivity

open access: yesAdvanced Engineering Materials, EarlyView.
This study investigates laser‐based oxide removal of Cu inserts in oxygen‐free conditions and examines long‐term oxidation kinetics and surface chemistry under different atmospheres via X‐ray photoelectron spectroscopy. Al–Cu compound casting with differently oxidized surfaces is performed, and intermetallic phase formation, morphology, and thermal ...
Timon Steinhoff   +9 more
wiley   +1 more source

Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate

open access: yesJournal of Management Science and Engineering, 2017
This paper proposes an efficient option pricing model that incorporates stochastic interest rate (SIR), stochastic volatility (SV), and double exponential jump into the jump-diffusion settings.
Rongda Chen   +5 more
doaj   +1 more source

Valuation of Exchange Option with Credit Risk in a Hybrid Model

open access: yesMathematics, 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

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