Results 31 to 40 of about 915,119 (255)
On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option
International 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
Power Option Pricing Based on Time-Fractional Model and Triangular Interval Type-2 Fuzzy Numbers
Complexity, 2022 The problem of generalizing the power option-pricing model to incorporate more empirical features becomes an urgent and necessary event. A new power option pricing method is designed for the financial market uncertainty that simultaneously involves ...
Tong Wang, Pingping Zhao, Aimin Song
doaj +1 more source
Advanced Materials, EarlyView.The transition from cryogenic distillation to polymeric sorbents for light hydrocarbon purification is crucial for energy and environmental sustainability. The polymeric sorbents are engineered to separate gas mixtures based on their specific properties.
Kelechi Festus +9 more
wiley +1 more source
Martingalized Historical approach for Option Pricing [PDF]
In a discrete time option pricing framework, we compare the empirical performance of two pricing methodologies, namely the affine stochastic discount factor (SDF) and the empirical martingale correction methodologies.
Dominique Guegan +2 more
core +2 more sources
Journal 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
Polyphenol‐Inspired Materials for Agricultural Applications
Advanced Materials, EarlyView.This review outlines the use of polyphenol‐inspired materials for sustainable agriculture, highlighting their molecular design, interfacial assembly, structure–property relationships, and prospects toward precision agriculture, climate resilience, ecosystem protection, and circular bioeconomy strategies.
Haofu Liu +8 more
wiley +1 more source
Spatial‐Compatibility‐Assisted Molecular Intercalation in MXenes
Advanced Materials, EarlyView.This work demonstrates a solvent–free NH4F–mediated route for simultaneous Al removal and molecular intercalation in MXenes. Intercalants are selected by comparing their crystallographic X, Y, and Z dimensions with the MXene interlayer spacing, establishing a spatial‐compatibility criterion that rationalizes guest–host matching and enables predictive ...
Minhao Sheng +6 more
wiley +1 more source
, 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.No Full ...
Mostafa, F +5 more
core +1 more source
Interval Pricing Study of Deposit Insurance in China
Discrete 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
Programmable Carrier‐Free All‐Enzyme Beads for Modular Continuous‐Flow Biocatalysis
Advanced Materials, EarlyView.Genetically encoded enzyme building blocks self‐assemble into monodisperse, carrier‐free protein beads via a droplet‐based formulation strategy. These programmable catalytic particles enable modular continuous‐flow biocatalysis, from single‐enzyme reactions to multi‐enzyme cascades and bead–bead coupled reactor systems.
Jennifer Kühne +12 more
wiley +1 more source