Results 41 to 50 of about 335,056 (277)

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

Cost‐Effectiveness of Low‐Dose Colchicine Prophylaxis When Starting Allopurinol Using the “Start‐Low Go‐Slow” Approach for Gout: Evidence From a Noninferiority Randomized Double‐Blind Placebo‐Controlled Trial

open access: yesArthritis Care &Research, EarlyView.
Objective The aim of this study was to investigate the cost‐effectiveness of low‐dose colchicine prophylaxis for preventing gout flares when starting allopurinol using the “start‐low go‐slow” approach. Methods Participants with gout, fulfilling the American College of Rheumatology recommendations for starting urate‐lowering therapy and with serum urate
Yana Pryymachenko   +4 more
wiley   +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

Deep Residual Convolutional Long Short-term Memory Network for Option Price Prediction Problem [PDF]

open access: diamond, 2023
Artur Dossatayev   +2 more
openalex   +1 more source

A note on intraday option pricing [PDF]

open access: yes, 2013
Compound renewal processes can be used as an approximate phenomenological model of tick-by-tick price fluctuations. An exact and explicit general formula is derived for the martingale price of a European call option written on a compound renewal process.
Scalas, Enrico, Politi, Mauro
core   +3 more sources

High‐Entropy Alloy Design Toward Cobalt Substitution for High Hardness and Low Wear Rate Using X–Cr–Fe–Mn–Ni System

open access: yesAdvanced Engineering Materials, EarlyView.
This study explores the replacement of cobalt using the high‐entropy alloy design strategy for wear‐resistant components operating at high temperatures. Starting from the Cantor alloy, cobalt is substituted with Cu, Al, V, or Mo. Metallurgical and tribological analyses reveal that aluminum, vanadium, and molybdenum effectively strengthen the developed ...
Rafaël Jénot   +5 more
wiley   +1 more source

Chemically Processed Porous V2O5 Thin‐Film Cathodes for High‐Performance Thin‐film Zn‐Ion Batteries

open access: yesAdvanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
This study presents a rapid, cost‐effective chemical method for fabricating porous vanadium oxide thin‐film cathodes, aimed at enhancing charge storage in Zinc‐ion thin‐film batteries. The approach promises high‐performance, safe, and affordable thin‐film batteries, with industrial viability through efficient processing of highly porous cathodes ...
Jingli Luo   +9 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

Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach

open access: yesScientific African, 2023
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry.
Brian Wesley Muganda   +2 more
doaj   +1 more source

Option Pricing of Twin Assets [PDF]

open access: yes, 2014
How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index which is traded,
Araneda, Axel A., Villena, Marcelo J.
core  

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