Results 41 to 50 of about 31,851 (307)
Scientific 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
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Electroactive Metal–Organic Frameworks for Electrocatalysis
Advanced Functional Materials, EarlyView.Electrocatalysis is crucial in sustainable energy conversion as it enables efficient chemical transformations. The review discusses how metal–organic frameworks can revolutionize this field by offering tailorable structures and active site tunability, enabling efficient and selective electrocatalytic processes.
Irena Senkovska +7 more
wiley +1 more source
European Option Pricing under Wishart Processes
Journal of Mathematics, 2021 This study deals with a single risky asset pricing model whose volatility is described by Wishart affine processes. This multifactor model with two dependency matrices describing the correlation between the asset dynamic and Wishart processes makes it ...
Raphael Naryongo +2 more
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A Termite‐Inspired Alternative to Cement
Advanced Functional Materials, EarlyView.A termite‐inspired composite of clay, cellulose, and lignin forms a dense fibrous network with concrete‐like strength (32 MPa) and superior elasticity, processed at ambient temperature. Abstract Clay combined with organic materials is used by termites as a strong and durable construction material for their mounds with minimal environmental impact. Here,
Oren Regev +3 more
wiley +1 more source
The Sunk Cost and the Real Option Pricing Model
Complexity, 2021 Although the academic literature on real options has grown enormously over the past three decades, hitherto an accurate real option pricing model has not been developed for investment decision analyses.
Songsong Li +2 more
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Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics
Advanced Functional Materials, EarlyView.Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha +18 more
wiley +1 more source
Joshi’s Split Tree for Option Pricing
Risks, 2020 In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American put options.
Guillaume Leduc, Merima Nurkanovic Hot
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Advanced Functional Materials, EarlyView.The negative electron affinity of diamond allows to emit highly reductive electrons. By introducing intra‐bandgap states and an optimized electron transfer mechanism by surface functionalization with Ru(bpy)3, the formation of solvated electrons is achieved upon solar irradiation.
Benjamin Kiendl +20 more
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Advanced Functional Materials, EarlyView.Ni1‐Bi1 dual‐atom dopants are achieved for activating Ru lattices without blocking noble atoms. This model exhibits an ultralow overpotential of 11.4 mV and superb stability at 10 mA cm−2 toward hydrogen evolution reaction, enabling a proton exchange membrane water electrolyzer that needs only 2.233 V to reach 3.0 A cm−2 and operates stably at 1.0 A cm−
Shuiping Luo +17 more
wiley +1 more source
Lecturas de Economía, 2004 El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
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