Results 41 to 50 of about 14,899 (264)
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
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Advanced Engineering Materials, EarlyView.The present study investigates recycling of NiTi shape memory alloys via vacuum induction melting. An ingot was synthesized from elemental Ni and Ti and subjected to three subsequent remelting cycles. Remelting increases process durations and impurity levels and adversely affects microstructures and functional properties.
Sakia Sophia Noorzayee +7 more
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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
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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 Engineering Materials, EarlyView.This review comprehensively evaluates extrusion‐based additive manufacturing for advanced ceramics, detailing feedstock options and key process parameters. By critically addressing defect mechanisms like porosity and cracking, the work highlights optimization strategies through machine learning and advanced postprocessing.
Meisam Bakhtiari +4 more
wiley +1 more source
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
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Advanced Functional Materials, EarlyView.An atomically dispersed Ni catalyst featuring Ni‐N4 coordination is developed as a sulfur host for nonaqueous Zn─S batteries. This configuration modulates the electronic structure to lower activation barriers during rate‐limiting steps and promotes a robust ZnF2‐rich cathode‐electrolyte interphase, thereby accelerating sulfur redox kinetics ...
Junhyuk Ji +7 more
wiley +1 more source
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
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Advanced Healthcare Materials, EarlyView.An innovative, lightweight 3D‐printed skinfold chamber system is presented for long‐term intravital imaging. This affordable, biocompatible platform simplifies surgical implantation and allows high‐resolution, multimodal visualization of the tumor microenvironment for up to four weeks.
Iván Cortés Domínguez +9 more
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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
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