Results 51 to 60 of about 915,119 (255)
A Perspective on the Applications of Triphasic Gas Storage in Electrochemical Systems
Advanced Science, EarlyView.Gas storage in microporous materials positioned locally at an electrode or electrocatalyst surface enhances electrochemical processes. Abstract Microporous materials store gases under dry conditions (e.g., hydrogen or oxygen via physisorption), but in some cases microporous materials also show triphasic (e.g., in a solid|gas|liquid system) gas storage ...
Zhongkai Li +9 more
wiley +1 more source
GARCH Option Pricing Under Skew [PDF]
This article is an empirical study dedicated to the GARCH Option pricing model of Duan (1995) applied to the FTSE 100 European style options for various maturities.
Sofiane ABOURA
core +2 more sources
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
doaj +1 more source
Advanced Science, EarlyView.Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source
Bayesian option pricing using mixed normal heteroskedasticity models [PDF]
Bayesian inference, option pricing, finite mixture models, out-of-sample prediction, GARCH ...
ROMBOUTS, Jeroen V.K., STENTOFT, Lars
core +4 more sources
Comparing Two Different Option Pricing Methods
Risks, 2020 Motivated by new financial markets where there is no canonical choice of a risk-neutral measure, we compared two different methods for pricing options: calibration with an entropic penalty term and valuation by the Esscher measure.
Alessandro Bondi +2 more
doaj +1 more source
Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design
Advanced Science, EarlyView.A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram +4 more
wiley +1 more source
Polarization Dynamics in Ferroelectrics: Insights Enabled by Machine Learning Molecular Dynamics
Advanced Science, EarlyView.Machine learning molecular dynamics is presented as a route to capture polarization switching, domain wall kinetics, topological polar textures, and polar mechanical coupling beyond the limits of conventional atomistic methods. This Perspective surveys recent progress and identifies key methodological directions, including long‐range electrostatics ...
Dongyu Bai +3 more
wiley +1 more source
Path dependent option pricing under Lévy processes applied to Bermudan options [PDF]
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
core +1 more source
Valuation of European Style Compound Option Written on European Style Currency and Power Options
International Journal of Analysis and Applications, 2020 The aim of the paper is paper is twofold. Firstly, we will derive an explicit closed formula for pricing the compound call option contingent upon a currency call option.
Javed Hussain
doaj