Results 51 to 60 of about 326,715 (285)
Option pricing and stochastic optimization [PDF]
, 2020 In this paper will be demonstrated that the link between optimal option value, risk measuring and risk managing is especially close, and it is given by stochastic optimization. Post the financial crisis of 2008 it has been clear that risk considerations
Shchestyuk, Nataliya
core
A Compact Spin‐Coated Graphene UWB Antenna for Breast Tumor Detection
Advanced Engineering Materials, EarlyView.A compact, spin‐coated graphene ultra‐wideband patch antenna designed for breast tumor detection, capable of distinguishing between malignant and benign tumors. This innovative antenna can serve as an effective initial screening tool, particularly in resource‐limited settings such as rural areas, where access to advanced medical equipment like MRI and ...
Raja Rashidul Hasan +9 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
doaj +1 more source
Advanced Engineering Materials, EarlyView.This study investigates laser‐based oxide removal of Cu inserts in oxygen‐free conditions and examines long‐term oxidation kinetics and surface chemistry under different atmospheres via X‐ray photoelectron spectroscopy. Al–Cu compound casting with differently oxidized surfaces is performed, and intermetallic phase formation, morphology, and thermal ...
Timon Steinhoff +9 more
wiley +1 more source
An Option Pricing Model with Memory [PDF]
, 2017 We obtain option pricing formulas for stock price models in which the drift and volatility terms are functionals of a continuous history of the stock prices. That is, the stock dynamics follows a nonlinear stochastic functional differential equation.
Mohammed, Salah, Sancier, Flavia
core +3 more sources
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
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
doaj +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
doaj +1 more source
Advanced Functional Materials, EarlyView.This review systematically highlights the latest achievements in mixed‐valence states relevant to hydrogen and oxygen evolution reactions, providing essential insights into future directions and methods for large‐scale practical implementation. This critical review is expected to provide an overview of recent advancements in diverse valence‐state metal
Jitendra N. Tiwari +4 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
doaj