Results 61 to 70 of about 335,056 (277)
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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Advanced Functional Materials, EarlyView.Persistent secondary phases govern the performance of many thermoelectric materials, particularly of high performance MgAgSb. In this study advanced microstructural characterization for unequivocal phase identification combined with transport modeling and statistical analysis enabled the quantification of each phase's impact, revealing the most ...
Amandine Duparchy +3 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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Option Pricing with Time-Varying Volatility Risk Aversion [PDF]
, 2022 Peter Reinhard Hansen, Tong Chen
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Advanced Functional Materials, EarlyView.In operando neutron diffraction reveals the real‐time structural evolution of O3‐type NaxNi1/3Mn1/3Fe1/3O2 in commercial sodium‐ion batteries that is coupled with electrochemical and tomography data. The study establishes a direct link between current‐dependent phase transitions, lattice kinetics, and electrochemical behavior, offering mechanistic ...
B. D. K. K. Thilakarathna +4 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This comprehensive review explores therapeutic titanium implants designed to enhance integration and provide superior antibacterial efficacy. It is focused on anodized titanium implants with titania nanotubes (TNTs) loaded with nanoparticles (NPs) for local therapeutic release, enhancing bioactivity and bactericidal functions.
Divya Chopra +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Non‐covalent protein–protein interactions mediated by SH3, PDZ, or GBD domains enable the self‐assembly of stable and biocatalytically active hydrogel materials. These soft materials can be processed into monodisperse foams that, once dried, exhibit enhanced mechanical stability and activity and are easily integrated into microstructured flow ...
Julian S. Hertel +5 more
wiley +1 more source
Option pricing mechanisms driven by backward stochastic differential equations
Financial InnovationThis study investigates an option pricing method called g-pricing based on backward stochastic differential equations combined with deep learning.
Yufeng Shi, Bin Teng, Sicong Wang
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On a Generalized Squared Gaussian Diffusion Model for Option Valuation
MATEC Web of Conferences, 2017 In financial mathematics, option pricing models are vital tools whose usefulness cannot be overemphasized. Modern approaches and modelling of financial derivatives are therefore required in option pricing and valuation settings.
Edeki S.O., Ugbebor O.O.
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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
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