Results 61 to 70 of about 30,833 (292)
AIMS Mathematics, 2023 In general, derivation of closed-form analytic formulas for the prices of path-dependent exotic options is a challenging task when the underlying asset price model is chosen to be a stochastic volatility model.
Min-Ku Lee, Jeong-Hoon Kim
doaj +1 more source
The Price of Options Illiquidity [PDF]
The Journal of Finance, 2001 ABSTRACTThe purpose of this paper is to examine the effect of illiquidity on the value of currency options. We use a unique dataset that allows us to explore this issue in special circumstances where options are issued by a central bank and are not traded prior to maturity.
Menachem Brenner +2 more
openaire +3 more sources
Chemically Processed Porous V2O5 Thin‐Film Cathodes for High‐Performance Thin‐film Zn‐Ion Batteries
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.This study presents a rapid, cost‐effective chemical method for fabricating porous vanadium oxide thin‐film cathodes, aimed at enhancing charge storage in Zinc‐ion thin‐film batteries. The approach promises high‐performance, safe, and affordable thin‐film batteries, with industrial viability through efficient processing of highly porous cathodes ...
Jingli Luo +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Cu‐based catalysts as a cornerstone in advancing sustainable energy technologies are fully reviewed in this manuscript, highlighting their potential in photo‐ and electrocatalysis. It includes metallic copper, copper oxides, copper sulfides, copper halide perovskites, copper‐based metal–organic frameworks (MOFs), and covalent organic frameworks (COFs),
Jéssica C. de Almeida +16 more
wiley +1 more source
How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?
Iranian Journal of Electrical and Electronic Engineering, 2016 In this paper, impacts of day-ahead market pricing on behavior of producers and consumers in option and day-ahead markets and on option pricing are studied.
H. Raouf Sheybani, M. Oloomi
doaj
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
Advanced Functional Materials, EarlyView.A single‐step, low‐temperature co‐pyrolysis process removes encapsulated seed metal NPs (10–50 nm) from CNTs, redistributing them as surface‐anchored metal and metal–nitride NCs (1–1.5 nm). Herein, Ni3N NCs achieve an ultra‐low onset overpotential for CO2 reduction to CO with >98% Faradaic efficiency across 100–700 mA cm−2.
Ahmed Badreldin +15 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
Bimetallic Nanoparticles as Cocatalysts for Photocatalytic Hydrogen Production
Advanced Functional Materials, EarlyView.Recent developments have introduced bimetallic nanoparticles as effective cocatalysts for photocatalytic systems. This review explores the rapidly expanding research on bimetallic cocatalysts for photocatalytic production of hydrogen, emphasizing the creation of carrier‐selective contacts, localized surface plasmon resonance effects, methodologies for ...
Yufen Chen +4 more
wiley +1 more source