Results 61 to 70 of about 31,851 (307)

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.
doaj   +1 more source

Inter‐Atomic Synergy on Single‐Atom Alloy Promotes Cyclohexanone Oxime Electrosynthesis

Advanced Materials, EarlyView.
Electrosynthesis of cyclohexanone oxime using renewable electricity offers a greener alternative to traditional energy‐intensive methods. Here, we develop a Fe1Bi single‐atom alloy that delivers 70.9% Faradaic efficiency and 0.94 mmol cm−2 h−1 yield rate through the atomic‐scale synergistic mechanism.
Panlong Zhai, Chen Wang, Guan Sheng, Chao Ye, Jungang Hou, Qinfen Gu, Tao Ling, Ye Zhu, Pei Liang, Xin Wang, Jieqiong Shan   +10 more
wiley   +1 more source

Option pricing mechanisms driven by backward stochastic differential equations

Financial Innovation
This 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
doaj   +1 more source

Relationship of Dye Adsorption Onto Biomass Activated Carbon Mixed Matrix Ultrafiltration: A Mass Transfer Model Study

Advanced Materials Interfaces, EarlyView.
This study explored dye molecule adsorption from water, focusing on activated carbon in polymer membranes for purifying low‐quality water. Polyvinylidene fluoride (PVDF) membranes showed enhanced removal efficiency of methylene blue (MB) from 89.29% to 98.33% with biomass‐activated carbon (BAC).
Khairul Anwar Mohamad Said, Shaiza Asif, Siti Zahara May Abdullah, Ibrahim Yakub, Harunal Rejan Ramji, Md Rezaur Rahman   +5 more
wiley   +1 more source

Limit theorems for prices of options written on semi-Markov processes [PDF]

, 2021
Enrico Scalas, Bruno Toaldo
openalex   +1 more source

Photocatalytic Water Splitting on the Lunar Surface: Prospects for In Situ Resource Utilization

Advanced Materials Interfaces, EarlyView.
Water has been found in craters on the moon nearby locations which are illuminated >80% of the time. Photocatalysis uses energy from sunlight to drive chemical reactions such as water splitting to produce oxygen and hydrogen. It is a scalable technology that requires lighter equipment and utilizes resources available on the moon. ABSTRACT The discovery
Ranjani Kalyan, Thomas D. Small, Gregory F. Metha, Mahmoud Adel Hamza, Thomas J. O'Dea, Yideng Shen, Cameron J. Shearer   +6 more
wiley   +1 more source

A CNN Based System for Predicting the Implied Volatility and Option Prices [PDF]

, 2020
Xiangyu Wei, Zhilong Xie, Rui Cheng, Qing Li   +3 more
openalex   +1 more source

From the Discovery of the Giant Magnetocaloric Effect to the Development of High‐Power‐Density Systems

Advanced Materials Technologies, EarlyView.
The article overviews past and current efforts on caloric materials and systems, highlighting the contributions of Ames National Laboratory to the field. Solid‐state caloric heat pumping is an innovative method that can be implemented in a wide range of cooling and heating applications.
Agata Czernuszewicz, Yaroslav Mudryk, Jun Cui, Lucas Griffith, Duane D. Johnson, Julie Slaughter   +5 more
wiley   +1 more source

Roadmap to Precision 3D Printing of Cellulose: Rheology‐Guided Formulation, Fidelity Assessment, and Application Horizons

Advanced Materials Technologies, EarlyView.
This critical review presents a comprehensive roadmap for the precision 3D printing of cellulose. Quantitative correlations link ink formulation and rheological properties to print fidelity and final material performance. This framework guides the development of advanced functional materials, from biomedical scaffolds to electromagnetic shielding ...
Majed Amini, Hadi Hosseini, Seyyed Alireza Hashemi, Mohammad Arjmand   +3 more
wiley   +1 more source

Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains

Mathematics
A long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai, Haruto Takahashi, Koichi Miyamoto   +2 more
doaj   +1 more source