Results 61 to 70 of about 14,774 (265)
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
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 Materials, EarlyView.Ultrathin lithium metal anodes (≤15 µm) offer a promising route to high‐energy‐density batteries due to their high capacity and low potential. This review presents design principles for ultrathin Li, evaluates fabrication strategies, and discusses challenges in liquid and solid‐state cells.
Cheng Wang +9 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
Advanced Materials, EarlyView.A general, versatile laser‐shock synthesis process is reported to produce various bimetallic CuNi, CuFe, CuCo, and medium‐entropy CuFeCoNi heterostructures, in which crystalline metal nanoparticles are anchored to amorphous hydroxide supports. During nitrate reduction reaction, the heterostructures undergo dynamic amorphous/crystalline reconstruction ...
Weihua Guo +18 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
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 +6 more
wiley +1 more source
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
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 +5 more
wiley +1 more source
Option pricing with Mellin transnforms
Mathematical and Computer Modelling, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Radha Panini, Ram Prasad Srivastav
openaire +2 more sources