Results 71 to 80 of about 915,119 (255)
A reduced basis for option pricing [PDF]
We introduce a reduced basis method for the efficient numerical solution of partial integro-differential equations which arise in option pricing theory.
Rama Cont +2 more
core
Advanced Science, EarlyView.This review presents the research advances of adaptive conductive systems from the perspective of materials, circuits, systems, and applications. Deformable conductors consist of substrates/matrices and conductive materials, structural design of circuit interconnections, fabrication of circuit interconnections, as well as intelligent systems ...
Yufei Lu +7 more
wiley +1 more source
Option pricing with discrete time jump processes [PDF]
In this paper we propose new option pricing models based on class of models with jump contain in the Lévy-type based models (NIG-Lévy, Merton-jump (Merton 1976) and Duan based model (Duan 2007)).
Hanjarivo Lalaharison +2 more
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Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
MathematicsA 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 +2 more
doaj +1 more source
Autonomous Solar Metallurgy for High‐Purity Gold Recovery from Electronic Waste
Advanced Science, EarlyView.Inspired by microbial strategies for metal uptake and biomineralization, defect‐rich copper sulfide (Cu31S16) functions as a solar metallurgical platform that unifies Au(III) capture, reduction, and self‐separation. The bioinspired design enables ultrafast gold recovery from electronic‐waste leachates and the spontaneous formation of millimeter‐scale ...
Chaopeng Liu +7 more
wiley +1 more source
Anode‐Free Sodium Metal Batteries: From Materials Design to System‐Level Integration
Advanced Science, EarlyView.Anode‐free sodium metal batteries hold no sodium reserve, so every inefficiency becomes permanent loss. Resolving the inventory into reversible, dead, and chemically bound fractions exposes what Coulombic efficiency hides. Practical 500‐cycle operation requires above 99.95%, a threshold few systems meet under lean electrolyte and high areal capacity ...
Hamid Hussain +10 more
wiley +1 more source
Equilibrium Pricing Bound on Option Prices. [PDF]
We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution
Jouini, Elyès, Chazal, Marie
core
Numerical Solution of European Put Option for Black-Scholes Model Using Keller Box Method
Jurnal Matematika UNANDIn this study, we propose to determine option pricing by using Black-Scholes model numerically. The Keller box method, a numerical method with a box-shaped implicit scheme, is chosen to solve the problem of pricing stock options, especially European-put ...
Lutfi Mardianto +3 more
doaj +1 more source
Compound Option Pricing under Fuzzy Environment
Journal of Applied Mathematics, 2014 Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility).
Xiandong Wang, Jianmin He, Shouwei Li
doaj +1 more source
Analysis of parametric and non-parametric option pricing models. [PDF]
Heliyon, 2022 Luo Q, Jia Z, Li H, Wu Y.
europepmc +1 more source