Results 71 to 80 of about 14,899 (264)
A Perspective on the Applications of Triphasic Gas Storage in Electrochemical Systems
Gas storage in microporous materials positioned locally at an electrode or electrocatalyst surface enhances electrochemical processes. Abstract Microporous materials store gases under dry conditions (e.g., hydrogen or oxygen via physisorption), but in some cases microporous materials also show triphasic (e.g., in a solid|gas|liquid system) gas storage ...
Zhongkai Li +9 more
wiley +1 more source
Valuation of European Style Compound Option Written on European Style Currency and Power Options
The aim of the paper is paper is twofold. Firstly, we will derive an explicit closed formula for pricing the compound call option contingent upon a currency call option.
Javed Hussain
doaj
Option pricing by mathematical programming† [PDF]
Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be relaxed.
openaire +3 more sources
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source
Monolithically integrated Sb2S3 on industry‐compatible textured silicon for tandem photoelectrochemical hydrogen evolution coupled with iodide oxidation. ABSTRACT Solar‐driven photoelectrochemical (PEC) production of chemical fuels such as hydrogen is a viable solution to address climate neutrality objectives.
Jihong Min +13 more
wiley +1 more source
Option pricing mechanisms driven by backward stochastic differential equations
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
On a Generalized Squared Gaussian Diffusion Model for Option Valuation
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
FFT-based Option Pricing [PDF]
The Black-Scholes formula, one of the major breakthroughs of modern finance, allows for an easy and fast computation of option prices. But some of its assumptions, like constant volatility or log-normal distribution of asset prices, do not find justification in the markets. More complex models, which take into account the empirical facts, often lead to
Szymon Borak +2 more
openaire +2 more sources
Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design
A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram +4 more
wiley +1 more source
Options and Options Pricing Models
An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.
Mostafa, F, Dillon, T, Chang, E
openaire +2 more sources

