Results 71 to 80 of about 326,715 (285)
Valuation of European Style Compound Option Written on European Style Currency and Power Options
International Journal of Analysis and Applications, 2020 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
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.
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, 2016 In this note we discuss - in what is intended to be a pedagogical fashion - FX option pricing in target zones with attainable boundaries. The boundaries must be reflecting.
Carr, Peter, Kakushadze, Zura
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Composition Restoration Enables Recycling of Mixed‐Cation, Mixed‐Halide Perovskites for Solar Cells
Advanced Materials, EarlyView.Compositional drift during processing prevents the direct recycling of mixed‐cation, mixed‐halide perovskites. This work introduces a framework to quantitatively audit and restore recovered materials, enabling closed‐loop recycling with efficiencies comparable to virgin perovskites.
Zhenni Wu +12 more
wiley +1 more source
Option pricing mechanisms driven by backward stochastic differential equations
Financial InnovationThis 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
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European Option Pricing with Liquidity Shocks
, 2012 We study the valuation and hedging problem of European options in a market subject to liquidity shocks. Working within a Markovian regime-switching setting, we model illiquidity as the inability to trade.
Henderson V. +4 more
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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
Implicit Bayesian Inference Using Option Prices [PDF]
A Bayesian approach to option pricing is presented, in which posterior inference about the underlying returns process is conducted implicitly via observed option prices.
Catherine S. Forbes +2 more
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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 under Discrete Shifts in Stock Returns [PDF]
In this paper we introduce a pricing model for a European call option when the price of the underlying stock (asset) follows a random walk with Markov chain type of shifts in the drift and volatility parameters according to the regime that the stock ...
Elias Tzavalis, Kyriakos Chourdakis
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