Results 81 to 90 of about 14,774 (265)
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
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
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
Polarization Dynamics in Ferroelectrics: Insights Enabled by Machine Learning Molecular Dynamics
Machine learning molecular dynamics is presented as a route to capture polarization switching, domain wall kinetics, topological polar textures, and polar mechanical coupling beyond the limits of conventional atomistic methods. This Perspective surveys recent progress and identifies key methodological directions, including long‐range electrostatics ...
Dongyu Bai +3 more
wiley +1 more source
Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
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 +2 more
doaj +1 more source
An Option Pricing Model With Memory
We obtain option pricing formulas for stock price models in which the drift and volatility terms are functionals of a continuous history of the stock prices. That is, the stock dynamics follows a nonlinear stochastic functional differential equation.
Sancier, Flavia, Mohammed, Salah
openaire +4 more sources
From Materials to Systems: Challenges and Solutions for Fast‐Charge/Discharge Na‐Ion Batteries
This review systematically analyzes the key characteristics limiting the fast‐charge/discharge capability of Na‐ion batteries (SIBs) from a multi‐scale perspective encompassing electrode materials, the electrode‐electrolyte interface, and the system. Furthermore, it presents practical solution strategies for the fundamental issues arising at each scale,
Bonyoung Ku +5 more
wiley +1 more source
This review provides a bottom‐up evaluation of sodium‐ion battery safety, linking material degradation mechanisms, cell engineering parameters, and module/pack assembly. It emphasizes that understanding intrinsic material stability and establishing coordinated engineering control across hierarchical levels are vital for preventing degradation coupling ...
Won‐Gwang Lim +5 more
wiley +1 more source
Numerical Solution of European Put Option for Black-Scholes Model Using Keller Box Method
In 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
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

