Results 211 to 220 of about 10,576 (266)

Callable barrier reverse convertible securities

Quantitative Finance, 2021
We study the valuation of callable barrier reverse convertible contracts written on one or two underlying asset prices. We assume the issuer of the contract can call early redemption at any time during a pre-specified time interval. We identify the optimal redemption policy and show, in the single underlying asset case, it is characterized by a time ...
Jerome Detemple, Yerkin Kitapbayev
openaire   +1 more source

A Reversible Optical-coherence Converter

Frontiers in Optics + Laser Science 2022 (FIO, LS), 2022
We demonstrate here that entropy, or random fluctuations, in an optical degree of freedom (DoF) can be reversibly swapped between different DoFs, such that coherence is converted back and forth between them without loss of energy.
Mitchell Harling   +5 more
openaire   +1 more source

Reversible Coupling Converter

2019 20th International Scientific Conference on Electric Power Engineering (EPE), 2019
This paper deals with a new universal coupling converter, which has been realized in form of a laboratory sample at Department of Electronics, FEECS. The circumstances of demand of a new coupling solution are presented firstly, descriptions of new concept and its function follows. Finally, the results obtained from the realized model are stated.
Jan Strossa, Vladislav Damec
openaire   +1 more source

THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS

Asia-Pacific Journal of Operational Research, 2010
Many companies issue some complex structured bonds. A reverse convertible bond is one of such structured bonds. In this paper we consider a valuation model of callable-puttable reverse convertible bonds which have the complex payoff in a setting of the optimal stopping problem between the issuer and the investor.
KYOKO YAGI, KATSUSHIGE SAWAKI
openaire   +3 more sources

Towards the Integration of Reverse Converters into the RNS Channels

IEEE Transactions on Computers, 2020
The conversion from a Residue Number System (RNS) to a weighted representation is a costly inter-modulo operation that introduces delay and area overhead to RNS processors, while also increasing power consumption. This paper proposes a new approach to decompose the reverse conversion into operations that can be processed by the arithmetic units already
Leonel Sousa   +3 more
openaire   +1 more source

Reversible energy converter

American Journal of Physics, 1981
A device for illustrating the reversible conversion of thermal energy to mechanical work is discussed theoretically and quantitative design parameters are given for constructing a laboratory scale model. Preliminary results show that avoidance of frictional forces does enable operation of the device closely to approach reversibility.
openaire   +1 more source

Reverse Convertible Pricing Model

2023
The payoff of reverse convertible product involves returns on multiple assets and is conditional on hitting of continuous barriers. The Monte Carlo methodology employed by ESP is an efficient conditioning technique.
openaire   +1 more source

Reverse convertible bonds analyzed

Journal of Futures Markets, 2009
AbstractWe study the pricing of reverse convertible (RC) bonds. These are bonds that carry high coupon payments. In exchange, the issuer has an option at the maturity date to either redeem the bonds in cash or to deliver a pre‐specified number of shares.
Szymanowska, Marta   +2 more
openaire   +4 more sources

Design of Efficient Reverse Converters for Residue Number System

Journal of Circuits, Systems and Computers, 2021
The main factors that affect the performance of residue number system (RNS) are speed and hardware complexity of the residue-to-binary converter. In this paper, two efficient reverse converters are proposed for the moduli sets [Formula: see text] and [Formula: see text] based on two-level approach.
Mahtab Taghizadeghankalantari   +1 more
openaire   +1 more source

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