Results 71 to 80 of about 28,474 (179)

Infrared Photovoltaic–Battery Hybrid Systems Enabled by Colloidal Quantum Dots

Chemistry – An Asian Journal, Volume 20, Issue 21, November 3, 2025.
Photovoltaic–battery (PV/B) hybrid systems are key for sustainable energy but face cost and efficiency limits. Colloidal quantum dots (CQDs) enable low‐cost near‐infrared light harvesting, surpassing silicon and III–V PVs. This review analyzes CQD properties, their roles in NIR PVs and batteries, and synthesizes current research to highlight progress ...
Hong Ji, Renjun Liu, Peter Smowton, Bo Hou   +3 more
wiley   +1 more source

A Novel Fourth-Order Finite Difference Scheme for European Option Pricing in the Time-Fractional Black–Scholes Model

Mathematics
This paper addresses the valuation of European options, which involves the complex and unpredictable dynamics of fractal market fluctuations. These are modeled using the α-order time-fractional Black–Scholes equation, where the Caputo fractional ...
Xin Cai, Yihong Wang
doaj   +1 more source

An analytical framework to price long‐dated climate‐exposed assets

Quantitative Economics, Volume 16, Issue 4, Page 1093-1146, November 2025.
This paper uses a tractable stochastic integrated‐assessment model to analyze the influence of climate change on asset returns across time and maturity. Quasi‐analytical, or recursive, formulas allow to price various long‐dated assets, including fixed‐income products, derivatives, and equities.
Pauline Chikhani, Jean‐Paul Renne
wiley   +1 more source

Effects of Social Media‐Based Peer Opinions on the Prices of Cryptocurrency Options

Journal of Futures Markets, Volume 45, Issue 10, Page 1512-1543, October 2025.
ABSTRACT Using a text‐based measure of peer opinions constructed from cryptocurrency‐related social media posts, we find that peer opinions contain valuable information about the prices of cryptocurrency options. Bitcoin options exhibit a volatility smile, which becomes steeper when peer opinions become bearish.
Da‐Hea Kim
wiley   +1 more source

Contrasting Carbon and Water Flux Dynamics in an East African Rangeland and Cropland

Journal of Geophysical Research: Biogeosciences, Volume 130, Issue 10, October 2025.
Abstract This study examines carbon (C) and water dynamics in two East African dryland ecosystems: a savanna rangeland grazed by livestock and wildlife, and a rainfed cropland under minimal tillage. Over 185 days, both systems were showed a similar magnitude of C emissions with differing temporal patterns.
Vincent Odongo, Sonja M. Leitner, Thomas P. F. Dowling, Ilona Gluecks, Marcin Jackowicz‐Korczynski, Janne Rinne, Martin J. Wooster, Lutz Merbold   +7 more
wiley   +1 more source

Estimating Magnitude Completeness in Earthquake Catalogs: A Comparative Study of Catalog‐Based Methods

Journal of Geophysical Research: Solid Earth, Volume 130, Issue 9, September 2025.
Abstract Without careful attention to the earthquake catalog completeness, claims of novel discoveries or forecasting skills lack credibility. Estimating the completeness magnitude (Mc) is therefore a critical step in seismological analysis. Among the available techniques, catalog‐based methods are the most accessible and widely adopted, and they also ...
Xinyi Wang, Jiawei Li, Ao Feng, Didier Sornette   +3 more
wiley   +1 more source

Registered index‐linked annuities in qualified retirement plans

Journal of Risk and Insurance, Volume 92, Issue 3, Page 665-691, September 2025.
Abstract Many Americans remain financially underprepared for retirement. While automatic enrollment in employer‐sponsored retirement plans has helped, target‐date funds (TDFs) used as default investments have limitations. We propose target‐date registered index‐linked annuities (TD‐RILAs) as a transparent, cost‐effective alternative providing ...
Cameron Ellis, Thorsten Moenig, Jacqueline Volkman‐Wise   +2 more
wiley   +1 more source

Precise asymptotics: robust stochastic volatility models

, 2018
We present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices.
Friz, Peter K., Gassiat, Paul, Pigato, Paolo   +2 more
core   +2 more sources

Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional Non‐Normality

Journal of Futures Markets, Volume 45, Issue 8, Page 917-945, August 2025.
ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley   +1 more source

Fractional delta hedging strategy for pricing currency options with transaction costs [PDF]

, 2017
This study deals with the problem of pricing European currency options in discrete time setting, whose prices follow the fractional Black Scholes model with transaction costs.
Shokrollahi, Foad
core   +1 more source