Zobrazeno 1 - 10
of 653
pro vyhledávání: '"Lattice model (finance)"'
Autor:
Jarno Talponen, Minna Turunen
Publikováno v:
Decisions in Economics and Finance. 45:57-81
We provide a lean, non-technical exposition on the pricing of path-dependent and European-style derivatives in the Cox–Ross–Rubinstein (CRR) pricing model. The main tool used in this paper for simplifying the reasoning is applying static hedging
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f77b1b00d3ef413b727f3d16c1f529ac
https://doi.org/10.1007/s10203-021-00338-7
https://doi.org/10.1007/s10203-021-00338-7
Publikováno v:
Izvestiya. Ferrous Metallurgy. 63:651-656
A simple theory of thermodynamic properties of liquid nitrogen solution in Fe–Mn alloys is proposed. This theory is completely analogous to the theory for liquid nitrogen solution in alloys of the Fe–Cr system proposed previously by the authors i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f869dae2c20c0993788f89c67f4ee653
https://doi.org/10.17073/0368-0797-2020-8-651-656
https://doi.org/10.17073/0368-0797-2020-8-651-656
Publikováno v:
Polymer Science, Series A. 62:437-444
The effect of residual secondary structures in peptides and proteins on their separation is considered within the framework of the lattice model of adsorption and chromatography of macromolecules. It is shown that, if the model takes into account sec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01b041d0adc06dc21f2e56e135a7e501
https://doi.org/10.1134/s0965545x20040069
https://doi.org/10.1134/s0965545x20040069
Publikováno v:
Journal of Mechanical Science and Technology. 34:801-808
Surfactant-induced Marangoni flows can alter the typical outward capillary flows in a drying droplet. Previous studies show that intricate time-dependent periodic motions of colloidal particles, such as Marangoni eddies and back-and-forth oscillatory
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74c15bf163f2769d46f6510012f79846
https://doi.org/10.1007/s12206-020-0128-1
https://doi.org/10.1007/s12206-020-0128-1
Autor:
Igor Solovyev, Evgenia V. Komleva, Mikhail I. Katsnelson, Sergey V. Streltsov, Valentin Yu. Irkhin
Publikováno v:
Physical Review B, 102, 17, pp. 1-8
Physical Review B, 102, 1-8
Phys. Rev. B
Physical Review B
Physical Review B, 102, 1-8
Phys. Rev. B
Physical Review B
First-principles calculations and a model consideration of magnetically frustrated layered material PdCrO2 are performed. The results on the exchange parameters are in agreement with the experimental data on the Curie-Weiss temperature (θ). We show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::45eab3203529660f0a76ae28937d95df
https://doi.org/10.1103/physrevb.102.174438
https://doi.org/10.1103/physrevb.102.174438
The Kovacs effect is a remarkable feature of the ageing dynamics of glass forming liquids near the glass transition temperature. It consists in a non-monotonous evolution of the volume/enthalpy after a succession of two abrupt temperature changes: fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74c0ea11d13fa09ccd7e8b0fff711fb4
https://orca.cardiff.ac.uk/id/eprint/144397/1/1910.10374.pdf
https://orca.cardiff.ac.uk/id/eprint/144397/1/1910.10374.pdf
Publikováno v:
Adv Mater
Nanoscale metal-organic frameworks (nMOFs) have recently been shown to provide better radiosensitization than solid nanoparticles when excited with X-rays. Here we report the first Monte Carlo simulation of different radiosensitization effects by nan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60990237b182029ab5fa09fff7e5de67
https://europepmc.org/articles/PMC8492529/
https://europepmc.org/articles/PMC8492529/
Autor:
Evyatar Tulipman, Erez Berg
We study properties of thermal transport and quantum many-body chaos in a lattice model with $N\to\infty$ oscillators per site, coupled by strong anharmonic terms. We first consider a model with only optical phonons. We find that the thermal diffusiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bd051756a0b27efb81d898554ec5788
http://arxiv.org/abs/2108.01107
http://arxiv.org/abs/2108.01107
Publikováno v:
Physical Review E. 104
Synaptic receptor and scaffold molecules self-assemble into membrane protein domains, which play an important role in signal transmission across chemical synapses. Experiment and theory have shown that the formation of receptor-scaffold domains of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f801dd93afbd96aef28e2231a203ca4d
https://doi.org/10.1103/physreve.104.014403
https://doi.org/10.1103/physreve.104.014403
Autor:
Clark Lundberg, Babak Lotfaliei
Publikováno v:
Applied Economics Letters. 27:1160-1169
We develop a binomial lattice model of zero-leverage behaviour using a real option on debt issuance. With the option, firms may delay issuance even when debt is feasible and adds value to the firm....
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95687b4c8e7d8e9be690c4c276721ee1
https://doi.org/10.1080/13504851.2019.1675860
https://doi.org/10.1080/13504851.2019.1675860