Publications related to Binary option

How Integrated are Credit and Equity Markets? Evidence from Index Options

Pierre Collin Dufresne, Jan Benjamin Junge

We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...

Wiley2024

Fly-Swat or Cannon? Cost-Effective Language Model Choice via Meta-Modeling

Robert West, Maxime Jean Julien Peyrard, Marija Sakota

Generative language models (LMs) have become omnipresent across data science. For a wide variety of tasks, inputs can be phrased as natural language prompts for an LM, from whose output the solution can then be extracted. LM performance has consistently be ...

Assoc Computing Machinery2024

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

François Maréchal, Daniel Alexander Florez Orrego, Meire Ellen Gorete Ribeiro Domingos, Réginald Germanier

The production of aluminium largely depends on the use of fossil fuels, resulting in the emission of significant amounts of greenhouse gases. As the aluminium industry is working towards decreasing its environmental burdens, the elimination of direct emiss ...

2024

Exchange options with stochastic liquidity risk

Puneet Pasricha

In this article, we account for the liquidity risk in the underlying assets when pricing European exchange options, which has not been considered in the literature. An Ornstein-Uhlenbeck process with the mean -reversion property is selected to model the ma ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Adapting Haptic Feedback for Guided Meditation

Cédric Duchene, Nicolas Henchoz, Emily Clare Groves, Romain Simon Collaud, Andreas Sonderegger, Yoann Pierre Douillet

Technology supporting meditation is a multimillion-dollar market that continues to grow. There is also strong academic interest to understand and improve the impact technology can have for the user experience of practitioners. However, little work investig ...

2023

Extension, validation, and optimization of Serpent/DYN3D/ATHLET code system for SFR applications

Vincenzo Anthony Di Nora

The sequence of codes Serpent/DYN3D has been developed by the Helmholtz-Zentrum Dresden-Rossendorf and successfully applied to core static and transient analyses of sodium-cooled fast reactors (SFRs). The successful application of the sequence to SFRs was ...

EPFL2023

Genetic features and genomic targets of human KRAB-zinc finger proteins

Didier Trono, Jacques Fellay, Priscilla Turelli, Christian Axel Wandall Thorball, Sandra Eloise Kjeldsen, Evaristo Jose Planet Letschert, Julien Léonard Duc, Cyril David Son-Tuyên Pulver, Romain Forey, Bara Khubieh

Krüppel-associated box (KRAB) domain-containing zinc finger proteins (KZFPs) are one of the largest groups of transcription factors encoded by tetrapods, with 378 members in human alone. KZFP genes are often grouped in clusters reflecting amplification by ...

2023

Critical Review on Bromate Formation during Ozonation and Control Options for Its Minimization

Urs von Gunten

Ozone is a commonly applied disinfectant and oxidantin drinkingwater and has more recently been implemented for enhanced municipalwastewater treatment for potable reuse and ecosystem protection. Onedrawback is the potential formation of bromate, a possible ...

AMER CHEMICAL SOC2023

Modeling and Optimization of Ridesplitting Operations

Caio Vitor Beojone

Ridesourcing has driven a lot of attention in recent years with the expansion of companies like Uber, Lift, and many others around the world. Companies use mobile applications connected through the internet to match drivers and their passengers real-time. ...

EPFL2023

Dataset for the article "Frequency regulation with storage: On losses and profits"

Daniel Kuhn, François Richard Vuille, Dirk Lauinger

This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Zenodo2023