Concept
Binary option
Related publications (123)
Value Estimation versus Effort Mobilization: A General Dissociation between Ventromedial and Dorsomedial Prefrontal Cortex
Deciding on a course of action requires both an accurate estimation of option values and the right amount of effort invested in deliberation to reach suf fi cient con fi dence in the fi nal choice. In a previous study, we have provided evidence, across a s ...
Soc Neuroscience2024How 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 ...
Hoboken2024Fly-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 Machinery2024Exchange options with stochastic liquidity risk
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 LTD2023Adapting 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 ...
2023Extension, validation, and optimization of Serpent/DYN3D/ATHLET code system for SFR applications
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 ...
EPFL2023Genetic features and genomic targets of human KRAB-zinc finger proteins
Didier Trono, Jacques Fellay, Priscilla Turelli, Christian Axel Wandall Thorball, Evaristo Jose Planet Letschert, Julien Léonard Duc, Romain Forey, Bara Khubieh, Sandra Eloise Kjeldsen, Alexandre Coudray, Michaël Imbeault, Cyril David Son-Tuyên Pulver, Jonas Caspar De Tribolet-Hardy
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 ...
2023Critical Review on Bromate Formation during Ozonation and Control Options for Its Minimization
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 SOC2023Modeling and Optimization of Ridesplitting Operations
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. ...
EPFL2023Dataset 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