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Parametric option pricing models are largely used in Finance. These models capture several features of asset price dynamics. However, their pricing performance can be significantly enhanced when they are combined with nonparametric learning approaches that ...
This paper aims to perform a real options valuation of fusion energy R&D programme. Strategic value of thermonuclear fusion technology is estimated here based on the expected cash flows from construction and operation of fusion power plants and the real op ...
Process integration methods aim at identifying options for heat recovery and optimal energy conversion in industrial processes. For the heat cascade, it is assumed that any heat exchange between cold and hot streams is possible, but due to industrial const ...
Understanding the investment decisions of power companies is vital for a regulator as particularly deficient investments in generation capacity could jeopardize the market in the long run. Considering potential risks that could hamper investments, the pape ...
This paper examines the effects of capital gains taxation on firms’ investment and financing decisions. We develop a real options model in which the timing of investment, the decision to default, and the firm’s capital structure are endogenously and jointl ...
We study trading in option strategies in the FTSE-100 index market. Trades in option strategies represent around 37% of the total number of trades and over 75% of the total trading volume in our sample. We find some evidence that order flow in volatility-s ...
A fully CMOS compatible fabrication flow using low temperature a-Si LPCVD and stencil lithography has been developed and proved suitable for SiNW FinFETs having ambipolar conductance. The stencil mask has been demonstrated to be a real option for sub-micro ...
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathe ...
Temporary water transfers, as achievable under option contracts, capture gains from trade that would go unrealized if only permanent transfers of water rights were possible. This paper develops a bilateral option contracting model for water which includes ...
The design of a remote steering (RS) variant of the electron cyclotron heating (ECH) upper port launcher (UPL) for neo-classical tearing mode (NTM) stabilization in ITER is being finalised. The RS variant is the fall-back option for the reference design, w ...
