2 papers
q-fin.MF2023
Option pricing using a skew random walk pricing tree
Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev +1
Motivated by the Corns-Satchell, continuous time, option pricing model, we develop a binary tree pricing model with underlying asset price dynamics following Itô-Mckean skew Browni…
cond-mat.mtrl-sci2023
Microwave heating as a universal method to transform confined molecules into armchair graphene nanoribbons
Haoyuan Zhang, Yingzhi Chen, Kunpeng Tang +12
Armchair graphene nanoribbons (AGNRs) with sub-nanometer width are potential materials for fabrication of novel nanodevices thanks to their moderate direct band gaps. AGNRs are usu…