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Concept

Option time value

Related publications (5)

Oxidation of organic micropollutant surrogate functional groups with peracetic acid activated by aqueous Co(II), Cu(II), or Ag(I) and geopolymer-supported Co(II)

Urs von Gunten

Peracetic acid (PAA) in combination with transition metals has recently gained increasing attention for organic micropollutant abatement. In this study, aqueous Co(II), Cu(II), and Ag(I) were compared for their capacity to activate PAA. Co(II) outperformed ...

PERGAMON-ELSEVIER SCIENCE LTD2022

Essays in Financial Economics

Kornelia Fabisik

This thesis consists of three parts that study separate subjects in corporate finance and corporate governance. The overarching theme is ownership by CEOs and other insiders. In the first part, which is co-authored work with Rüdiger Fahlenbrach, René M. ...

EPFL2020

The Swaption Cube

We infer conditional swap rate moments model independently from swaption cubes. Conditional volatility and skewness exhibit systematic variation across swap maturities and option expiries (conditional kurtosis less so), with conditional skewness sometimes ...

Oxford Univ Press Inc2014

Energy integration optimisation of chilled ammonia process for CO2 capture

François Maréchal, Laurence Tock

Within the global challenge of climate change mitigation, CO2 capture and storage is regarded as a potential option to reduce the CO2 emissions in power plants. The most common technology to capture CO2 is chemical absorption with amines, requiring however ...

2013

Small hydropower storage and pump-storage schemes for decentralised energy supply

Nicolas Crettenand

This paper aims to explore the technical and institutional feasibility of small hydropower storage and pump-storage schemes in Switzerland. Within the European and Swiss context of the facilitation of renewable energy technologies, whereby solar and wind p ...

2011