Option Contracting in the California Water Market

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

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 ...

Guanine crystals are frequently encountered in nature in the beta-polymorph to create structural colors, to enhance the vision of creatures, and for camouflage. Unfortunately, it is challenging to control the crystallization of guanine in aqueous condition ...

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 ...

A novel-biobased latex was synthesized by redox-initiated emulsion copolymerization of ethoxy dihydroeugenyl methacrylate with 5 wt % of a photosensitive methacrylate containing a coumarin group. A stable copolymer latex having 16 wt % solids content and a ...

The worsening of drought events with rising air temperature alters tree water relations causing severe hydraulic impairments and widespread forest mortality. Mixing tree species with contrasting hydraulic traits could reduce forest vulnerability to extreme ...

Heterogeneous ice nucleation is a ubiquitous process in the natural and built environment. Deposition ice nucleation, i.e. heterogeneous ice nucleation that - according to the traditional view - occurs in a subsaturated water vapor environment and in the a ...

Photo-electrochemical (PEC) devices allow for converting solar energy into chemical energy and for the production of energetically dense solar fuels. Light absorption, charge separation and transport, electrochemical reactions, and ionic transport are requ ...

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 ...

The remarkable adaptability observed in marine ecosystems has often inspired researchers when developing new soft materials. The research undertaken in this thesis explores how ion chelator pair interactions influence the mechanical properties of bioinspir ...

Water impacts form the critical load case for high-performance carbon fibre reinforced polymer (CFRP) racing craft. Such events produce a peaked, non-uniform pressure distribution that travels along a hull panel as it is immersed. Current design standards ...

As air temperature and vapor pressure deficit (VPD) increase continuously, forests are losing more water through evapotranspiration, with large consequences for local and global hydrological cycles. In regions with high vegetation cover, soil warming can b ...

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

The availability of a reliable and sufficient amount of water constitutes one of the Sustainable Development Goals set by the United Nations. The provision of water is still challenging in many regions of the world, especially in arid and semi-arid regions ...

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 ...

Stream periphytons are candidate ecosystem engineers in proglacial margins. Here, we quantify the extent to which they are engineers for the case of hillslope-fed tributaries in the terrace zones of proglacial margin alluvial plains. Candidate ecosystem en ...

Incidents where water networks are contaminated with microorganisms or pollutants can result in a large number of infected or ill persons, and it is therefore important to quickly detect, localize and estimate the spread and source of the contamination. In ...

Clean water is essential for human survival, but access to safe drinking water remains a challenge in resource -limited regions. Herein, we explored a low-cost but effective solution for water potabilization using natural iron sources from soils along with ...

Chemical oxidation has been applied in municipal water treatment for more than a century, initially for disinfection. In the early decades, chlorine disinfection was adopted in the fight against waterborne disease. However, the oxidative properties of chlo ...

Bioaccumulation is defined as the enrichment of a compound in an organism relative to the surrounding water or its food, and is an important endpoint in chemical risk assessment. Under laboratory conditions, bioaccumulation is measured as bioconcentration ...

Data repository for the following publication: A. Duque-Prata*, H.-Y. Chen*, L. Müller, M. Oppermann, M. Puppin, C. Serpa, C. Bostedt and M. Chergui, “Ultrafast deep-ultraviolet study of photoexcited aqueous Ferrioxalate”, submitted to ChemPhotoCh ...

Option Contracting in the California Water Market

Chat with Graph Search

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

Confinement-Controlled Crystallization of Guanine

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

Biobased Composites from Eugenol- and Coumarin-Derived Methacrylic Latex and Hemp Nanocellulose: Cross-Linking via [2+2] Photocycloaddition and Barrier Properties

From roots to canopy: Unraveling the influence of species diversity on tree water relations under warmer and drier climates

The molecular scale mechanism of deposition ice nucleation on silver iodide

Modeling, design and economics of PEC devices

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

From Surfactants to 3D Printing: How Ion-Chelator Pair Interactions Affect the Mechanical Properties of Bioinspired Materials

On the influence of flow-front orientation on stringer stiffened composite panels in water impacts

Soil warming alters tree water use and canopy stomatal conductance in a mixed subtropical forest

Closed form approximation methods for portfolio valuation and risk management

Atmospheric water harvesting in semi-arid regions by membranes: A techno-economic assessment

Exchange options with stochastic liquidity risk

Ecosystem engineering by periphyton in Alpine proglacial streams

Estimating pollution spread in water networks as a Schrödinger bridge problem with partial information

Sunshine and a pinch of tropical soils: A natural, low-cost photo-Fenton variation for safer water, assisted by H2O2 or percabonate

Oxidative Water Treatment: The Track Ahead

The Bioaccumulation of Ionizable Organic Compounds in Fish Cell Lines

Data for "Ultrafast deep-ultraviolet study of photoexcited aqueous Ferrioxalate"