Yihe Zhang

Publications

1 Preparation of ATO Conductive Particles with Narrow Size Distribution

Authors: Yueying Wu, Fengzhu Lv, Yihe Zhang, Zixian Xu

Abstract:

Antimosy-doped tin oxide (ATO) particles were prepared via chemical coprecipitation and reverse emulsion. The size and size distribution of ATO particles were obviously decreased via reverse microemulsion method. At the relatively high yield the ATO particles were nearly spherical in shape, meanwhile the crystalline structure and excellent conductivity were reserved, which could satisfy the requirement as composite fillers, such as dielectric filler of polyimide film.

Keywords: Distribution, Conductivity, ATO particle, Reverse emulsion

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1540

Abstracts

1 A Generalization of Option Pricing with Discrete Dividends to Markets with Daily Price Limits

Authors: Jiahau Guo, Yihe Zhang

Abstract:

This paper proposes solutions for pricing options on stocks paying discrete dividends in markets with daily price limits. We first extend the intraday density function of Guo and Chang (2020) to a multi-day one and use the framework of Haug et al. (2003) to value European options on stocks paying discrete dividends. Next, we adopt the fast Fourier transform (FFT) to derive accurate and efficient formulae for American options and further employ the three-point Richardson extrapolation to accelerate the computation. Finally, the accuracy of our proposed methods is verified by simulations.

Keywords: fast fourier transform, richardson extrapolation, daily price limit, discrete dividend, early exercise, multi-day density function

Procedia PDF Downloads 1