Publications associées à Option Contracting in the California Water Market

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

Pierre Collin Dufresne, Jan Benjamin Junge

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 ...

Wiley2024

Confinement-Controlled Crystallization of Guanine

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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 ...

Amer Chemical Soc2024

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

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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 ...

Assoc Computing Machinery2024

Structure and dynamics of liquid water from ab initio simulations: adding Minnesota density functionals to Jacob's ladder

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The accurate representation of the structural and dynamical properties of water is essential for simulating the unique behavior of this ubiquitous solvent. Here we assess the current status of describing liquid water using ab initio molecular dynamics, wit ...

Royal Soc Chemistry2024

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

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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 ...

Amer Chemical Soc2024

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

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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 ...

EPFL2024

The molecular scale mechanism of deposition ice nucleation on silver iodide

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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 ...

Royal Soc Chemistry2024

Modeling, design and economics of PEC devices

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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 ...

EPFL2024

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

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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 ...

2024

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

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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 ...

EPFL2024

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

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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 ...

2024

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

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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 ...

Elsevier2024

Closed form approximation methods for portfolio valuation and risk management

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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 ...

EPFL2023

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

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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 ...

ELSEVIER2023

Exchange options with stochastic liquidity risk

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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 ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Ecosystem engineering by periphyton in Alpine proglacial streams

Matteo Roncoroni, Tom Ian Battin, Marc Aguet, Adrijan Selitaj, Davide Mancini

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 ...

WILEY2023

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

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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 ...

Elsevier2023

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

Michaël Bensimon, César Pulgarin, Stefanos Giannakis, Jérémie Decker, Thomas Guillaume

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 ...

ELSEVIER2023

Oxidative Water Treatment: The Track Ahead

Urs von Gunten, Yun Ho Lee

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 ...

2023

The Bioaccumulation of Ionizable Organic Compounds in Fish Cell Lines

Fabian Gerhard Peter Balk

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 ...

EPFL2023