Search results for "init"
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Valuing American Options with Implementation
2017
Master's thesis Business Administration BE501 - University of Agder 2017 This master thesis aims to value American put options by using di erent numerical methods. Three valuation methods for valuing an American put option will be pre- sented and analyzed; the binomial method, the implicit nite di erence method and the least squares Monte Carlo approach (LSM). Due to the opportunity of early exercise of American option contracts, our goal is to nd the optimal exercise strategy which maximizes the payo by using numerical methods. We provide examples of how to implement each algorithm in di erent types of software. A comparison of the methods are given at the end.
Ab initio calculations of the transfer parameters and coulombic repulsion and estimation of their effects on the electron delocalization and magnetic…
2003
International audience; In this work, we present ab initio calculations on embedded fragments that permit to extract the value of the effective electron transfer integral and coulombic repulsion between W nearest neighbour atoms in a mixed-valence αPW12O40 Keggin polyoxoanion. This allows us to perform a quantitative study of the influence of these two parameters on the magnetic properties of Keggin polyoxoanions reduced by two electrons. We surprisingly find that the electron transfer between edge-sharing and corner-sharing WO6 octahedra have very close values, and show that the punctual charges estimation of coulombic repulsion may not be accurate enough to study the electronic distributi…
Electron Delocalization and Electrostatic Repulsion at the Origin of the Strong Spin Coupling in Mixed-Valence Keggin Polyoxometalates: Ab Initio Cal…
2004
International audience; Cet article détaille une procédure générale qui associe l′évaluation de paramètres microscopiques et la prédiction de propriétés macroscopiques. Les principales interactions entre les électrons délocalisés sur des polyoxométalates à valence mixte sont extraites à partir du calcul de la spectroscopie de valence de fragments immergés dans un bain qui reproduit les principaux effets du reste du cristal sur le fragment considéré. Nous avons extrait non seulement la valeur du transfert électronique, du couplage magnétique et du paramètre de "exchange-transfer" entre ions métalliques premiers et seconds voisins, mais encore la valeur de la répulsion électrostatique entre l…
Role of the electron transfer and magnetic exchange interactions in the magnetic properties of mixed-valence polyoxovanadate complexes.
2008
International audience; Modeling the properties of high-nuclearity, high-electron-population, mixed-valence (MV) magnetic systems remains one of the open challenges in molecular magnetism. In this work, we analyze the magnetic properties of a series of polyoxovananadate clusters of formula [V 18O 42] (12-) and [V 18O 42] (4-). The first compound is a fully localized spin cluster that contains 18 unpaired electrons located at the metal sites, while the second one is a MV cluster with 10 unpaired electrons largely delocalized over the 18 metal sites. A theoretical model that takes into account the interplay between electron transfer and magnetic exchange interactions is developed to explain t…
An ab initio study of the low-lying 1 A′ electronic states of indene
1999
Abstract The electronic absorption spectrum of indene in the region of the lowest-lying valence π → π * singlet excited states was studied using multi-configurational second-order perturbation theory through the CASPT2 formalism. Four 1 A′ states were found to be the most important for describing the excitation spectrum up to 6.8 eV. Their transition energies (oscillator strengths in parentheses) were computed to be: 4.46 eV (0.0004), 5.02 eV (0.175), 6.14 eV (0.221), and 6.36 eV (0.434). These states can be labelled and described as the four Platt states of indene: 1 L a , 1 L b , 1 B b , and 1 B a , respectively. This description of the spectrum explains the experimental observations bett…
Rydberg or Valence? The Long-Standing Question in the UV Absorption Spectrum of 1,1′-Bicyclohexylidene
2008
The electronic excited states of the olefin 1,1'-bicylohexylidene (BCH) are investigated using multiconfigurational complete active space self-consistent-field second order perturbation theory in its multi-state version (MS-CASPT2). Our calculations undoubtedly show that the bulk of the intensity of the two unusually intense bands of the UV absorption of BCH measured with maxima at 5.95 eV and 6.82 eV in the vapor phase are due to a single pi pi* valence excitation. Sharp peaks reported in the vicinity of the low-energy feature in the gas phase correspond to the beginning of the pi 3s(R) Rydberg series. By locating the origin of the pi pi* band at 5.63 eV, the intensity and broadening of th…
A Theoretical Study on the Low-Lying Excited States of 2,2′:5′,2′′-Terthiophene and 2,2′:5′,2′′:5′′,2′′′-Quaterthiophene
2005
The nature and properties of the low-lying singlet and triplet valence excited states of 2,2':5',2-terthiophene (terthiophene) and 2,2':5',2:5,2'-quictterthiophene (tetrdthiophene) are discussed on the basis of high-level ab initio. computations. The spectrascopic features determined experimentally for short α-oligothiophenes are rationalised on theoretical grounds. Special attention is devoted to the nonradiative decay process through intersystem crossing (ISC) from the singlet to the triplet manifold, which is known to be relatively less efficient in tetrathiophene. Along the geometry relaxation of the S 1 state of terthiophene, the S' 1 and T 2 states become degenerate, which leads. to a…
Origin of the Paramagnetic Properties of the Mixed‐Valence Polyoxometalate [GeV 14 O 40 ] 8– Reduced by Two Electrons: Wave Function Theory and Model…
2009
The aim of the work is to give an explanation of the magnetic properties of a mixed-valence [GeV14O40]8– polyoxometalate reduced by two electrons, which, in contrast to what happens in other two-electron-reduced polyoxometalates, does not show any magnetic coupling between the two unpaired electrons. For this purpose, a quantitative evaluation of the microscopic electronic parameters (electron transfer, magnetic coupling, magnetic orbital energy, and Coulomb repulsion) of the mixed-valence polyoxometalate cluster is performed. The parameters are extracted from valence-spectroscopy large configuration interaction (CI) calculations on embedded fragments. Then, these parameters are used in an …
Absolute acidity of clay edge sites from ab-initio simulations
2012
International audience; We provide a microscopic understanding of the solvation structure and reactivity of the edges of neutral clays. In particular we address the tendency to deprotonation of the different reactive groups on the (0 1 0) face of pyrophyllite. Such information cannot be inferred directly from titration experiments, which do not discriminate between different sites and whose interpretation resorts to macroscopic models. The determination of the corresponding pKa then usually relies on bond valence models, sometimes improved by incorporating some structural information from ab-initio simulations. Here we use density functional theory based molecular dynamics simulations, comb…
Multiconfigurational second-order perturbation calculation of the electronic absorption spectrum of trisilane, Si3H8
2002
The low-lying singlet excited states of trisilane have been computed using the complete active space self-consistent field (CASSCF) method, second-order perturbation theory (CASPT2), and the extended multistate CASPT2 (MS-CASPT2) approach, and a generally contracted basis set of atomic natural orbitals (ANOs) including Rydberg functions. The ground state structure was obtained from an ab initio optimization at the second-order M⊘ller-Plesset perturbation theory (MP2) level using Dunning's correlation-consistent triple-zeta basis set (cc-pVTZ) and agrees well with experiment. The calculation of the electronic transitions included the lower valence excited states and two Rydberg series conver…