Results 91 to 100 of about 7,186,614 (320)
Some results on optimal stopping problems for one-dimensional regular diffusions
, 2017 For a type of employee stock option (ESO) and an American put option with a barrier, we obtain closed-form formulae for the value functions and provide a complete characterization for optimal stopping/continuation regions.
Huang, Dongchao, Song, Jian
core
CEV asymptotics of American options
Journal of Mathematical Analysis and Applications, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pun, Chi Seng, Wong, Hoi Ying
openaire +3 more sources
FEBS Open Bio, EarlyView.This paper reveals how human lactoferrin–albumin fusion (hLF‐HSA) potently suppresses lung adenocarcinoma cell migration. hLF‐HSA upregulates NHE7, leading to Golgi alkalization, disruption of the Golgi secretome, downregulation of MMP1, and reversal of EMT. These findings suggest a novel Golgi‐targeting strategy to suppress cancer cell migration.
Hana Nopia +3 more
wiley +1 more source
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
Frontiers in Applied Mathematics and Statistics, 2016 This paper considers the American option pricing problem under the stochastic volatility models. In particular, we introduce the GARCH model with two heavy-tailed distributions: classical tempered stable (CTS) and normal tempered stable (NTS ...
Xiang eShi +2 more
doaj +1 more source
YIPFα1A expression is regulated by multilayered molecular mechanisms
FEBS Open Bio, EarlyView.YIPFα1A, a five‐pass Golgi protein, is regulated at multiple layers. (1) Rare‐codon enrichment drives translation‐coupled mRNA decay. (2) A proximal 3′‐UTR element stabilizes mRNA. (3) A distal 3′‐UTR element included by alternate poly(A) site usage represses translation, which can be overridden by the proximal 3′‐UTR element.
Tokio Takaji +2 more
wiley +1 more source
A local radial basis function method for high-dimensional american option pricing problems
Mathematical Modelling and Analysis, 2018 In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a change of spatial variables based in LDLT ...
Rafael Company +3 more
doaj +1 more source
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach [PDF]
A compound option (the mother option) gives the holder the right, but not obligation to buy (long) or sell (short) the underlying option (the daughter option).
Boda Kang, Carl Chiarella
core
FEBS Open Bio, EarlyView.The MRP4 transporter exports several drugs and signaling molecules. Here, we identified key promoter elements regulating basal MRP4 expression. Using reporter assays, we defined a conserved region with essential Sp1 and contributory Ets sites, which controlled basal MRP4 expression.
Debora Singer +7 more
wiley +1 more source
Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee
Risks, 2014 We present the optimal consumption and investment strategy for an investor, endowed with labor income, searching to maximize utility from consumption and terminal wealth when facing a binding capital constraint of a European (constraint on terminal ...
Morten Tolver Kronborg
doaj +1 more source
Derivation and characterization of retinal pigment epithelium from urine‐derived iPSCs
FEBS Open Bio, EarlyView.Age‐related macular degeneration causes vision loss via RPE dysfunction and loss. Traditional iPSC therapies rely on invasive biopsies, limiting scalability. Here, we utilize urine‐derived stem cells as an accessible source to generate u‐iPSCs, successfully differentiated into pigmented RPE. This “Urine‐to‐Retina” platform provides a promising path for
Daniella Beiner +7 more
wiley +1 more source