Results 51 to 60 of about 7,186,614 (320)
Pricing American Options using Monte Carlo Method [PDF]
, 2012 This thesis reviewed a number of Monte Carlo based methods for pricing American options. The least-squares regression based Longstaff-Schwartz method (LSM) for approximating lower bounds of option values and the Duality approach through martingales for ...
Wu, Zhemin
core
Pediatric Blood &Cancer, EarlyView.ABSTRACT Immune effector cell‐associated hemophagocytic lymphohistiocytosis‐like syndrome (IEC‐HS) is a life‐threatening hyperinflammatory toxicity distinct from cytokine release syndrome (CRS) and neurotoxicity following chimeric antigen receptor T‐cell (CAR‐T) therapy. In a single‐institution retrospective cohort of pediatric and young adult patients
Thomas J. Galletta +6 more
wiley +1 more source
Progettazione, validazione ed implementazione di un modello reticolare avanzato per il pricing di un Flexible Forward su valute [PDF]
Risk Management Magazine, 2019 The purpose of this article is to illustrate the pricing model for Flexi-Forward contracts written on currencies through the use of an advanced lattice approach, called AMM – Adaptive Mesh Method. Flexi-Forward, also known as time-option forward contract,
Pier Giuseppe Giribone, Paolo Raviola
doaj +1 more source
, 2020 This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM).
Karasözen, Bülent +2 more
core +1 more source
pH‐mediated activation of the lysosomal arginine sensor SLC38A9
FEBS Letters, EarlyView.Cells monitor nutrient levels via the lysosomal transporter SLC38A9 to activate the mechanistic target of rapamycin complex 1 (mTORC1). This study reveals that SLC38A9 function is regulated by pH. We identified histidine 544 as a critical pH sensor that undergoes conformational changes to control amino acid efflux from lysosomes; therefore, it ...
Xuelang Mu, Ampon Sae Her, Tamir Gonen
wiley +1 more source
Is Reinforcement Learning Good at American Option Valuation?
AlgorithmsThis paper investigates algorithms for identifying the optimal policy for pricing American Options. The American Option pricing is reformulated as a Sequential Decision-Making problem with two binary actions (Exercise or Continue), transforming it into ...
Peyman Kor +2 more
doaj +1 more source
Molecular Oncology, EarlyView.Pharmacologic ascorbate (vitamin C) increases ROS, disrupts cellular metabolism, and induces DNA damage in CRPC cells. These effects sensitize tumors to PARP inhibition, producing synergistic growth suppression with olaparib in vitro and significantly delayed tumor progression in vivo. Pyruvate rescue confirms ROS‐dependent activity.
Nicolas Gordon +13 more
wiley +1 more source
Estimating the Early Exercise Premium of American Put Index Options
The International Journal of Banking and Finance, 2009 This paper examines empirically the value of early exercise by testing the ability of two American put valuation models to predict the early exercise premium for the S&P 100 American put options.
Ako Doffou
doaj
Molecular Oncology, EarlyView.Single circulating tumor cells (sCTCs) from high‐grade serous ovarian cancer patients were enriched, imaged, and genomically profiled using WGA and NGS at different time points during treatment. sCTCs revealed enrichment of alterations in Chromosomes 2, 7, and 12 as well as persistent or emerging oncogenic CNAs, supporting sCTC identity.
Carolin Salmon +9 more
wiley +1 more source
Modeling American Option Switching Model Regime and Oil Derivatives [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 In this paper we are going to model stocks and derivatives markets by means of recent research work that can be used in Iran and explain some of the market shortages.
Abdolsedeh Neisy
doaj