Results 91 to 100 of about 2,199,003 (334)
Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary [PDF]
This paper presents a new numerical method for pricing American call options when the volatility of the price of the underlying stock is stochastic.
Elias Tzavalis, Shijun Wang
core
FEBS Open Bio, EarlyView.This study explores the feasibility of expressing the antitumoral protein Amblyomin‐X through a suicide gene therapy approach and investigates its intracellular fate after gene delivery. Although the gene is efficiently expressed, melanoma cells rapidly degrade the Amblyomin‐X protein via proteasome activity.
Victor Dal Posolo Cinel +4 more
wiley +1 more source
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
Evaluation of Perpetual American Put Options with General Payoff
RisksIn this paper, we study perpetual American put options with a generalized standard put payoff and establish sufficient conditions for the existence and uniqueness of the solution to the associated pricing problem.
Luca Anzilli, Lucianna Cananà
doaj +1 more source
Risks, 2015 In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black–Scholes models.
Lingjiong Zhu
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
The forecast ability of risk-neutral densities of foreign exchange [PDF]
We estimate the process underlying the pricing of American options by using higher-order lattices combined with a multigrid method. This paper also tests whether the risk-neutral densities given from American options provide a good forecasting tool.
Ben R. Craig, Joachim G. Keller
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
Evaluating approximations to the optimal exercise boundary for American options
Journal of Applied Mathematics, 2002 We consider series solutions for the location of the optimal exercise boundary of an American option close to expiry. By using Monte Carlo methods, we compute the expected value of an option if the holder uses the approximate location given by such a ...
Roland Mallier
doaj +1 more source