Results 101 to 110 of about 2,199,003 (334)
A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes [PDF]
We present a quasi-analytical method for pricing multi-dimensional American options based on interpolating two arbitrage bounds, along the lines of Johnson (1983).
Li, Minqiang
core +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
Laplace Transform Method for Pricing American CEV Strangles Option with Two Free Boundaries
Discrete Dynamics in Nature and Society, 2018 Laplace transform method (LTM) has a lot of applications in the evaluation of European-style options and exotic options without early exercise features.
Zhiqiang Zhou, Hongying Wu
doaj +1 more source
Monte Carlo Pricing of American Options Using Nonparametric Regression [PDF]
This paper provides an introduction to Monte Carlo algorithms for pricing American options written on multiple assets, with special emphasis on methods that can be applied in a multi-dimensional setting.
Pellizzari Paolo, Pizzi Claudio
core
Aging and Cancer, EarlyView.ABSTRACT As global populations age, cancer is increasingly becoming a leading cause of morbidity and mortality among older adults, particularly in low‐ and middle‐income countries (LMICs). Despite accounting for the majority of new cancer cases and deaths, older individuals remain underrepresented in cancer research, clinical guidelines, and health ...
Ibrahim Bidemi Abdullateef +2 more
wiley +1 more source
On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options [PDF]
We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on dividend paying stocks. We present a new integral equation to determine the price of an American call option and its free boundary ...
Frontczak, Robert, Schöbel, Rainer
core
Aging and Cancer, EarlyView.This systematic review synthesizes prognostic models for survival and recurrence in resected non‐small cell lung cancer. While many models demonstrate moderate to good discrimination, few are externally validated and reporting quality is variable, limiting clinical applicability and highlighting the need for robust, transparent model development ...
Evangeline Samuel +4 more
wiley +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Status epilepticus (SE) is associated with significant mortality. Sleep architecture may reflect normal brain function. Impaired sleep architecture is associated with poorer outcomes in numerous conditions. Here we investigate the association of sleep architecture in continuous EEG (cEEG) with survival in SE.
Ran R. Liu +5 more
wiley +1 more source
Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems
MathematicsThe aim of this paper is to examine some American-style financial instruments that lead to two-sided optimal hitting problems. We pay particular attention to derivatives that are similar to strangle options but have a quadratic payoff function.
Tsvetelin S. Zaevski
doaj +1 more source
The Randomized American Option as a Classical Solution to the Penalized Problem
Journal of Function Spaces, 2015 We connect the exercisability randomized American option to the penalty method by showing that the randomized American option value u is the unique classical solution to the Cauchy problem corresponding to the canonical penalty problem for American ...
Guillaume Leduc
doaj +1 more source