Results 61 to 70 of about 2,199,003 (334)
An ETD Method for Vulnerable American Options
MathematicsThis paper introduces the exponential time differencing (ETD) technique as a numerical method to efficiently solve vulnerable American options pricing.
Rafael Company +2 more
doaj +1 more source
Abstract and Applied Analysis, 2014 We study the pricing of American options in an incomplete market in which the dynamics of the underlying risky asset is driven by a jump diffusion process with stochastic volatility. By employing a risk-minimization criterion, we obtain the Radon-Nikodym
Shuang Li +3 more
doaj +1 more source
Real options methodology in public-private partnership projects valuation [PDF]
Ekonomski Anali, 2014 PPP offers numerous benefits to both public and private partners in delivery of infrastructure projects. However this partnership also involves great risks which have to be adequately managed and mitigated.
Rakić Biljana, Rađenović Tamara
doaj +1 more source
Molecular Oncology, EarlyView.Aptamers are used both therapeutically and as targeting agents in cancer treatment. We developed an aptamer‐targeted PLGA–TRAIL nanosystem that exhibited superior therapeutic efficacy in NOD/SCID breast cancer models. This nanosystem represents a novel biotechnological drug candidate for suppressing resistance development in breast cancer.
Gulen Melike Demirbolat +8 more
wiley +1 more source
Molecular Oncology, EarlyView.Meta‐transcriptome analysis identified FGF19 as a peptide enteroendocrine hormone associated with colorectal cancer prognosis. In vivo xenograft models showed release of FGF19 into the blood at levels that correlated with tumor volumes. Tumoral‐FGF19 altered murine liver metabolism through FGFR4, thereby reducing bile acid synthesis and increasing ...
Jordan M. Beardsley +5 more
wiley +1 more source
A Quasi-Closed-Form Solution for the Valuation of American Put Options
International Journal of Financial Studies, 2020 This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
Cristina Viegas, José Azevedo-Pereira
doaj +1 more source
Properties of American options under a Markovian Regime Switching Model [PDF]
, 2021 Marko Dimitrov, Lu Jin, Ying Ni
openalex +1 more source
Molecular Oncology, EarlyView.Dimethyl fumarate (DMF) reduces growth of HPV‐positive cervical cancer spheroids and induces ferroptosis in cervical cancer cells via blocking SLC7A11/Glutathione (GSH) axis. Combination of subcytotoxic doses of DMF and cisplatin (CDDP) further suppresses spheroid growth and drives cell death in 2D culture models.
Carolina Punziano +6 more
wiley +1 more source
Limit Theorems for Partial Hedging Under Transaction Costs [PDF]
, 2010 We study shortfall risk minimization for American options with path dependent payoffs under proportional transaction costs in the Black--Scholes (BS) model.
Dolinsky, Yan
core
Targeted modulation of IGFL2‐AS1 reveals its translational potential in cervical adenocarcinoma
Molecular Oncology, EarlyView.Cervical adenocarcinoma patients face worse outcomes than squamous cell carcinoma counterparts despite similar treatment. The identification of IGFL2‐AS1's differential expression provides a molecular basis for distinguishing these histotypes, paving the way for personalized therapies and improved survival in vulnerable populations globally.
Ricardo Cesar Cintra +6 more
wiley +1 more source