Results 71 to 80 of about 2,199,003 (334)

On the impact of the penalty on the cancellable American options

Modern Stochastics: Theory and Applications
The cancellable American options, also known as game options, are financial instruments that give a canceling right to the option’s writer in addition to the existing such holder’s right.
Tsvetelin Zaevski
doaj   +1 more source

Pre‐analytical optimization of cell‐free DNA and extracellular vesicle‐derived DNA for mutation detection in liquid biopsies

Molecular Oncology, EarlyView.
Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen, Lucrezia De Santis, Bret M. Stephens, Vincent Bernard, Jörg C. Kalff, Lara Braun, Phillipp Leyendecker, Johannes Röttgen, Daniel Weissinger, Anirban Maitra, Paola A. Guerrero, Alexander Semaan   +11 more
wiley   +1 more source

American Barrier Option Pricing Formulas for Stock Model in Uncertain Environment

IEEE Access, 2019
In the foundation of uncertainty theory, uncertain stock model has been put forward to portray the price fluctuation of stocks in a market with uncertain information.
Rong Gao, Kaixiang Liu, Zhiguo Li, Rongjie Lv   +3 more
doaj   +1 more source

EDNRB‐dependent endothelin signaling reduces proliferation and promotes proneural‐to‐mesenchymal transition in gliomas

Molecular Oncology, EarlyView.
Glioma cells mainly express the endothelin receptor EDNRB, while EDNRA is restricted to a perivascular tumor subpopulation. Endothelin signaling reduces glioma cell proliferation while promoting migration and a proneural‐to‐mesenchymal transition associated with poor prognosis. This pathway activates Ca2+, K+, ERK, and STAT3 signalings and is regulated
Donovan Pineau, Leonor Garcia, Hugo Arnold, Antonija Hanžek, Maialen Arrieta, Laurent R Gauthier, Christine Granotier‐Beckers, François D Boussin, Amaury Herbet, Marie Hautière, Valentin Asei‐Ceschino, Clémentin Jacques, Laura Brard, Thomas Harnois, Valérie Coronas, Bruno Constantin, Aurélien Chatelier, Jean Chemin, Serge Urbach, Martial Seveno, Szimonetta Hideg, Chantal Ripoll, Kasandra Aguilar‐Cázarez, Min Zheng, Guo‐Hao Huang, Sheng‐Qing Lv, Lei Zhang, Philippe Rondard, Laurent Prezeau, Jean‐Philippe Pin, Hugues Duffau, Luc Bauchet, Valérie Rigau, Franck Denat, Charles Truillet, Didier Boquet, Jean‐Philippe Hugnot   +36 more
wiley   +1 more source

Accurate Numerical Method for Pricing Two-Asset American Put Options

Journal of Function Spaces and Applications, 2013
We develop an accurate finite difference scheme for pricing two-asset American put options. We use the central difference method for space derivatives and the implicit Euler method for the time derivative.
Xianbin Wu
doaj   +1 more source

American options in nonlinear markets [PDF]

, 2021
Edward Kim, Tianyang Nie, Marek Rutkowski   +2 more
openalex   +1 more source

CD47 promotes mitogen‐activated protein kinase and epithelial‐to‐mesenchymal transition molecular programs to drive prometastatic phenotypes in non‐small cell lung cancer

Molecular Oncology, EarlyView.
Beyond its role in immune evasion, this study identified that CD47 drives tumor‐intrinsic signaling in non‐small cell lung cancer (NSCLC). Transcriptomic profiling and functional studies revealed that CD47 regulates cell adhesion, migration, and metastasis through an ERK–EMT signaling axis.
Asa P.Y. Lau, Lilian G. Zhai, Ryunosuke Hoshi, Zackary Rousseau, Abraam Zakhary, Yin Fang Wu, Rola M. Saleeb, Heyu Ni, Kelsie L. Thu   +8 more
wiley   +1 more source

Analytic Approximations for Spread Options [PDF]

This paper expresses the price of a spread option as the sum of the prices of two compound options. One compound option is to exchange vanilla call options on the two underlying assets and the other is to exchange the corresponding put options.
Aanand Venkatramanan, Carol Alexander
core  

A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options. [PDF]

, 2005
We discuss the `continuity correction' that should be applied to connect the prices of discretely sampled American put options (i.e. Bermudan options) and their continuously-sampled equivalents.
Howison, Sam
core  

A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing [PDF]

, 2022
Da‐Wei Wang, Kirill Serkh, Christina christara   +2 more
openalex   +1 more source