Results 41 to 50 of about 1,425,256 (286)
Parallel Randomized Quasi-Monte Carlo Simulation for Asian Basket Option Pricing
Journal of Algorithms & Computational Technology, 2012 High-dimensional derivatives pricing, such as Asian basket options, poses great computational challenges in practice. In this paper, parallel Randomized Quasi-Monte Carlo (RQMC) simulation method is investigated to tackle this kind of intractable ...
Yong-Hong Hu, Da-Qian Chen
doaj +1 more source
Pathways and pitfalls: a qualitative study of student experiences in biomedical science education
FEBS Open Bio, EarlyView.Biomedical science students from underrepresented backgrounds face barriers including financial strain, disrupted laboratory access and cultural exclusion. Peer networks provide vital support when institutional systems are difficult to navigate. To create inclusive learning environments and achieve academic success, educators should blend active, hands‐
Olivia J. Russell +8 more
wiley +1 more source
A fast pricing algorithm for the arithmetic half-Asian option
四川大学学报. 自然科学版, 2020 The arithmetic half-Asian option is a generalized Asian option, without analytic pricing formula. The Monte Carlo methods are most unsed in option pricing. Despite of the high pricing accuracy, the calculation time is long.
Chen Cong, TANG Ya-Yong
doaj
Identification of (20R)‐protopanaxadiol from Panax ginseng as a novel anti‐SARS‐CoV‐2 compound
FEBS Open Bio, EarlyView.We established a noninfectious BAC‐based SARS‐CoV‐2 replicon that enables antiviral screening under BSL‐2 conditions. Using this platform, we screened 373 food‐derived compounds and identified (20R)‐protopanaxadiol from Panax ginseng as a novel inhibitor of SARS‐CoV‐2 RNA replication, highlighting the value of safe replicon systems for antiviral ...
Midori Takeda +4 more
wiley +1 more source
Mathematics, 2020 This research extended the model developed by Hull and White by integrating Taylor-series expansion into the model for deriving approximate analytical solutions for stochastic volatility forward-starting Asian options.
Chih-Chen Hsu +2 more
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Evolution‐guided yeast complementation reveals functional differences in human PSPH variants
FEBS Open Bio, EarlyView.Ancient genomes can help guide which human genetic variants are tested experimentally. This study applies that idea to PSPH, a gene involved in serine biosynthesis, and uses high‐throughput yeast complementation to compare variant function. The findings reveal measurable differences among selected alleles and illustrate the value of evolution‐guided ...
Mauricio Campa‐Álvarez +6 more
wiley +1 more source
Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code)
Axioms, 2018 This paper aims to illustrate how SABO (Semi-Analytical method for Barrier Option pricing) is easily applicable for pricing floating strike Asian barrier options with a continuous geometric average.
Alessandra Aimi +2 more
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FEBS Open Bio, EarlyView.Student engagement extends beyond simple attendance. Across 891 bioscience students from three universities, attendance behaviour was associated mainly with structural influences, whereas classroom spatial behaviour reflected affective and sensory factors.
Nigel Page +4 more
wiley +1 more source
The Role of Incompleteness in Commodity Futures Markets
Frontiers in Applied Mathematics and Statistics, 2015 This paper proposes a convenience yield-based pricing for commodity futures, which embeds incompleteness of commodity futures markets in convenience yields.
Takashi eKanamura
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Aging and Cancer, EarlyView.This prospective study demonstrates that laparoscopic sphincter‐preserving surgery is feasible for elderly patients. While overall survival reaches 70% at 5 years, advanced T‐stage and the omission of neoadjuvant therapy significantly drive recurrence, highlighting the need for personalized geriatric protocols despite logistical challenges.
Huu Duc Ho +4 more
wiley +1 more source