Results 81 to 90 of about 2,230,299 (390)
A statistical analysis of product prices in online markets [PDF]
, 2009 We empirically investigate fluctuations in product prices in online markets by using a tick-by-tick price data collected from a Japanese price comparison site, and find some similarities and differences between product and asset prices. The average price of a product across e-retailers behaves almost like a random walk, although the probability of ...
arxiv +1 more source
Advanced Science, EarlyView.A highly efficient extracorporeal device for treating bacteremia is developed by integrating microfluidic bacterial margination and engineered cell‐depleted thrombi strategically constructed in the device. The rodent models, severely infected with antibiotic‐resistant bacteria, recover from bacteremia after two subsequent extracorporeal blood ...
Bong Hwan Jang +4 more
wiley +1 more source
Finite Difference Method for the Hull–White Partial Differential Equations
Mathematics, 2020 This paper reviews the finite difference method (FDM) for pricing interest rate derivatives (IRDs) under the Hull–White Extended Vasicek model (HW model) and provides the MATLAB codes for it.
Yongwoong Lee, Kisung Yang
doaj +1 more source
Asset Prices and Capital Share Risks: Theory and Evidence [PDF]
arXiv, 2020 An asset pricing model using long-run capital share growth risk has recently been found to successfully explain U.S. stock returns. Our paper adopts a recursive preference utility framework to derive an heterogeneous asset pricing model with capital share risks.While modeling capital share risks, we account for the elevated consumption volatility of ...
arxiv
INFORMATION-BASED ASSET PRICING [PDF]
International Journal of Theoretical and Applied Finance, 2008 A new framework for asset price dynamics is introduced in which the concept of noisy information about future cash flows is used to derive the corresponding price processes. In this framework an asset is defined by its cash-flow structure. Each cash flow is modelled by a random variable that can be expressed as a function of a collection of independent
Brody, D C, Hughston, L P, Macrina, A
openaire +4 more sources
Advanced Science, EarlyView.This study develops lipid nanoparticle‐encapsulated mRNA‐encoding antibodies (mRNab‐LNPs) targeting CD19, demonstrating robust anti‐CD19 antibody production in vivo. Intramuscular injection of mRNab‐LNPs reduces CD19+ B and plasma cells in lupus and rheumatoid arthritis mice, significantly alleviating histopathological changes and tissue injuries of ...
Chipeng Guo +10 more
wiley +1 more source
Nonparametric identification of positive eigenfunctions [PDF]
, 2014 Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen linear operators. Examples include long-run risk-return relationships in dynamic asset pricing models and components of marginal ...
Christensen, Timothy
core +2 more sources
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks
, 2018 This paper shows that the latest generation of asset pricing models with long‐run risk exhibit economically significant nonlinearities, and thus the ubiquitous Campbell‐Shiller log‐linearization can generate large numerical errors. These errors translate
W. Pohl, K. Schmedders, Ole Wilms
semanticscholar +1 more source
Advanced Science, EarlyView.A novel “prof” cocktail therapy is designed. It screens antigens, selects personalized antigen panels, engineers optimized CAR‐Vδ1 T cells, and tests in patient‐derived GBM organoids, offering hope for effective CAR‐T drugs against heterogeneous solid tumors. Abstract Various challenges, including tumor heterogeneity and inadequate T cell infiltration,
Guidong Zhu +12 more
wiley +1 more source
Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
doaj