Results 121 to 130 of about 24,063,264 (224)
On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model [PDF]
We focus on closed-form option pricing in Hestons stochastic volatility model, in which closed-form formulas exist only for few option types. Most of these closed-form solutions are constructed from characteristic functions.
Griebsch, Susanne, Wystup, Uwe
core
Phase-Space Formulation of Shock-Containing Irrotational Barotropic Euler Flow. [PDF]
Molnar SM, Godfrey JR.
europepmc +1 more source
This study identifies ARHGAP5, in addition to the frequently mutated ARHGAP35, as significantly mutated in endometrial cancer. Mutations in both genes co‐occur and are associated with their correlated downregulation. Functional CRISPR studies show that both paralogs regulate similar pathways, including actin cytoskeleton organization.
Mathilde Pinault +12 more
wiley +1 more source
Output stream analysis in a queueing model with working vacation mechanism as a power reduction strategy. [PDF]
Kobielnik M, Kempa WM.
europepmc +1 more source
We established the avian chorioallantoic membrane (CAM) assay as a scalable in vivo model for studying circulating tumor cells (CTCs). Human gastrointestinal tumors spontaneously released genetically validated CTCs that were detected across multiple platforms, demonstrating that the CAM model provides an accessible tool for investigating early cancer ...
Dennis Roth +17 more
wiley +1 more source
The nephron arterial network and its interactions: nonlinear and information theoretic analyses. [PDF]
Marsh DJ, Holstein-Rathlou NH.
europepmc +1 more source
Incomplete microwave ablation (iMWA) of liver cancer triggers a biphasic progression in residual tumors. At Day 3, the microenvironment is characterized by acute inflammatory responses and extracellular matrix (ECM) remodeling. By Day 14, a profound shift occurs toward oncogenic signal transduction and immunosuppression, marked by macrophage ...
Yu Liu +9 more
wiley +1 more source
A Novel Adaptive Synchrosqueezing Transform Based on Enhanced STFT Scheme for Wind Turbine Bearing Fault Diagnosis. [PDF]
Huang Z, Yi C, Fang X, Yang F, Deng D.
europepmc +1 more source
Circulating microRNA profiles distinguish nonmalignant Lynch syndrome from cancer‐associated Lynch syndrome, sporadic colorectal cancer, and healthy controls. Age‐stratified analysis reveals disease‐specific regulatory states, and a six‐miRNA panel shows concordant separation in an independent colorectal tissue cohort.
Ramadhani Salum Chambuso +5 more
wiley +1 more source
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]
Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer +2 more
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