Results 51 to 60 of about 2,147,862 (340)
Optimal hedging of Derivatives with transaction costs
, 2005 We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction).
Avellaneda M. +4 more
core +3 more sources
An Extension of the Concept of Derivative: Its Application to Intertemporal Choice
Mathematics, 2020 The framework of this paper is the concept of derivative from the point of view of abstract algebra and differential calculus. The objective of this paper is to introduce a novel concept of derivative which arises in certain economic problems ...
Salvador Cruz Rambaud +1 more
doaj +1 more source
The determinants of green finance and effect on the banking sector
Financial Internet Quarterly, 2023 This study examines the prerequisites and challenges faced by local and foreign commercial banks in Türkiye in supporting green business initiatives. This study uses backward logistic regression analysis to identify variables affecting green financing ...
Gör Yusuf, Tekin Bilgehan
doaj +1 more source
SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS
Ural Mathematical Journal, 2020 An important theorem in stochastic finance field is the martingale representation theorem. It is useful in the stage of making hedging strategies (such as cross hedging and replicating hedge) in the presence of different assets with different stochastic ...
Reza Habibi
doaj +1 more source
FEBS Letters, EarlyView.Phototrophs evolved light‐harvesting systems adapted for efficient photon capture in habitats enriched in far‐red radiation. A subset of eukaryotic pigment‐binding proteins can absorb far‐red photons via low‐energy chlorophyll states known as red forms.
Antonello Amelii +8 more
wiley +1 more source
Key Trends of International Trade in Derivatives
Вестник Российского экономического университета имени Г. В. ПлехановаIn spite of global economic after-effects of pandemic (both biological and economic) risks of world economy fragmentation and severance of finance integration international trade in derivatives keeps on growing as a tool of ‘finance conciliation’ and it ...
N. V. Gryzunova, A. H. Eid
doaj +1 more source
Финансы: теория и практика, 2022 This paper aims to restore some parameters of functionals using cubic splines to forecast rare events in finance and economics. The article considers the mathematical method for recovering an unknown function from many different functionals, such as the ...
Yu. A. Korablev
doaj +1 more source
FEBS Letters, EarlyView.In this study, we present the structure of AcrIE8.1, a previously uncharacterized anti‐CRISPR protein that inhibits the type I‐E CRISPR‐Cas system. Through a combination of structural and biochemical analyses, we demonstrate that AcrIE8.1 directly binds to the Cas11 subunit of the Cascade complex to inhibit the CRISPR‐Cas system.
Young Woo Kang, Hyun Ho Park
wiley +1 more source
Why emerging leaders should focus on being good postdoctoral supervisors
FEBS Letters, EarlyView.Swamped with work and suddenly a new student is waiting at your doorstep for supervision? Great—this is your chance! In this article, we share tips on how postdocs can strengthen their leadership skills while supervising students. This image has been created using DALL·E. Many postdocs work as leaders later in their career.
Hannah Rostalski +5 more
wiley +1 more source
Molecular Oncology, EarlyView.ERRFI1, a neural crest (NC)‐associated gene, was upregulated in melanoma and negatively correlated with the expression of melanocytic differentiation markers and the susceptibility of melanoma cells toward BRAF inhibitors (BRAFi). Knocking down ERRFI1 significantly increased the sensitivity of melanoma cells to BRAFi.
Nina Wang +8 more
wiley +1 more source