Results 61 to 70 of about 166,542 (298)

Financial Accounting Standard no. 133--the reprieve [PDF]

Financial Accounting Standards Board ; Hedging (Finance) ; Derivative ...
Liza Ashley, Robert Bliss
core  

A general methodology to price and hedge derivatives in incomplete markets

, 1999
We introduce and discuss a general criterion for the derivative pricing in the general situation of incomplete markets, we refer to it as the No Almost Sure Arbitrage Principle.
Aurell, E., Baviera, R., Hammarlid, O., Serva, M., Vulpiani, A.   +4 more
core   +1 more source

Establishment of a humanized patient‐derived xenograft mouse model of high‐grade serous ovarian cancer for preclinical evaluation of combination immunotherapy

Molecular Oncology, EarlyView.
We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric, Line Bjørge, Martine Rott Lode, Cecilie Fredvik Torkildsen, Pia Aehnlich, Rammah Elnour, Daniela Elena Costea, Lars Andreas Akslen, Liv Cecilie Vestrheim Thomsen, Emmet McCormack, Katrin Kleinmanns   +10 more
wiley   +1 more source

Investigation of the hyperchaos and control in the fractional order financial system with profit margin

Partial Differential Equations in Applied Mathematics
This research study proposes a novel hyperchaotic finance system with profit margin and then utilizes the Adomian Decomposition Method (ADM) to tackle the solution of the associated Caputo-derivative based fractional-order hyperchaotic finance system ...
Muhamad Deni Johansyah, Aceng Sambas, Sania Qureshi, Song Zheng, Tarek M. Abed-Elhameed, Sundarapandian Vaidyanathan, Ibrahim Mohammed Sulaiman   +6 more
doaj   +1 more source

Pricing of American Put Option under a Jump Diffusion Process with Stochastic Volatility in an Incomplete Market

Abstract and Applied Analysis, 2014
We study the pricing of American options in an incomplete market in which the dynamics of the underlying risky asset is driven by a jump diffusion process with stochastic volatility. By employing a risk-minimization criterion, we obtain the Radon-Nikodym
Shuang Li, Yanli Zhou, Xinfeng Ruan, B. Wiwatanapataphee   +3 more
doaj   +1 more source

Energy Finance: The Case for Derivative Markets. [PDF]

Energy Markets;
Lautier, Delphine, Simon, Yves
core  

Fractional calculus and continuous-time finance II: the waiting-time distribution

, 2000
We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution ...
Butzer, Caputo, Clark, Enrico Scalas, Francesco Mainardi, Gel'fand, Gorenflo, Gorenflo, Gorenflo, Hilfer, Hughes, Klafter, Lefol, Mainardi, Mainardi, Mainardi, Mantegna, Marco Raberto, Montroll, Montroll, Montroll, Podlubny, Rudolf Gorenflo, Saichev, Samko, Schneider, Weiss, Weiss   +27 more
core   +3 more sources

KDM7A and KDM1A inhibition suppresses tumour promoting pathways in prostate cancer

Molecular Oncology, EarlyView.
Treatment resistance is a major challenge for patients with advanced prostate cancer. This study examined an alternative approach to target the major prostate cancer‐promoting pathway by targeting epigenetic factors, whose levels are higher in tumours.
Jennie N Jeyapalan, Veronika M Metzler, Simone de Brot, Corinne L Woodcock, Anna E Harris, Jennifer Lothion‐Roy, Emeli M Nilsson, Atara Ntekim, Michael S Toss, Jenny L Persson, Francesca Khani, Brian D Robinson, Lorraine J Gudas, Emad Rakha, David M Heery, Catrin S Rutland, Nigel P Mongan   +16 more
wiley   +1 more source

Efficient Scheme for the Economic Heston–Hull–White Problem Using Novel RBF-FD Coefficients Derived from Multiquadric Function Integrals

Mathematics
This study presents an efficient method using the local radial basis function finite difference scheme (RBF-FD). The innovative coefficients are derived from the integrals of the multiquadric (MQ) function.
Tao Liu, Zixiao Zhao, Shiyi Ling, Heyang Chao, Hasan Fattahi Nafchi, Stanford Shateyi   +5 more
doaj   +1 more source

Art & Finance: Fine Art Derivatives

Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 2014
This work is intended to introduce a new kind of asset, the so called art asset. This financial tool is an asset whose value is related to an art-work, and in particular to the artist reputation. It will be shown the evaluation of an art asset by using a particular kind of volatility, the α-hedging. This tool normalizes the prices volatility of the art-
Quattrocchi, Laura, Strati, Francesco
openaire   +1 more source