Results 41 to 50 of about 55,566 (250)
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS [PDF]
International Journal of Theoretical and Applied Finance, 2009 In this article, we study a double barrier version of the standard Parisian options. We give closed formulas for the Laplace transforms of their prices with respect to the maturity time. We explain how to invert them numerically and prove a result on the accuracy of the numerical inversion when the function to be recovered is sufficiently smooth ...
Labart, Céline, Lelong, Jérôme
openaire +4 more sources
FEBS Letters, EarlyView.Plasma membranes contain dynamic nanoscale domains that organize lipids and receptors. Because viruses operate at similar scales, this architecture shapes early infection steps, including attachment, receptor engagement, and entry. Using influenza A virus and HIV‐1 as examples, we highlight how receptor nanoclusters, multivalent glycan interactions ...
Jan Schlegel, Christian Sieben
wiley +1 more source
FEBS Letters, EarlyView.Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley +1 more source
Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
wiley +1 more source
The wiener-hopf technique and discretely monitored path-dependent option pricing [PDF]
, 2010 Fusai, Abrahams, and Sgarra (2006) employed the Wiener-Hopf technique to obtain an exact analytic expression for discretely monitored barrier option prices as the solution to the Black-Scholes partial differential equation.
Green, R. +10 more
core +1 more source
Frontiers in Veterinary ScienceThe top client barrier to veterinary care is financial. Clients have reported their desire for more payment options, with recent research findings indicating that, with them, pet families could double the amount they could spend on lifesaving care ...
Heather J. Cammisa, Samantha Hill
doaj +1 more source
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS
International Journal of Theoretical and Applied Finance, 2012 We analyze the performance of robust hedging strategies of digital double barrier options of Cox and Obłój (2011) against that of traditional hedging methods such as delta and delta/vega hedging. Digital double barrier options are financial derivative contracts which pay out a fixed amount on the condition that the underlying asset remains within or ...
JAN OBŁÓJ, FRÉDÉRIK ULMER
openaire +3 more sources
Reconstructing enzyme evolution by protein engineering
FEBS Letters, EarlyView.Natural enzyme evolution can be retraced by protein engineering methods such as directed evolution, rational design, and ancestral sequence reconstruction. These approaches reveal how enzymes emerged from ligand‐binding scaffolds, developed varying substrate preferences, formed oligomeric complexes, adapted to environmental changes, and evolved novel ...
Lukas Drexler +2 more
wiley +1 more source
Estimating the Willingness to Endow in the Capital Market with Emphasis on the Proposed Structure of the Waqf Investment Fund and Its Determinants [PDF]
تحقیقات مالی اسلامی (پیوسته)1. Introduction and ObjectiveThe institution of waqf (endowment) is one of the oldest and most influential mechanisms within Islamic economic thought, historically employed to reduce poverty, promote social welfare, and support cultural and educational ...
Saeed Farahanifard +2 more
doaj +1 more source
Investigating transcription factor dynamics in health and disease using FRAP
FEBS Letters, EarlyView.FRAP analysis of GFP‐tagged transcription factors reveals how molecular mobility and target engagement change in response to drug treatment. By combining live‐cell imaging, quantitative model fitting, and statistical analysis, this approach uncovers transcription factor dynamics linked to disease mechanisms, providing a powerful framework for ...
Kannan Govindaraj +3 more
wiley +1 more source