Results 61 to 70 of about 5,587,958 (297)
The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market [PDF]
The birth and success of index option markets have fostered empirical research on their efficiency. While most of the literature focuses on North American markets, studies on European markets are still limited.
Marianna Brunetti, Costanza Torricelli
core
Single‐molecule DNA flow‐stretch assays for high‐throughput DNA–protein interaction studies
FEBS Open Bio, EarlyView.We describe an optimised single‐molecule DNA flow‐stretch assay that visualises DNA–protein interactions in real time. Linear DNA fragments are tethered to a surface and stretched by buffer flow for fluorescence imaging. Using λ and φX174 DNA, this protocol enhances reproducibility and accessibility, providing a versatile approach for studying diverse ...
Ayush Kumar Ganguli +8 more
wiley +1 more source
MathematicsThis paper addresses the valuation of European options, which involves the complex and unpredictable dynamics of fractal market fluctuations. These are modeled using the α-order time-fractional Black–Scholes equation, where the Caputo fractional ...
Xin Cai, Yihong Wang
doaj +1 more source
Call and put implied volatilities and the derivation of option implied trees [PDF]
Standard methodologies for the derivation of implied trees from option prices are based on the validity of the put-call parity. Muzzioli and Torricelli (2002) propose a methodology which accounts for PCP violations.
S. Muzzioli, C. Torricelli, V. Moriggia
core
MagmaFlow: A desktop platform for artificial intelligence‐driven expression analysis
FEBS Open Bio, EarlyView.MagmaFlow is a free, no‐code platform for gene expression analysis. It generates interactive volcano plots, links genes to literature, pathways, and diseases, prioritizes candidates using millions of publications, identifies affected biological processes, builds network diagrams, and exports publication‐ready figures and reports for macOS and Windows ...
Carlos E. Buss +7 more
wiley +1 more source
Risks, 2015 In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black–Scholes models.
Lingjiong Zhu
doaj +1 more source
Valuation of European Call Option via Inverse Fourier Transform
Information Technology and Management Science, 2017 Very few models allow expressing European call option price in closed form. Out of them, the famous Black– Scholes approach sets strong constraints – innovations should be normally distributed and independent. Availability of a corresponding characteristic function of log returns of underlying asset in analytical form allows pricing European call ...
Rubenis, Oskars, Matvejevs, Andrejs
openaire +2 more sources
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options [PDF]
Since 1998, large investment banks have flooded the European capital markets with issues of call warrants.This has led to a unique situation in the Netherlands, where now call warrants, traded on the stock exchange, and long-term call options, traded on ...
Horst, J.R. ter, Veld, C.H.
core
Identification of (20R)‐protopanaxadiol from Panax ginseng as a novel anti‐SARS‐CoV‐2 compound
FEBS Open Bio, EarlyView.We established a noninfectious BAC‐based SARS‐CoV‐2 replicon that enables antiviral screening under BSL‐2 conditions. Using this platform, we screened 373 food‐derived compounds and identified (20R)‐protopanaxadiol from Panax ginseng as a novel inhibitor of SARS‐CoV‐2 RNA replication, highlighting the value of safe replicon systems for antiviral ...
Midori Takeda +4 more
wiley +1 more source
Modern Stochastics: Theory and Applications, 2015 We consider a discrete-time approximation of paths of an Ornstein–Uhlenbeck process as a mean for estimation of a price of European call option in the model of financial market with stochastic volatility.
Sergii Kuchuk-Iatsenko, Yuliya Mishura
doaj +1 more source