Results 71 to 80 of about 5,587,958 (297)

Equilibrium Pricing Bound on Option Prices. [PDF]

We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution
Jouini, Elyès, Chazal, Marie
core  

Heterotropic regulation and negative homotropic cooperativity

FEBS Open Bio, EarlyView.
We identified a structural module common to some proteins that couple negative cooperativity with heterotropic regulation, two features that rarely coexist. These proteins are ring‐like and present an ordered asymmetry whereby noncontacting subunits are symmetric, and their tertiary structure differs from that of contacting subunits.
Veronica Morea, Francesco Angelucci, Federica Arnesano, Gianmarco Pascarella, Patrizio Di Micco, Andrea Bellelli   +5 more
wiley   +1 more source

Equilibrium Pricing Bounds on Option Prices [PDF]

We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution
Elyès Jouini, Marie Chazal
core  

Avidin is evolutionarily conserved in fish but dispensable for development and resistance against Streptococcus agalactiae in zebrafish

FEBS Open Bio, EarlyView.
The presence of biotin‐binding avidin proteins in fish and their biological significance are poorly characterized. We cataloged fish avidins and demonstrate that they are widely present and evolutionarily conserved. We created avd knockout zebrafish and show that zebavidin is dispensable for development and that resistance of avd knockout embryos in ...
Anni K. Saralahti, Markus J. T. Ojanen, Mataleena Parikka, Otto Kauko, Mika Rämet, Vesa P. Hytönen   +5 more
wiley   +1 more source

Closed-Form Pricing of European Call Options Under a Sub-Mixed Fractional Brownian Motion with Jumps via Three Pricing Approaches

Mathematics
The Black–Scholes model laid the mathematical foundation for modern option pricing; however, its assumptions—stationary, independent, and Gaussian returns—are frequently violated in real markets, where long-memory volatility and sudden price jumps are ...
Kai Zhang, Lingfei Chen, Xinmiao Zhou, Yuanxin Li, Pingling Cai, Zhihong Wang   +5 more
doaj   +1 more source

European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield

Advances in Difference Equations, 2019
This paper aims to examine and establish the models for European option pricing which include parameters of stochastic dividend yield and stochastic earning yield.
N. Phewchean, Y. Wu
doaj   +1 more source

The British Asian Option [PDF]

Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff ...
Kristoffer Glover, Goran Peskir, Farman Samee   +2 more
core  

SPG4 and Dementia: Expanding the Clinical Spectrum

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Hereditary spastic paraplegia (HSP) is a group of disorders characterized by progressive spasticity and lower limb weakness, with mutations in SPG4/SPAST being the most common cause. Detailed studies and clinical and molecular comparisons across different populations are missing.
Emanuele Panza, Arun Meyyazhagan, Eliseo Picchi, Gustavo Ribas, Ingrid Faber, Ryosuke Miyamoto, Preethi Basavaraju, Paolo Eusebi, Haripriya Kuchi Bhotla, Mario Stasi, Fabrizio Gaudiello, Francesco Patti, Filippo Maria Santorelli, Marcondes Cavalcante França Jr, José Luiz Pedroso, Orlando Graziani Povoas Barsottini, Hélio Afonso Ghizoni Teive, Peter Henry St George‐Hyslop, Toshitaka Kawarai, Antonio Orlacchio   +19 more
wiley   +1 more source

The limit value of the price of a European call option in the binomial model [PDF]

Theory of Probability and Mathematical Statistics, 2007
We find the limit value of the price of a European call option in the binomial model if the strike price does not change but the number of steps in the model tends to infinity. We assume that the market is arbitrage free.
openaire   +1 more source

The British Russian Option [PDF]

Following the economic rationale of [10] and [11] we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of American options where upon his payoff (deliverable ...
Kristoffer Glover, Goran Peskir, Farman Samee   +2 more
core