Results 101 to 110 of about 5,037,686 (305)

APPLICATION OF DELTA GAMMA (THETA) NORMAL APPROXIMATION IN RISK MEASUREMENT OF AAPL'S AND GOLD'S OPTION

open access: yesMedia Statistika
The option value has a nonlinear dependence relationship on risk factors existing in the capital market. Therefore, this paper considered utilizing Delta Gamma (Theta) Normal Approximation (DGTNA) as a nonlinear approach to determine the change of profit/
Evy Sulistianingsih   +4 more
doaj   +1 more source

Extracellular matrix remodeling and immune reprogramming drive residual tumor progression of liver cancer after incomplete microwave ablation

open access: yesMolecular Oncology, EarlyView.
Incomplete microwave ablation (iMWA) of liver cancer triggers a biphasic progression in residual tumors. At Day 3, the microenvironment is characterized by acute inflammatory responses and extracellular matrix (ECM) remodeling. By Day 14, a profound shift occurs toward oncogenic signal transduction and immunosuppression, marked by macrophage ...
Yu Liu   +9 more
wiley   +1 more source

Application of SWR algorithm in option pricing

open access: yes四川大学学报. 自然科学版, 2019
In this paper, inspired by the idea of solving heat conduction equation by means of Schwarz waveform relaxation algorithm, we analyze the feasibility of applying SWR algorithm in European option pricing.
HE Guang, LONG Xian-Jun
doaj  

SPHINX31 acts as a SRPK1 inhibitor targeting the ATR/DNA‐PKcs/CHK1 replicative checkpoint to inhibit cell growth in non‐small cell lung cancer

open access: yesMolecular Oncology, EarlyView.
The kinase SRPK1 directly interacts with the protein TOPBP1 and regulates the pre‐mRNA splicing of WIZ thereby contributing to the activation of the ATR/CHK1 replicative checkpoint in response to replicative stress. This allows cancer cells' genomic stability and survival.
Amani Shreim   +17 more
wiley   +1 more source

Equilibrium Pricing Bounds on Option Prices [PDF]

open access: yes
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  

Raman‐based label‐free microscopic analysis of the pancreas in living zebrafish larvae

open access: yesFEBS Open Bio, EarlyView.
Forward stimulated Raman scattering (F‐SRS) and epi coherent anti‐Stokes Raman scattering (E‐CARS) allow label‐free discrimination of distinct subcellular structures in the pancreas of living zebrafish larvae. Given the straightforward applicability, we anticipate broad implementation of Raman microscopy in other organs and across various biomedical ...
Noura Faraj   +3 more
wiley   +1 more source

Option pricing using hidden Markov models [PDF]

open access: yes, 2006
Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
core   +1 more source

Single‐molecule DNA flow‐stretch assays for high‐throughput DNA–protein interaction studies

open access: yesFEBS 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

Space-time analyticity of weak solutions to semilinear parabolic systems with variable coefficients

open access: yesElectronic Journal of Differential Equations, 2021
Falko Baustian, Peter Takac
doaj  

Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]

open access: yes
This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Nagarajan, Thirukumaran   +1 more
core  

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