Does patience pay? : empirical testing of the option to delay accepting a tender offer in the U.S. banking sector [PDF]
, 2006 We examine the empirical predictions of a real option-pricing model using a large sample of data on mergers and acquisitions in the U.S. banking sector.
Kräussl, Roman, Campbell, Rachel A.
core
Optimizing photoactivation of PA‐mCherry for optical pooled CRISPR screens
FEBS Open Bio, EarlyView.Photoactivatable PA‐mCherry finds widespread use to optically tag individual cells. However, confocal 405 nm UV laser‐scanning (normal scan) is much less efficient than widefield UV illumination, limiting the use of PA‐mCherry on confocal instruments. We remedy this limitation by reporting that rapid and repeated confocal scanning with a low‐intensity,
Sravasti Mukherjee +3 more
wiley +1 more source
Managing Option Fragility [PDF]
We analyze and explore option fragility, the notion that option incentives are fragile due to their non-linear payoff structure. Option incentives become weaker as options fall underwater, leading to pressures to reprice options or restore incentives ...
Brian J. Hall, Thomas A. Knox
core
Molecular characterization of covRS mutations in M1UK Streptococcus pyogenes
FEBS Open Bio, EarlyView.Group A Streptococcus (GAS) acquires covRS mutations driving a hypervirulent bacterial state, frequently associated with invasive disease‐like necrotizing fasciitis. We demonstrate that the newly emerged M1UK GAS lineage can also acquire these mutations.
Jarrad Pritchard +12 more
wiley +1 more source
Calling on Europe to support operational research in low-income and middle-income countries
The Lancet Global Health, 2014 GianLuca Quaglio +8 more
doaj +1 more source
Nonparametric option pricing with no-arbitrage constraints [PDF]
We propose a completely kernel based method of estimating the call price function or the state price density of options. The new estimator of the call price function fulfills the constraints like monotonicity and convexity given in Breeden and ...
Birke, Melanie, Pilz, Kay F.
core
Evaluating the involvement of autolysosomes in the nuclear translocation of fluorescent proteins
FEBS Open Bio, EarlyView.Endogenously expressed fluorescent proteins can be degraded by autophagy and transported to cell nuclei via the nuclear pore complex. But in some cell lines, for example, HeLa cells which are positive for immunoreactivity of a receptor ligand, such as UCN I, in cell nuclei, fusion of autolysosome with the nuclear envelope is involved in the nuclear ...
Keiichi Ikeda
wiley +1 more source
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
An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market [PDF]
, 2005 Includes bibliographical references.The assumption of constant asset price volatility of classical Black-Scholes model hasbeen challenged continuously. The symmetrical distribution emphasises a lognormalized asset.
Chen, Hung-Hsiang
core +1 more source
A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes [PDF]
Option values are well-known to be the integral of a discounted transition density times a payoff function; this is just martingale pricing. It's usually done in 'S-space', where S is the terminal security price.
Alan L. Lewis
core