Results 121 to 130 of about 5,037,686 (305)
NMR metabolomics revealed concentration‐dependent metabolic perturbations in HepG2 cells exposed to H2O2. Rifampicin pretreatment enhanced metabolic competence, attenuated toxin‐induced alterations and produced metabolite profiles more consistent with human liver physiology, supporting the use of CYP450‐induced HepG2 models for improved in vitro ...
Maren Jinks +4 more
wiley +1 more source
Identification of (20R)‐protopanaxadiol from Panax ginseng as a novel anti‐SARS‐CoV‐2 compound
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
In this paper, we recover the European option volatility function σ(t) of the underlying asset and the fractional order α of the time fractional derivatives under the time fractional Vasicek model.
Yunkang Du, Zuoliang Xu
doaj +1 more source
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach [PDF]
A compound option (the mother option) gives the holder the right, but not obligation to buy (long) or sell (short) the underlying option (the daughter option).
Boda Kang, Carl Chiarella
core
Heterotropic regulation and negative homotropic cooperativity
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 +5 more
wiley +1 more source
A numerical study of the European option by the MLPG method with moving kriging interpolation. [PDF]
Phaochoo P +2 more
europepmc +1 more source
The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing [PDF]
Crisis events such as the 1987 stock market crash, the Asian Crisis and the bursting of the Dot-Com bubble have radically changed the view that extreme events in financial markets have negligible probability.
Sheri Markose, Amadeo Alentorn
core
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 +5 more
wiley +1 more source
This 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
An accurate analytical approximation for the price of a European-style arithmetic Asian option. [PDF]
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence structure between the prices of the underlying asset, no simple exact pricing formula exists, not even in a Black-Scholes setting.
Goovaerts, Marc, Vyncke, D, Dhaene, Jan
core

