Results 31 to 40 of about 5,037,686 (305)
Alexandria Engineering JournalThe time fractional Black–Scholes equation (TFBSE) is designed to evaluate price fluctuations within a correlated fractal transmission system. This model prices American or European put and call options on non-dividend-paying stocks.
Omid Nikan +2 more
doaj +1 more source
A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
Mathematics, 2019 Since financial engineering problems are of great importance in the academic community, effective methods are still needed to analyze these models. Therefore, this article focuses mainly on capturing the discrete behavior of linear and nonlinear Black ...
Seda Gulen, Catalin Popescu, Murat Sari
doaj +1 more source
Fractal and Fractional, 2022 The Black–Scholes option pricing model is one of the most significant achievements in modern investment science. However, many factors are constantly fluctuating in the actual financial market option pricing, such as risk-free interest rate, stock price,
Jianke Zhang, Yueyue Wang, Sumei Zhang
doaj +1 more source
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
Fractal and Fractional, 2022 In this paper, we reconstruct the time-dependent volatility function of the underlying asset and the mean-reverting parameter γ of the interest rate for European options under the fractional Chan–Karolyi–Longstaff–Sanders (CKLS) stochastic interest rate ...
Jiajia Zhao, Zuoliang Xu
doaj +1 more source
FEBS Letters, EarlyView.Plasma membranes contain dynamic nanoscale domains that organize lipids and receptors. Because viruses operate at similar scales, this architecture shapes early infection steps, including attachment, receptor engagement, and entry. Using influenza A virus and HIV‐1 as examples, we highlight how receptor nanoclusters, multivalent glycan interactions ...
Jan Schlegel, Christian Sieben
wiley +1 more source
FEBS Letters, EarlyView.Proteostasis and the gut microbiota play a key role in shaping host physiology. Microbiota‐derived metabolites, vitamins, and RNA modulate host proteostasis. Findings from model systems, including C. elegans, indicate microbes can either stabilize or disrupt host proteostasis.
Abhishek Anil Dubey, Maria Ermolaeva
wiley +1 more source
Insurance Premium Formulation for Agricultural Commodity Prices
InPrime, 2022 This research develops the appropriate formula to determine insurance premiums on agricultural commodity prices that provide coverage to policyholders for losses caused by falling prices.
Betri Wendra
doaj +1 more source
FEBS Letters, EarlyView.The process of internalization of the Shiga toxin A subunit via formation of a complex with the Shiga toxin B subunit, which specifically binds to the Gb3 receptor. The peptide is designed to act as a carrier of drugs into cancer cells. Here, we explored the potential of peptides derived from the catalytic A subunit of Shiga toxin (STxA) to be drug ...
Giulia Opassi +6 more
wiley +1 more source
A numerical study of radial basis function based methods for option pricing under one dimension jump-diffusion model [PDF]
The aim of this paper is to show how option prices in the Jump-diffusion model can be computed using meshless methods based on Radial Basis Function (RBF) interpolation.
Hubbert, Simon, Chan, Ron T.L.
core +5 more sources