Results 41 to 50 of about 5,037,686 (305)
Investigating transcription factor dynamics in health and disease using FRAP
FEBS Letters, EarlyView.FRAP analysis of GFP‐tagged transcription factors reveals how molecular mobility and target engagement change in response to drug treatment. By combining live‐cell imaging, quantitative model fitting, and statistical analysis, this approach uncovers transcription factor dynamics linked to disease mechanisms, providing a powerful framework for ...
Kannan Govindaraj +3 more
wiley +1 more source
Convergence Numerically of Trinomial Model in European Option Pricing
International Research Journal of Business Studies, 2013 A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price.
Entit Puspita +2 more
doaj +1 more source
An epithelial GPR35 isoform supports tumor‐associated transcriptional and metabolic phenotypes
FEBS Letters, EarlyView.GPR35 generates two functionally distinct isoforms with previously unresolved roles. GPR35‐short mediates immune‐cell chemotaxis, while GPR35‐long is enriched in colorectal cancer epithelium, where it supports increased metabolism, proliferation, and tumor‐associated transcriptional programs.
Jørgen D. Rønneberg +14 more
wiley +1 more source
Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation
FEBS Letters, EarlyView.Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang +2 more
wiley +1 more source
Pricing of Proactive Hedging European Option with Dynamic Discrete Position Strategy
Discrete Dynamics in Nature and Society, 2019 Proactive hedging European option is an exotic option for hedgers in the options market proposed recently by Wang et al. It extends the classical European option by requiring option holders to continuously trade in underlying assets according to a ...
Meng Li, Xuefeng Wang, Fangfang Sun
doaj +1 more source
Estimasi Harga Multi-State European Call Option Menggunakan Model Binomial
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2011 Option merupakan kontrak yang memberikan hak kepada pemiliknya untuk membeli (call option) atau menjual (put option) sejumlah aset dasar tertentu (underlying asset) dengan harga tertentu (strike price) dalam jangka waktu tertentu (sebelum atau saat ...
Mila Kurniawaty, Endah Rokhmati +1 more
doaj +1 more source
Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
Mathematics, 2020 Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). The classical problem of pricing European and American financial options, based on the corresponding PDE formulations, is studied here ...
Beatriz Salvador +2 more
doaj +1 more source
Democratisation in the European Neighbourhood. CEPS Paperback. October 2005 [PDF]
, 2005 This is the first state-of-the-art work on the process of democratisation in the wider European neighbourhood since the seminal events of 2004, with the EU's enlargement and the Orange, Rose and Cedar Revolutions beyond.
Emerson, Michael
core
Epigenetic reprogramming of lineage switching in cancer
FEBS Letters, EarlyView.Cancer cells rarely commit to a single identity. Epigenetic mechanisms and tumor microenvironment cues push epithelial cells toward flexible, hybrid states that can shift into mesenchymal, neuroendocrine, or stem‐like fates, driving metastasis, drug resistance, and tumor heterogeneity. Targeting the epigenetic regulators behind these transitions, using
Ezgi Boyvatlı +4 more
wiley +1 more source
Fractional Partial Differential Equations Associated with Lêvy Stable Process
Mathematics, 2020 In this study, we first present a time-fractional L e ^ vy diffusion equation of the exponential option pricing models of European option pricing and the risk-neutral parameter.
Reem Abdullah Aljedhi, Adem Kılıçman
doaj +1 more source