Results 51 to 60 of about 5,037,686 (305)
Golgi enzymes are retrieved from the plasma membrane to the trans‐Golgi network
FEBS Letters, EarlyView.Golgi enzymes are traditionally considered resident proteins retained within the Golgi apparatus. Here, we demonstrate that a subset transiently reaches the cell surface and is subsequently retrieved to the trans‐Golgi network via retrograde transport. Using a nanobody‐based toolkit, we uncover a dynamic trafficking cycle of several Golgi enzymes.
Dominik P. Buser, Tina Junne
wiley +1 more source
Translophagy—A potential link between autophagy impairment and translational errors
FEBS Letters, EarlyView.Neurodegenerative diseases are characterised by the accumulation of abnormal proteins and protein aggregates, but their origin often remains unknown. We propose that selective autophagy removes damaged protein‐making machinery, preventing errors during protein synthesis.
Mykola V. Korolchuk +11 more
wiley +1 more source
Chiral separation of chloroalkanes with the chromatographic column onboard Martian rovers
FEBS Letters, EarlyView.Computer image of the Rosalind Franklin Rover of ESA's ExoMars mission. ExoMars is scheduled to land on planet Mars in Oxia Planum in 2029. This area represents an interesting spot to look for biosignatures. Investigations of ExoMars include measurement on molecular chirality. We show that chiral chloroalkanes, that have been identified on Mars, can be
Asma Merzougui +4 more
wiley +1 more source
Path dependent option pricing under Lévy processes applied to Bermudan options [PDF]
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
core +1 more source
A Stochastic Optimization Method for European Option Pricing [PDF]
Annals of computer science and information systems, 2022 Venelin Todorov, Slavi Georgiev
doaj +1 more source
Proactive Hedging European Call Option Pricing with Linear Position Strategy
Discrete Dynamics in Nature and Society, 2018 Proactive hedging option is an exotic European stock option designed for hedgers. Such option requires option holders to buy in (or sell out) the underlying asset (stock) and allows them to adjust the holdings of the underlying asset per its price ...
Meng Li, Xuefeng Wang, Fangfang Sun
doaj +1 more source
Option Pricing Under the Variance Gamma Process [PDF]
In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core
Artificial molecular machines and motors—Design and control of nanoscale motion
FEBS Letters, EarlyView.Molecules are constantly moving because of thermal fluctuations, but random motion alone cannot be exploited to perform directional tasks. Artificial molecular machines use chemical, electrical, or light energy to bias this motion. Molecular shuttles, rotary motors, and supramolecular pumps illustrate how nanoscale movement can be controlled and ...
Leonardo Andreoni, Alberto Credi
wiley +1 more source
Deep Learning Artificial Neural Network for Pricing Multi-Asset European Options
MathematicsThis paper studies a p-layers deep learning artificial neural network (DLANN) for European multi-asset options. Firstly, a p-layers DLANN is constructed with undetermined weights and bias.
Zhiqiang Zhou +4 more
doaj +1 more source
The British Asian Option [PDF]
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff ...
Kristoffer Glover +2 more
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