Results 81 to 90 of about 5,037,686 (305)
Matched spatial transcriptomics and single‐nuclei RNA‐seq were generated for anaplastic and BRAFV600E papillary thyroid cancers revealing generic and tumor‐specific states occurring in cancer cells and in the tumor microenvironment. In this context, cancer dedifferentiation mirrored organoid maturation through ordered thyroid marker gain/loss ...
Adrien Tourneur +11 more
wiley +1 more source
An RBF Method for Time Fractional Jump-Diffusion Option Pricing Model under Temporal Graded Meshes
This paper explores a numerical method for European and American option pricing under time fractional jump-diffusion model in Caputo scene. The pricing problem for European options is formulated using a time fractional partial integro-differential ...
Wenxiu Gong, Zuoliang Xu, Yesen Sun
doaj +1 more source
European Option Pricing with Transaction Costs in Lévy Jump Environment
The European option pricing problem with transaction costs is investigated for a risky asset price model with Lévy jump. By the aid of arbitrage pricing theory and the generalized Itô formula (which includes Poisson jump), the explicit solution to the ...
Jiayin Li, Huisheng Shu, Xiu Kan
doaj +1 more source
About discrete hedging and option pricing [PDF]
The approach that allows find European option price on the assumption of hedging at discrete times is proposed. The routine allows find the option price not for lognormal distribution functions of underlying asset only but for other classes of ...
Dmitry Yakovlev, Dmitry Zhabin
core
Cancer‐associated mutations in endometriosis reframe a benign disease through molecular oncology
This review aims to comprehensively analyse cancer‐associated somatic mutations (CAMs) present in endometriotic lesions, emphasizing their biological roles, spatial distribution and implications for translational applications in medicine. By contextualizing a benign state within a genomic framework, this analysis seeks to establish its value as a ...
Clarissa Mujacic +15 more
wiley +1 more source
Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion
The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices.
Yanmin Ouyang +2 more
doaj +1 more source
The Evaluation Of Barrier Option Prices Under Stochastic Volatility [PDF]
This paperc onsiders the problem o fnumerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993). We develop a method of lines approach to evaluate
Boda Kang +2 more
core
Detecting circulating tumor cells (CTCs) in blood before surgery may help predict outcomes in patients with head and neck squamous cell carcinoma (HNSCC). Here, we show when combined with tumor size and lymph node involvement from routine imaging, CTC status identifies high‐risk patients with poorer survival—offering a simple, minimally invasive tool ...
Susanne Flach +9 more
wiley +1 more source
Equilibrium Pricing Bound on Option Prices. [PDF]
We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution
Jouini, Elyès, Chazal, Marie
core
Tumour heterogeneity and clonal evolution of metastatic salivary gland cancer were evaluated in two patients with adenoid carcinoma and one patient with myoepithelial carcinoma. Radiology‐guided autopsy enabled multi‐region sampling (total samples n = 149), followed by whole‐genome sequencing and phylogenetic reconstruction (17 tumour samples, 4–7 per ...
Gerben Lassche +10 more
wiley +1 more source

