Results 31 to 40 of about 40,583 (252)
Transformations of Telegraph Processes and Their Financial Applications
Risks, 2021 In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then ...
Anatoliy A. Pogorui +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Oral mucositis is a common and debilitating side effect of childhood cancer and stem cell transplant treatments. It affects the quality of life of children and young people (CYP) and places a strain on services. Photobiomodulation is recommended for oral mucositis prevention in international guidance but is poorly implemented in UK ...
Claudia Heggie +4 more
wiley +1 more source
, 2020 In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski ...
H. C. Chinwenyi +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Objective To evaluate selumetinib exposure using therapeutic drug monitoring (TDM) in pediatric patients with neurofibromatosis type 1 (NF1) and plexiform neurofibromas (PN), assess interpatient pharmacokinetic variability, and explore the relationship between drug exposure, clinical response, and adverse effects.
Janka Kovács +8 more
wiley +1 more source
Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model
Discrete Dynamics in Nature and Society, 2016 Market crashes often appear in daily trading activities and such instantaneous occurring events would affect the stock prices greatly. In an unstable market, the volatility of financial assets changes sharply, which leads to the fact that classical ...
Congyin Fan, Kaili Xiang, Peimin Chen
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Structural biology of ferritin nanocages
FEBS Letters, EarlyView.Ferritin is a conserved iron‐storage protein that sequesters iron as a ferric mineral core within a nanocage, protecting cells from oxidative damage and maintaining iron homeostasis. This review discusses ferritin biology, structure, and function, and highlights recent cryo‐EM studies revealing mechanisms of ferritinophagy, cellular iron uptake, and ...
Eloise Mastrangelo, Flavio Di Pisa
wiley +1 more source
A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models
Journal of Applied Mathematics, 2012 A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative.
Shengwu Zhou, Wei Li, Yu Wei, Cui Wen
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Pricing of Shanghai stock exchange 50 ETF options based on different volatility models.
PLoS ONE, 2023 On March 15, 2022, the volume of trade of the Shanghai Stock Exchange (SSE) 50 ETF option contracts and the CSI 300 ETF option contracts exceeded 10 million for the first time, of which 5,707,400 50 ETF options were traded, and SSE 50 ETF options, as the
Qingchun Wu +3 more
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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
MATEC Web of Conferences, 2017 The paper is focused on American option pricing problem. Assuming non-dividend paying American put option leads to two disjunctive regions, a continuation one and a stopping one, which are separated by an early exercise boundary.
Lukáš Ladislav
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