Results 41 to 50 of about 40,583 (252)

Analytical Solutions of the Black–Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method

Entropy, 2015
In this paper, a proposed computational method referred to as Projected Differential Transformation Method (PDTM) resulting from the modification of the classical Differential Transformation Method (DTM) is applied, for the first time, to the Black ...
Sunday O. Edeki, Olabisi O. Ugbebor, Enahoro A. Owoloko   +2 more
doaj   +1 more source

Organizing the interface—Plasma membrane architecture and receptor dynamics in virus‐cell interactions

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

Pricing and Applications of Digital Installment Options

Journal of Applied Mathematics, 2012
For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance.
Pierangelo Ciurlia, Andrea Gheno
doaj   +1 more source

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

Journal of Mathematical Sciences and Modelling, 2018
We examine European call options in the jump-diffusion version of the Double Heston stochastic volatility model for the underlying price process to provide a more flexible model for the term structure of volatility.
Rehez Ahlip, Laurence A. F. Park, Ante Prodan   +2 more
doaj   +1 more source

Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis

Journal of Mathematical Finance, 2014
To capture the impact of skewness and increase kurtosis on Black’s [1] European put values, we first substitute a Gram-Charlier (GC) distribution and next a Johnson distribution for Black’s Gaussian one. We introduce next each distribution in the option payoff and develop until the closedform expression of each put is arrived at.
openaire   +1 more source

Plecstatin inhibits hepatocellular carcinoma tumorigenesis and invasion through cytolinker plectin

Molecular Oncology, EarlyView.
The ruthenium‐based metallodrug plecstatin exerts its anticancer effect in hepatocellular carcinoma (HCC) primarily through selective targeting of plectin. By disrupting plectin‐mediated cytoskeletal organization, plecstatin inhibits anchorage‐dependent growth, cell polarization, and tumor cell dissemination.
Zuzana Outla, Jan Kosla, Magdalena Prechova, Lukas Frick, Patricia Bortel, Yasmin Borutzki, Andrea Bileck, Christopher Gerner, Samuel M. Meier‐Menches, Selma Osmanagic‐Myers, Martin Gregor   +10 more
wiley   +1 more source

A genetic algorithm to price an european put option using the geometric mean reverting model

Applied Mathematical Sciences, 2014
Evolutionary computation have been used in dierent areas of research in nance. The more the perfect price of option we obtain the more attractive it becomes to the investors. Investors have developed much interest in option investment but when the option is exercised at a wrong time, it can lead to massive loss for the investor.
Joseph Ackora-Prah, Perpetual Saah Andam, Samuel Asante Gyamerah, Daniel Gyamfi   +3 more
openaire   +1 more source

Recurrent cancer‐associated ERBB4 mutations are transforming and confer resistance to targeted therapies

Molecular Oncology, EarlyView.
We show that the majority of the 18 analyzed recurrent cancer‐associated ERBB4 mutations are transforming. The most potent mutations are activating, co‐operate with other ERBB receptors, and are sensitive to pan‐ERBB inhibitors. Activating ERBB4 mutations also promote therapy resistance in EGFR‐mutant lung cancer.
Veera K. Ojala, Sini Ahonen, Sara Peltola, Aura Tuohisto‐Kokko, Olaya Esparta, Peppi Suominen, Anne Jokilammi, Iman Farahani, Deepankar Chakroborty, Nikol Dibus, Steffen Boettcher, Tomi T. Airenne, Mark S. Johnson, Lisa D. Eli, Klaus Elenius, Kari J. Kurppa   +15 more
wiley   +1 more source

Solving the general form of the fractional Black–Scholes with two assets through Reconstruction Variational Iteration Method

Results in Applied Mathematics
The objective of this study is to examine the dynamic components of option pricing in the European put option market by utilizing the two-dimensional time fractional-order Black–Scholes equation.
Mohammad Hossein Akrami, Abbas Poya, Mohammad Ali Zirak   +2 more
doaj   +1 more source

PL Holdings case: The Investor Ordered to Pay the Expropriating State's Costs, a New Consequence of Achmea

European Papers, 2023
(Series Information) European Papers - A Journal on Law and Integration, 2022 7(3), 1131-1139 | European Forum Insight of 10 February 2023 | (Table of Contents) I. Introduction. - II. The Supreme Court's logical solution considering EU case law.
Raphaël Maurel
doaj   +1 more source