Results 21 to 30 of about 2,556,654 (259)

Regime-Switching Fischer–Margrabe Options Pricing with Liquidity Risk and Stochastic Volatility

open access: yesMathematics
This article presents a model for pricing an exchange option considering stochastic volatility and liquidity risk. The impact of liquidity risk on an asset price is considered by utilizing a liquidity discount process that is influenced by both market ...
Priya Mittal   +2 more
doaj   +1 more source

Investigating Trading Strategies in Call Option Exchange of Rail Stock and Analyzing Exchange Opportunities [PDF]

open access: yesسیاست‌گذاری اقتصادی
Purpose: Investors seek solutions in order to manage risks and create security in the market so as to have more control over the value of investment during market fluctuations. For this purpose, various derivatives have been designed.
Soheila Ojaghi   +3 more
doaj   +1 more source

Option Pricing with Given Risk Constraints and Its Application to Life Insurance Contracts

open access: yesAppliedMath
This paper presents a method for hedging in markets of two-factor diffusion and jump diffusion models under the restriction of a specified probability of success. In addition, a method for hedging with a given shortfall amount is developed.
Betty Guo, Alexander Melnikov
doaj   +1 more source

Implantable phakic contact lens exchange after seven years: A case report

open access: yesIndian Journal of Ophthalmology. Case Reports, 2023
Implantable phakic contact lens (IPCL) exchange or removal is commonly done in case of wrong size implantation leading to either pupillary block glaucoma or cataract, residual refractive error, recurrent uveitis, and endothelial cell loss. Usual time for
Rajesh R Kapoor   +2 more
doaj   +1 more source

Incorporating derivative order flow in foreign exchange microstructure theory [PDF]

open access: yes, 2008
Includes abstract.Includes bibliographical references (p. 36-38).This paper justifies the claim that orders on exchange rate derivatives, including forwards, swaps and options, have a place in exchange rate determination.
Condon, Kieran
core   +1 more source

The human gut microbiome across the life course

open access: yesFEBS Letters, EarlyView.
Despite significant individual variation and continuous change throughout life, the human gut microbiome follows some life stage‐specific trends. This article provides a brief overview of how gut microbiome composition shifts across different phases of life. Created in BioRender. Özkurt, E. (2026) https://BioRender.com/8q4nrnc.
Alise J. Ponsero   +4 more
wiley   +1 more source

Option pricing under Black–Scholes, Boness and Binomial tree models- evidence from the gold coin option contracts in Iran mercantile exchange Mahdie Amiri [PDF]

open access: yesفصلنامه بورس اوراق بهادار, 2020
The purpose of this research is the pricing of gold coin option contracts in Iran mercantile exchange. The price of gold coin option contracts has been estimated by the Black–Scholes,Boness and Binomial tree models.For this purpose, the theoretical ...
Mahdie Amiri
doaj   +1 more source

Salmonella lipopolysaccharide‐containing supported lipid bilayers as platforms to study bacteriophage interactions

open access: yesFEBS Letters, EarlyView.
We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace   +6 more
wiley   +1 more source

Analysis and comparison of chosen FX – strategy

open access: yesActa Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2006
The article is focused on possibilities of profit of chosen FX instruments by proceeding of foreign exchange risk. The foreign exchanges risk affect economic result of each economic subject. The foreign exchanges risk ensue unexpectible change of foreign
Petr Vaníček
doaj   +1 more source

Reconstructing enzyme evolution by protein engineering

open access: yesFEBS Letters, EarlyView.
Natural enzyme evolution can be retraced by protein engineering methods such as directed evolution, rational design, and ancestral sequence reconstruction. These approaches reveal how enzymes emerged from ligand‐binding scaffolds, developed varying substrate preferences, formed oligomeric complexes, adapted to environmental changes, and evolved novel ...
Lukas Drexler   +2 more
wiley   +1 more source

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