Results 61 to 70 of about 2,556,654 (259)
Exchange Options Under Jump-Diffusion Dynamics [PDF]
Margrabe provides a pricing formula for an exchange option where the distributions of both stock prices are log-normal with correlated Wiener components.
Carl Chiarella, Gerald H. L. Cheang
core
Optimizing photoactivation of PA‐mCherry for optical pooled CRISPR screens
FEBS Open Bio, EarlyView.Photoactivatable PA‐mCherry finds widespread use to optically tag individual cells. However, confocal 405 nm UV laser‐scanning (normal scan) is much less efficient than widefield UV illumination, limiting the use of PA‐mCherry on confocal instruments. We remedy this limitation by reporting that rapid and repeated confocal scanning with a low‐intensity,
Sravasti Mukherjee +3 more
wiley +1 more source
Analytic Approximations for Multi-Asset Option Pricing [PDF]
We derive a general analytic approximation for pricing basket options on N assets, which is extended to analytic approximations for pricing general rainbow options, including best-of and worst-of N asset options.
Aanand Venkatramanan, Carol Alexander
core
RoundMi: A quantitative method to analyze mitochondrial morphology in mitotic cells
FEBS Open Bio, EarlyView.RoundMi is a workflow for rapid analysis of mitochondrial morphology in mitotic cells. By combining adaptive preprocessing with automated segmentation and quantification, it enables accurate measurements from single focal plane images, reducing acquisition time and computational demands while remaining compatible with high‐throughput fixed and live ...
Elmira Parvindokht Bararpour +2 more
wiley +1 more source
Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar. [PDF]
This research paper presents statistical comparisons between two methods that are commonly used to estimate option implied Risk-Neutral Densities (RND). These are: 1) mixture of lognormals (MXL); and, 2) volatility function technique (VFT). The former is
Israel Felipe Mora Cuevas +1 more
core
BANK OF RUSSIA’S EXCHANGE RATE POLICE AND OPTION OF EXCHANGE RATE REGIME
Мир новой экономики, 2018 The article devotes to such issues as the Russian current exchange rate police, the affected to exchange rate regime option factors, currency interventions, and aiming to smoothing extreme exchange rate volatility measures.
VALENTINA VIL’EVNA Kuznetsova
doaj
Small RNA pathways in mammalian oocytes
FEBS Open Bio, EarlyView.Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley +1 more source
Forecasting Exchange Rate Volatility in the Presence of Jumps [PDF]
We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump ...
Bent Jesper Christensen +2 more
core
Pricing Vulnerable Options Using Conditional Expectation Transform Methods
Discrete Dynamics in Nature and SocietyIn this study, a conditional expectation transform (CET) method was developed for solving high-dimensional systems arising in vulnerable options pricing.
Han Wang
doaj +1 more source
Case Reports in Immunology, 2016 We describe the case of a 33-year-old woman having corticosteroid-refractory eosinophilic granulomatosis with polyangiitis (EGPA) who presented with abdominal pain and responded dramatically to plasma exchange.
Kohei Tsujimoto +3 more
doaj +1 more source