Results 61 to 70 of about 1,243,943 (307)
Arbitrage-free prediction of the implied volatility smile [PDF]
This paper gives an arbitrage-free prediction for future prices of an arbitrary co-terminal set of options with a given maturity, based on the observed time series of these option prices.
Dellaportas, Petros +1 more
core +2 more sources
Aldehyde dehydrogenase 1A1 (ALDH1A1) is a cancer stem cell marker in several malignancies. We established a novel epithelial cell line from rectal adenocarcinoma with unique overexpression of this enzyme. Genetic attenuation of ALDH1A1 led to increased invasive capacity and metastatic potential, the inhibition of proliferation activity, and ultimately ...
Martina Poturnajova +25 more
wiley +1 more source
BANK OF RUSSIA’S EXCHANGE RATE POLICE AND OPTION OF EXCHANGE RATE REGIME
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
The contract is described and market examples given. Essential theoretical developments are introduced and cited chronologically. The principles and techniques of hedging and unique pricing are illustrated for the two simplest nontrivial examples: the classical Black-Scholes/Merton/Margrabe exchange option model brought somewhat uptodate from its form ...
openaire +1 more source
Dimethyl fumarate (DMF) reduces growth of HPV‐positive cervical cancer spheroids and induces ferroptosis in cervical cancer cells via blocking SLC7A11/Glutathione (GSH) axis. Combination of subcytotoxic doses of DMF and cisplatin (CDDP) further suppresses spheroid growth and drives cell death in 2D culture models.
Carolina Punziano +6 more
wiley +1 more source
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
The calculation of the premium cost of an option exchange is usually computed by the different mathematical models that obtain the degree of uncertainty in the financial market by Black-Scholes method though such a degree is inaccurate.
M. Muñoz, E. Miranda, PJ. Sánchez
doaj +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
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu +10 more
wiley +1 more source
Pricing Vulnerable Options Using Conditional Expectation Transform Methods
In 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

