Results 71 to 80 of about 1,243,943 (307)
A Monte Carlo approach to value exchange options using a single stochastic factor [PDF]
Exchange options give the holder the right to exchange one risky asset V for another risky asset D. The asset V is referred to as the optioned (underlying) asset, while D is the delivery asset.
Giovanni Villani
core
FEBS Open Bio, EarlyView.Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn +4 more
wiley +1 more source
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
Digital twins to accelerate target identification and drug development for immune‐mediated disorders
FEBS Open Bio, EarlyView.Digital twins integrate patient‐derived molecular and clinical data into personalised computational models that simulate disease mechanisms. They enable rapid identification and validation of therapeutic targets, prediction of drug responses, and prioritisation of candidate interventions.
Anna Niarakis, Philippe Moingeon
wiley +1 more source
Abstract and Applied Analysis, 2014 Option pricing is always one of the critical issues in financial mathematics and economics. Brownian motion is the basic hypothesis of option pricing model, which questions the fractional property of stock price. In this paper, under the assumption that
Kaili Xiang, Yindong Zhang, Xiaotong Mao
doaj +1 more source
Fabrication and Comprehensive Modeling of Ion-Exchanged Bragg Opitcal Add-Drop Multiplexers [PDF]
, 2004 Optical add–drop multiplexers (OADMs) based on asymmetric Y branches and tilted gratings offer excellent-performance in wavelength-division multiplexed systems.
Castro, Jose M. +3 more
core +1 more source
Pricing exchange options under stochastic correlation
The North American Journal of Economics and FinanceIn this paper we study the pricing of exchange options when underlying assets have stochastic volatility and stochastic correlation. An approximation using a closed-form approximation based on a Taylor expansion of the conditional price is proposed. Numerical results are illustrated for exchanges between WTI and Brent type oil prices.
Enrique Villamor, Pablo Olivares
openaire +2 more sources
FEBS Open Bio, EarlyView.Activation of the mitochondrial protein OXR1 increases pSyn129 αSynuclein aggregation by lowering ATP levels and altering mitochondrial membrane potential, particularly in response to MSA‐derived fibrils. In contrast, ablation of the ER protein EMC4 enhances autophagic flux and lysosomal clearance, broadly reducing α‐synuclein aggregates.
Sandesh Neupane +11 more
wiley +1 more source
FEBS Open Bio, EarlyView.This paper reveals how human lactoferrin–albumin fusion (hLF‐HSA) potently suppresses lung adenocarcinoma cell migration. hLF‐HSA upregulates NHE7, leading to Golgi alkalization, disruption of the Golgi secretome, downregulation of MMP1, and reversal of EMT. These findings suggest a novel Golgi‐targeting strategy to suppress cancer cell migration.
Hana Nopia +3 more
wiley +1 more source
Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates [PDF]
This paper proposes a pricing method of currency options with a market model of interest rates. Using a simple approximation and a Fourier transform method, we derive a formula of the option pricing under jump-diffusion stochastic volatility processes of
Akihiko Takahashi +2 more
core +3 more sources