Results 81 to 90 of about 1,243,943 (307)

A selection mechanism for the barter equilibrium in the search theoretic monetary model [PDF]

open access: yes
We modify the standard Kiyotaki-Wright model (1993) in order to add an autarkic option in the agents' choice set. The value of the autarkic option is independent of strategic coordination problems and represents a sort of reservation utility with respect
Nicola Amendola
core  

Identifying transcription factors controlling the basal expression of human MRP4 highlights a substantial role for Sp1

open access: yesFEBS Open Bio, EarlyView.
The MRP4 transporter exports several drugs and signaling molecules. Here, we identified key promoter elements regulating basal MRP4 expression. Using reporter assays, we defined a conserved region with essential Sp1 and contributory Ets sites, which controlled basal MRP4 expression.
Debora Singer   +7 more
wiley   +1 more source

THE S-CURVES DYNAMICS OF TRADE: The Case Study of Pakistan [PDF]

open access: yesPakistan Journal of Applied Economics, 2018
The recent literature looks at correlation coefficients between the current exchange rate and the past and future values of trade balance. It is postulated that these coefficients are positive between the current exchange rate and the future trade ...
Nabeela KOUSAR *   +2 more
doaj  

Option Pricing Models: A Study of the Black-Scholes-Merton Model [PDF]

open access: yesSHS Web of Conferences
Financial Derivatives refer to financial instruments whose value depends on or is derived from other underlying assets such as stocks, bonds, commodities, exchange rates, and interest rates Examples include futures and options.
Xue Kexuan
doaj   +1 more source

The Information of Option Volume for Future Stock Prices [PDF]

open access: yes
We present strong evidence that option trading volume contains information about future stock price movements. Taking advantage of a unique dataset from the Chicago Board Options Exchange, we construct put-call ratios from option volume initiated by ...
Allen Poteshman, Jun Pan
core  

Optimizing photoactivation of PA‐mCherry for optical pooled CRISPR screens

open access: yesFEBS 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

RoundMi: A quantitative method to analyze mitochondrial morphology in mitotic cells

open access: yesFEBS 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

Alternative exchange-rate systems: another look at the Modigliani-Askari analysis

open access: yesPSL Quarterly Review, 2014
For better or for worse the world has drifted into a system of managed floating exchange rates. However, despite a series of economic and political shocks, the experience with floating rates has been reassuring.
H.N. GOLDSTEIN, R.L. COHN
doaj   +1 more source

Valuation of R&D Sequential Exchange Options using Monte Carlo approach [PDF]

open access: yes
This article describes a methodology for evaluating R&D investment projects using Monte Carlomethods. R&D projects generally involves multiple phases with or without overlapping. R&D investments are made often in a phased manner, with the commencement of
Flavia Cortelezzi, Giovanni Villani
core  

Perpetual Exchange Options under Jump-Diffusion Dynamics

open access: yesApplied Mathematical Finance, 2015
AbstractThis paper provides a pricing formula for perpetual exchange options, where the dynamics of the underlying assets are driven by jump-diffusion processes. It is an extension of Gerber and Shiu, and also Wong, who have priced perpetual exchange options under the pure-diffusion setting, and that of Gerber and Shiu, who have also considered ...
Gerald H. L. Cheang, Guanghua Lian
openaire   +3 more sources

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