Results 71 to 80 of about 417,528 (289)

Inhibition of Classical and Alternative Complement Pathway by Ravulizumab and Eculizumab

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To explore the feasibility of classical (CH50) and alternative (AH50) complement pathway activity as potential biomarkers for treatment guidance and monitoring during therapy with ravulizumab in patients with generalized myasthenia gravis (gMG) and compare these to therapeutic drug monitoring under eculizumab.
Lea Gerischer   +14 more
wiley   +1 more source

DEVELOPMENT OF REAL OPTION THEORY IN THE LAST 20 YEARS [PDF]

open access: yesAnnals of the University of Oradea: Economic Science, 2016
The main goal of this study is to offer an overview on the real option theory in the past two decades. The beginnings of real option researches go back to the 1980s, with their first applications deployed in the natural resource extraction industries.
Andrea Rozsa
doaj  

Study on the Stability of an Artificial Stock Option Market Based on Bidirectional Conduction

open access: yesEntropy, 2013
Although stock option markets have grown dramatically over the past several decades, the relation between an option and its underlying asset, especially bidirectional conduction, is not particularly clear.
Gui-Ping Sun, Hai-Jun Yang
doaj   +1 more source

Post‐COVID Fatigue Is Associated With Reduced Cortical Thickness After Hospitalization

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neuropsychiatric symptoms are among the most prevalent sequelae of COVID‐19, particularly among hospitalized patients. Recent research has identified volumetric brain changes associated with COVID‐19. However, it currently remains poorly understood how brain changes relate to post‐COVID fatigue and cognitive deficits.
Tim J. Hartung   +190 more
wiley   +1 more source

Explore the Application of Financial Engineering in the Management of Exchange Rate Risk

open access: yesSHS Web of Conferences, 2015
In the background where the domestic enterprises commonly have a weak protection consciousness against the exchange rate risk, this article makes a deep analysis based on the definition of exchange rate risk and its cause.
Yang Liu
doaj   +1 more source

Valuation of Barrier Options with the Binomial Pricing Model

open access: yesRatio Mathematica, 2016
Derivatives are products of different nature which are becoming increasingly common in financial markets. In certain cases, determining the assessment criteria can sometimes be a difficult task.
Salvador Cruz Rambaud   +1 more
doaj   +1 more source

Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate

open access: yesDiscrete Dynamics in Nature and Society, 2020
Options play a very important role in the financial market, and option pricing has become one of the focus issues discussed by the scholars. This paper proposes a new uncertain mean-reverting stock model with floating interest rate, where the interest ...
Zhaopeng Liu
doaj   +1 more source

Will Memantine Exacerbate Seizures in People With Epilepsy? A Prospective Cohort Study

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To evaluate whether add‐on memantine would exacerbate seizures in people with epilepsy. Methods This was a prospective cohort study. People with epilepsy diagnosed with cognitive impairment were consecutively invited. Those who agreed were followed up for at least 24 weeks.
Peiyu Wang   +7 more
wiley   +1 more source

Options trade

open access: yesMенаџмент у хотелијерству и туризму, 2013
F?rward derivative market is a segment of financial market. The business on this market is done by means of financial and commodity derivatives through forward contracts.
Nemanja Pantić, Мiljan Leković
doaj   +4 more sources

Numerical Investigation for the Temporal Fractional Financial Option Pricing Partial Differential Equation Utilizing a Multiquadric Function

open access: yesFractal and Fractional
This paper proposes a computational procedure to resolve the temporal fractional financial option pricing partial differential equation (PDE) using a localized meshless approach via the multiquadric radial basis function (RBF).
Jia Li   +5 more
doaj   +1 more source

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