Results 31 to 40 of about 4,091,803 (342)
On Barrier Binary Options in the Telegraph-like Financial Market Model
Computation, 2022 The article continues the study of the market model based on jump-telegraph processes. It is assumed that the price of a risky asset follows the stochastic exponential of a piecewise linear process, equipped with jumps that occur at the moments of a ...
Nikita Ratanov
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Wilms tumor (WT) treatment imposes a significant time burden on patients and their families. Time toxicity is a patient‐centered metric that quantifies the burden of healthcare interaction. We sought to define time toxicity in the first year after diagnosis of WT and hypothesized that it would increase as tumor stage and treatment ...
Caleb Q. Ashbrook +6 more
wiley +1 more source
Strategic Timing in Financial Markets: Real Options Analysis of American Options
Ratio MathematicaThis paper delves into the nuanced realm of option pricing, focusing specifically on American call and put options within the framework of real options analysis.
Gilles Tamba Bokolo +3 more
doaj +1 more source
Financial Reporting in Small and Medium Enterprises (SMEs) in Nigeria. Challenges and Options
, 2017 This study is on financial reporting in Small and Medium Enterprises (SMEs) in Nigeria: challenges and options. The study was carried out to determine the challenges facing Small and Medium Enterprises (SMEs) in adopting effective financial accounting ...
C. Ezeagba
semanticscholar +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Immune effector cell‐associated hemophagocytic lymphohistiocytosis‐like syndrome (IEC‐HS) is a life‐threatening hyperinflammatory toxicity distinct from cytokine release syndrome (CRS) and neurotoxicity following chimeric antigen receptor T‐cell (CAR‐T) therapy. In a single‐institution retrospective cohort of pediatric and young adult patients
Thomas J. Galletta +6 more
wiley +1 more source
Options-based systemic risk, financial distress, and macroeconomic downturns
, 2023 We extract an option-implied measure for systemic risk, the Systemic Options Value-at-Risk (SOVaR), from put option prices that can capture the buildup stage of systemic risk in the financial sector earlier than the standard systemic risk measures (SRMs).
Davide Vioto (16282100) +2 more
core +1 more source
Grading Investment Diversification Options in Presence of Non-Historical Financial Information
Mathematics, 2021 Modern portfolio theory deals with the problem of selecting a portfolio of financial assets such that the expected return is maximized for a given level of risk.
Clara Calvo +3 more
doaj +1 more source
Golden options in financial mathematics [PDF]
Mathematics and Financial Economics, 2019 This paper deals with the construction of smooth good deals (SGD), i.e., sequences of self- nancing strategies whose global risk diverges to ∞ and such that every security in every strategy of the sequence is a smooth derivative with a bounded delta.
Balbás, Alejandro +2 more
openaire +2 more sources
Interrogating the immune landscape of microsatellite stable RAS‐mutated colon cancer
Molecular Oncology, EarlyView.COLOSSUS project RAS‐mutated MSS colon cancer study explored transcriptomics and immune cell density by immunohistochemistry (IHC), Immunoscore (IS), ISIC/TuLIS scores, mutation counts, and detected different prevalences but similar microenvironment composition across immune markers with clinical relevance for future immunotherapy combination ...
Rodrigo Dienstmann +61 more
wiley +1 more source
Pricing of foreign currency options in the Serbian market [PDF]
Ekonomski Anali, 2009 The main idea of this paper is to find the most suitable approach to the valuation of foreign currency options in the Serbian financial market. Volatility analysis included the application of the GARCH model which resulted in the marginal volatility ...
Janković Irena
doaj +1 more source