Results 121 to 130 of about 354,882 (289)
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Molecular Oncology, EarlyView.In head and neck squamous cell carcinoma (HNSCC) p53 and p63 exert opposite roles on the transcription regulation of the lncRNA NEAT1. Under basal conditions, p53 levels are low and p63 represses NEAT1 expression. Upon genotoxic stress, p53 is rapidly induced, displacing p63 from the NEAT1 promoter leading to NEAT1 transcriptional activation and ...
Sara De Domenico +5 more
wiley +1 more source
Option Pricing in a Fractional Brownian Motion Environment [PDF]
The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core
Molecular Oncology, EarlyView.Taxanes are widely used chemotherapeutics whose effects on cellular mechanics remain poorly understood. We show that paclitaxel induces rapid cellular contraction by promoting GEF‐H1 dissociation from microtubules and non‐muscle myosin II activation through RhoA/ROCK.
Gloria Asensio‐Juárez +5 more
wiley +1 more source
A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Molecular Oncology, EarlyView.Isocitrate dehydrogenase 1 (IDH1) mutations are highly recurrent in multiple human cancer types, including cholangiocarcinoma and glioma. IDH1 R132C is the most common IDH1 mutation in cholangiocarcinoma and likely arises from APOBEC3A‐ or APOBEC3B‐mediated deamination.
Kelly E. Butler +3 more
wiley +1 more source
Molecular Oncology, EarlyView.This study identifies ARHGAP5, in addition to the frequently mutated ARHGAP35, as significantly mutated in endometrial cancer. Mutations in both genes co‐occur and are associated with their correlated downregulation. Functional CRISPR studies show that both paralogs regulate similar pathways, including actin cytoskeleton organization.
Mathilde Pinault +12 more
wiley +1 more source
An enhanced respiratory mechanics model based on double-exponential and fractional calculus. [PDF]
Front Physiol, 2023 Li Z, Pei Y, Wang Y, Tian Q.
europepmc +1 more source
Molecular Oncology, EarlyView.The kinase SRPK1 directly interacts with the protein TOPBP1 and regulates the pre‐mRNA splicing of WIZ thereby contributing to the activation of the ATR/CHK1 replicative checkpoint in response to replicative stress. This allows cancer cells' genomic stability and survival.
Amani Shreim +17 more
wiley +1 more source