Results 91 to 100 of about 2,782,327 (303)

On the Boundary Layer in Singularly Perturbed Problem with An Initial Jump [PDF]

Proceedings of International Conference on Artificial Life and Robotics, 2021
Zhumanazarova, Assiya, Cho, Young Im
openaire   +1 more source

Approximation of Jump Diffusions in Finance and Economics [PDF]

In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type. The class of jump-diffusion SDEs that admits explicit solutions is rather limited.
Nicola Bruti-Liberati, Eckhard Platen
core  

Invisible but not inaccessible—Revealing transient oligomers formed by intrinsically disordered proteins with solution NMR and complementary methods

FEBS Letters, EarlyView.
Transient oligomers formed by intrinsically disordered proteins may be ‘invisible’ to direct detection yet remain accessible to solution NMR through equilibrium‐exchange measurements and pressure‐jump experiments. Complementary methods report on mass, stoichiometry, selected distance distributions, morphology, and internal packing.
Martin D. Gelenter, Ad Bax
wiley   +1 more source

Overestimation in the Traditional GARCH Model During Jump Periods [PDF]

The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heating ...
Wan-Hsiu Cheng
core  

Pricing power derivatives: a two-factor jump-diffusion approach [PDF]

, 2003
We propose a two-factor jump-diffusion model with seasonality for the valuation of electricity future contracts. The model we propose is an extension of Schwartz and Smith (Management Science, 2000) and Lucia and Schwartz (Review of Derivatives Research,
Pablo Villaplana, Villaplana, Pablo, Villaplana Conde, Pablo   +2 more
core   +1 more source

Membrane composition and thermodynamic identity as boundaries of life for synthetic cell research

FEBS Letters, EarlyView.
What makes a cell a cell? The boundary of a living cell is not just a wall. Read as a Markov blanket, the membrane separates internal from external states, generating identity and non‐equilibrium order. Can this identity be rebuilt from scratch in a synthetic cell?
Caterina Presutti, Bert Poolman
wiley   +1 more source

Jump risk, time-varying risk premia, and technical trading profits [PDF]

In this paper we investigate the recently documented trading profits based on technical trading rules in an asset pricing framework that incorporates jump risk and time-varying risk premia.
Stephen D. Smith, Chenyang Feng
core  

Loss of IGF‐1R impairs DNA‐PKcs recruitment to chromatin leading to defective end‐joining

Molecular Oncology, EarlyView.
IGF‐1R promotes radioresistance by facilitating DNA‐PKcs recruitment to chromatin, enabling non‐homologous end‐joining (NHEJ) repair of double‐strand breaks. Inhibition or loss of IGF‐1R disrupts this recruitment to damage sites, driving compensatory reliance on microhomology‐mediated end‐joining (MMEJ) repair.
Matthew O. Ellis, Jack V. Mills, Wojciech Niedzwiedz, Valentine M. Macaulay   +3 more
wiley   +1 more source

Effects of resisted sprint training on sprint, jump, and change-of-direction performance in athletes: a systematic review and meta-analysis

Frontiers in Physiology
ObjectiveTo systematically evaluate the effects of RST (resisted sprint training) on athletes’ sprint, jump, and COD (change-of-direction performance).MethodsFollowing PRISMA, we searched seven databases from inception to 12 July 2025—PubMed, Web of ...
Chengcheng Li, Lunxin Chen, Qin Zhang
doaj   +1 more source

A Modern View on Merton's Jump-Diffusion Model [PDF]

Merton has provided a formula for the price of a European call option on a single stock where the stock price process contains a continuous Poisson jump component, in addition to a continuous log-normally distributed component.
Gerald Cheang, Carl Chiarella
core