Results 111 to 120 of about 915,115 (354)
Monte Carlo methods for the valuation of multiple exercise options [PDF]
We discuss Monte Carlo methods for valuing options with multiple exercise features in discrete time. By extending the recently developed duality ideas for American option pricing we show how to obtain estimates on the prices of such options using Monte ...
Hambly, B. M., Meinshausen, N.
core
Modeling hepatic fibrosis in TP53 knockout iPSC‐derived human liver organoids
This study developed iPSC‐derived human liver organoids with TP53 gene knockout to model human liver fibrosis. These organoids showed elevated myofibroblast activation, early disease markers, and advanced fibrotic hallmarks. The use of profibrotic differentiation medium further amplified the fibrotic signature seen in the organoids.
Mustafa Karabicici +8 more
wiley +1 more source
What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices [PDF]
Thomas M. Mertens, John C. Williams
openalex +2 more sources
Do macroeconomic variables play any role in the stock market movement in Ghana? [PDF]
This study examines the impact of macroeconomic variables on stock prices. We use the Databank stock index to represent the stock market and (a) inward foreign direct investments, (b) the treasury bill rate (as a measure of interest rates), (c) the ...
Adam, Anokye M., Tweneboah, George
core +1 more source
This study investigated how PYCR1 inhibition in bone marrow stromal cells (BMSCs) indirectly affects multiple myeloma (MM) cell metabolism and viability. Culturing MM cells in conditioned medium from PYCR1‐silenced BMSCs impaired oxidative phosphorylation and increased sensitivity to bortezomib.
Inge Oudaert +13 more
wiley +1 more source
A Semi-Parametric Factor Model for Interest Rates [PDF]
Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public debt financing. Our paper follows a
Eric Ghysels, Serena Ng
core
Following high dose rate brachytherapy (HDR‐BT) for hepatocellular carcinoma (HCC), patients were classified as responders and nonresponders. Post‐therapy serum induced increased BrdU incorporation and Cyclin E expression of Huh7 and HepG2 cells in nonresponders, but decreased levels in responders.
Lukas Salvermoser +14 more
wiley +1 more source
An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model
The Kennedy model provides a flexible and mathematically consistent framework for modeling the term structure of interest rates, leveraging Gaussian random fields to capture the dynamics of forward rates.
Dalma Tóth-Lakits +2 more
doaj +1 more source
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models [PDF]
Radha Krishn Coonjobeharry +2 more
openalex +1 more source
Switching VARMA Term Structure Models - Extended Version. [PDF]
The purpose of the paper is to propose a global discrete-time modeling of the term structure of interest rates able to capture simultaneously the following important features : (i) an historical dynamics of the factor driving term structure shapes ...
Monfort, A., Pegoraro, F.
core

