Results 31 to 40 of about 9,750 (263)
Optimal Portfolio Selection in an Itô–Markov Additive Market
Risks, 2019 We study a portfolio selection problem in a continuous-time Itô–Markov additive market with prices of financial assets described by Markov additive processes that combine Lévy processes and regime switching models.
Zbigniew Palmowski +2 more
doaj +1 more source
Mathematics, 2021 This paper is aimed at developing a stochastic volatility model that is useful to explain the dynamics of the returns of gold, silver, and platinum during the period 1994–2019.
Martha Carpinteyro +2 more
doaj +1 more source
Frontiers in PhysicsThe stock price data are sampled at discrete times (e.g., hourly, daily, weekly, etc). When data are sampled at discrete times, they appear as a sequence of discontinuous jump events, even if they have been sampled from a continuous process. On the other
Ali Asghar Movahed, Houshyar Noshad
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Geometric approximations to transition densities of Jump-type Markov processes
Open Mathematics, 2021 This paper is concerned with the transition functions of symmetric Levy-type processes generated by a pseudo-differential operator with variable coefficients.
Zhuang Yuanying, Song Xiao
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Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process [PDF]
International Journal of Business and Development Studies, 2016 Futures contract is one of the most important derivatives that is used in financial markets in all over the world to buy or sell an asset or commodity in the future.
Hossein Esmaeili Razi +3 more
doaj +1 more source
The newfound relationship between extrachromosomal DNAs and excised signal circles
FEBS Letters, EarlyView.Extrachromosomal DNAs (ecDNAs) contribute to the progression of many human cancers. In addition, circular DNA by‐products of V(D)J recombination, excised signal circles (ESCs), have roles in cancer progression but have largely been overlooked. In this Review, we explore the roles of ecDNAs and ESCs in cancer development, and highlight why these ...
Dylan Casey, Zeqian Gao, Joan Boyes
wiley +1 more source
IMPLEMENTATION OF STOCHASTIC MODEL FOR RISK ASSESSMENT ON INDONESIAN STOCK EXCHANGE
Media Statistika, 2023 Currently, financial assets become an alternative choice for investors in Indonesia to get maximum profits. The Indonesia Stock Exchange is the official capital market in Indonesia which is a place for trading financial assets.
Di Asih I Maruddani +2 more
doaj +1 more source
Structural biology of ferritin nanocages
FEBS Letters, EarlyView.Ferritin is a conserved iron‐storage protein that sequesters iron as a ferric mineral core within a nanocage, protecting cells from oxidative damage and maintaining iron homeostasis. This review discusses ferritin biology, structure, and function, and highlights recent cryo‐EM studies revealing mechanisms of ferritinophagy, cellular iron uptake, and ...
Eloise Mastrangelo, Flavio Di Pisa
wiley +1 more source
FEBS Letters, EarlyView.Structural and biochemical characterisations show that the planar cell polarity (PCP) protein Inturned harbours a unique PDZ‐like domain that does not bind canonical PDZ‐binding motifs (PBMs) like that of another PCP protein Vangl2. In contrast, the apical‐basal polarity protein Scribble contains four PDZ domains that bind Vangl2, but one PDZ domain ...
Stephan Wilmes +4 more
wiley +1 more source
Structural insights into an engineered feruloyl esterase with improved MHET degrading properties
FEBS Letters, EarlyView.A feruloyl esterase was engineered to mimic key features of MHETase, enhancing the degradation of PET oligomers. Structural and computational analysis reveal how a point mutation stabilizes the active site and reshapes the binding cleft, expading substrate scope.
Panagiota Karampa +5 more
wiley +1 more source