Results 41 to 50 of about 9,750 (263)

Pricing Vulnerable Option under Jump-Diffusion Model with Incomplete Information

Discrete Dynamics in Nature and Society, 2019
In this paper, the closed-form pricing formula for the European vulnerable option with credit risk and jump risk under incomplete information was derived. Noise was introduced to the option writers assets while the underlying asset price and the value of
Yang Jiahui, Zhou Shengwu, Zhou Haitao, Guo Kaiqiang   +3 more
doaj   +1 more source

A methionine‐lined active site governs carbocation stabilization and product specificity in a bacterial terpene synthase

FEBS Letters, EarlyView.
This study reveals a unique active site enriched in methionine residues and demonstrates that these residues play a critical role by stabilizing carbocation intermediates through novel sulfur–cation interactions. Structure‐guided mutagenesis further revealed variants with significantly altered product profiles, enhancing pseudopterosin formation. These
Marion Ringel, Carl P. O. Helmer, Shani Zev, Ronja Driller, Emily Buhr, Markus Reinbold, Renana Schwartz, Gabriel Foley, Mikael Boden, Daniel Garbe, Gerhard Schenk, Dan Thomas Major, Bernhard Loll, Thomas Brück   +13 more
wiley   +1 more source

Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling

Scientific Reports
When analyzing the data sampled at discrete times, one encounters successive discontinuities in the trajectory of the sampled time series, even if the underlying path is continuous.
Ali Asghar Movahed, Houshyar Noshad
doaj   +1 more source

Observation of Li+ jumps in solid inorganic electrolytes over a broad dynamical range: A case study of the lithium phosphidosilicates Li8SiP4 and Li14SiP6

Journal of Magnetic Resonance Open, 2023
7Li NMR spectroscopy is known to be very sensitive to translational motion in solids and therefore highly suited for investigating temperature-dependent Li+ dynamics. A number of different NMR methods are available for choosing the dynamical range of the
Björn Wankmiller, Michael Ryan Hansen
doaj   +1 more source

Correlation of the differential expression of PIK3R1 and its spliced variant, p55α, in pan‐cancer

Molecular Oncology, EarlyView.
PIK3R1 undergoes alternative splicing to generate the isoforms, p85α and p55α. By combining large patient datasets with laboratory experiments, we show that PIK3R1 spliced variants shape cancer behavior. While tumors lose the protective p85α isoform, p55α is overexpressed, changes linked to poorer survival and more pronounced in African American ...
Ishita Gupta, Yang Song, Madeleine Ndahayo, Anirudh Saxena, Theresa Guo, Dylan Z. Kelley, Jessica Gore, Andrew Hennigan, Alexa Anderson, John C. Papadimitriou, Daria A. Gaykalova   +10 more
wiley   +1 more source

On an Inverse First-Passage Problem for Jump-Diffusion Processes

Mathematics
Computing the exact mathematical expression for a quantity defined in terms of a first-passage time random variable for a jump-diffusion process is in general very difficult. In this paper, we consider the following inverse problem: can we find a certain
Mario Lefebvre
doaj   +1 more source

Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model

Complexity, 2020
Empirical evidence shows that single-factor stochastic volatility models are not flexible enough to account for the stochastic behavior of the skew, and certain financial assets may exhibit jumps in returns and volatility.
Guohe Deng
doaj   +1 more source

Cell‐cycle‐specific lesion evolution rather than inhibition of double‐strand‐break repair underpins cisplatin radiosensitization

Molecular Oncology, EarlyView.
We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu, Xixi Lin, Emil Mladenov, Veronika Mladenova, Jürgen Thomale, Ali Sak, Yao Wang, Yunxuan Deng, Eleni Gkika, Martin Stuschke, George Iliakis   +10 more
wiley   +1 more source

Direct observation of atomic network migration in glass

New Journal of Physics, 2014
Many physical properties of glasses are still far from being understood at the atomic level. The lack of experimental methods capable of studying glassy dynamics at this scale has impeded the development of a complete model for atomic transport processes.
Manuel Ross, Markus Stana, Michael Leitner, Bogdan Sepiol   +3 more
doaj   +1 more source

Rethinking plastic waste: innovations in enzymatic breakdown of oil‐based polyesters and bioplastics

FEBS Open Bio, EarlyView.
Plastic pollution remains a critical environmental challenge, and current mechanical and chemical recycling methods are insufficient to achieve a fully circular economy. This review highlights recent breakthroughs in the enzymatic depolymerization of both oil‐derived polyesters and bioplastics, including high‐throughput protein engineering, de novo ...
Elena Rosini, Nicolò Antonelli, Gianluca Molla   +2 more
wiley   +1 more source