Results 161 to 170 of about 10,689,983 (306)
A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes [PDF]
Option values are well-known to be the integral of a discounted transition density times a payoff function; this is just martingale pricing. It's usually done in 'S-space', where S is the terminal security price.
Alan L. Lewis
core
Spatial biology in cancer epigenetics
Molecular Oncology, EarlyView.Spatial epigenomics combines molecular profiling with tissue architecture to reveal how gene regulation is organized within intact tissues. In cancer, these technologies uncover the mechanisms driving tumor heterogeneity and microenvironmental interactions, opening new opportunities for biomarker discovery and precision medicine.
Eva Crespo‐García, Manel Esteller
wiley +1 more source
An Analysis of American Options under Heston Stochastic Volatility and Jump-Diffusion Dynamics [PDF]
This paper considers the problem of pricing American options when the dynamics of the underlying are driven by both stochastic volatility following a square root process as used by Heston (1993), and by a Poisson jump process as introduced by Merton ...
Gerald Cheang +2 more
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Molecular Oncology, EarlyView.Tumour heterogeneity and clonal evolution of metastatic salivary gland cancer were evaluated in two patients with adenoid carcinoma and one patient with myoepithelial carcinoma. Radiology‐guided autopsy enabled multi‐region sampling (total samples n = 149), followed by whole‐genome sequencing and phylogenetic reconstruction (17 tumour samples, 4–7 per ...
Gerben Lassche +10 more
wiley +1 more source
Dependent jump processes with coupled Lévy measures [PDF]
I present a simple method for the modeling and simulation of dependent positive jump processes through a series representation. Each constituent process is represented by a series whose terms are equal to a transformation of the jump times of a standard ...
Naoufel El-Bachir
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Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Entropy (Basel)Abedi M.
europepmc +1 more source
ADP‐ribosylation: An emerging regulator of the epigenome
Molecular Oncology, EarlyView.ADP‐ribosylation has emerged as a dynamic epigenetic signaling mechanism that modifies histones and chromatin‐associated proteins. Through coordinated PARylation and MARylation, it integrates with other histone modifications to regulate chromatin structure, transcription factor activity, and gene expression, influencing genome function and disease ...
Cristel V. Camacho +2 more
wiley +1 more source
The Impact of Overnight Periods on Option Pricing [PDF]
This paper investigates the effect of closed overnight exchanges on option prices.During the trading day asset prices follow the literature s standard affine model which allows asset prices to exhibit stochastic volatility and random jumps.Independently,
Werker, B.J.M., Drost, F.C., Boes, M.J.
core
Integrating calisthenics into volleyball training: effects on athletic performance and technical skills in adolescent athletes. [PDF]
Front PhysiolCivil T +3 more
europepmc +1 more source
Unraveling the epigenetic code in cancer cell–tumor microenvironment crosstalk
Molecular Oncology, EarlyView.Epigenetic regulation is a key driver of cancer development and progression. Diverse epigenetic alterations in cancer cells and components of the tumor microenvironment (TME) orchestrate their communication through multiple mechanisms. We discuss how the epigenetic code coordinates bidirectional cancer cell–TME crosstalk to promote cancer progression ...
Ji Hoon Park, Mi‐Young Kim
wiley +1 more source