Results 121 to 130 of about 5,321,021 (304)
Improved diffusive approximation of Markov jump processes close to equilibrium
Physical Review ResearchDiffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the object of ...
David Roberts +4 more
doaj +1 more source
FEBS Letters, EarlyView.Heterodimeric amino acid transporters consist of SLC7 and SLC3 family proteins arranged in a conserved structural organization. They regulate nutrient transport across cell membranes, supporting essential cellular functions. These transporters also contribute to xenobiotic/drug uptake and distribution.
Mariafrancesca Scalise +5 more
wiley +1 more source
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines [PDF]
This paper considers the problem of numerically evaluating American option prices when the dynamics of the underlying are driven by both stochastic volatility following the square root process of Heston (1993), and by a Poisson jump process of the type ...
Boda Kang +3 more
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Modern Stochastics: Theory and ApplicationsThe existence of density function of the running maximum of a stochastic differential equation (SDE) driven by a Brownian motion and a nontruncated pure-jump process is verified.
Takuya Nakagawa, Ryoichi Suzuki
doaj +1 more source
Smaller is better: nanobodies meet NMR
FEBS Letters, EarlyView.Nanobodies are single‐domain antigen‐binding fragments derived from camelid heavy chain antibodies. Their small size, high stability, and exceptional specificity make nanobodies uniquely useful probes for NMR studies of protein dynamics, transient conformational states, and protein–protein interactions.
Oleg Y. Dmitriev
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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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 +3 more
doaj +1 more source
Coupling for Ornstein–Uhlenbeck processes with jumps
Bernoulli, 2011 Published in at http://dx.doi.org/10.3150/10-BEJ308 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
openaire +6 more sources
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
Smart expansion and fast calibration for jump diffusion [PDF]
Using Malliavin calculus techniques, we derive an analytical formula for the price of European options, for any model including local volatility and Poisson jump process.
Emmanuel Gobet +2 more
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