Results 141 to 150 of about 4,327,344 (283)

Option pricing with discrete time jump processes [PDF]

open access: yes
In this paper we propose new option pricing models based on class of models with jump contain in the Lévy-type based models (NIG-Lévy, Merton-jump (Merton 1976) and Duan based model (Duan 2007)).
Hanjarivo Lalaharison   +2 more
core  

Single‐Cell Dissection of Therapy‐Induced Remodeling Uncovers a Fibroblast‐Driven Immunosuppressive Niche and Targetable Vulnerabilities in Lethal Prostate Cancer

open access: yesAdvanced Science, EarlyView.
Single‐cell longitudinal profiling reveals that androgen‐deprivation therapy induces a DPT+ fibroblast‐complement axis that suppresses macrophage inflammation and drives CD8+ T cell exhaustion in prostate cancer. Concurrently, resistant epithelial subpopulations persist and engage TSPAN1‐ and NRXN1‐mediated programs promoting CRPC and neuroendocrine ...
Yang Chen   +19 more
wiley   +1 more source

An accurate analytical approximation for the price of a European-style arithmetic Asian option. [PDF]

open access: yes
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence structure between the prices of the underlying asset, no simple exact pricing formula exists, not even in a Black-Scholes setting.
Goovaerts, Marc, Vyncke, D, Dhaene, Jan
core  

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

open access: yesAdvanced Science, EarlyView.
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas   +6 more
wiley   +1 more source

Pricing Multi-Asset Cross Currency Options

open access: yesPricing Multi-Asset Cross Currency Options
application/pdf This paper develops a general pricing method for multi-asset cross currency options, whose underlying asset consists of multiple different assets, and the evaluation currency is different from the ones used in the most liquid market of each asset; the examples include cross currency options, cross currency basket options and cross ...
openaire   +1 more source

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options. [PDF]

open access: yes
The Black-Scholes model is based on a one-parameter pricing kernel with constant elasticity. Theoretical and empirical results suggest declining elasticity and, hence, a pricing kernel with at least two parameters.
Richard Stapleton   +2 more
core  

Aptamer‐Engineered Liposomal Platform Enables in Situ cDC1 Vaccination to Potentiate Immunotherapy in Prostate Cancer

open access: yesAdvanced Science, EarlyView.
Prostate cancer is immunologically ‘cold’, with scarce, dysfunctional type 1 conventional dendritic cells (cDC1s) that limit T cell priming. We introduce an aptamer‐targeted liposomedelivering FMS‐like tyrosine kinase 3 ligand (Flt3L) and chlorin e6 (Ce6). Ultrasound induces antigen release and cDC1s recruitment, creating an in situ cDC1 vaccine.
Jiayi Wang   +8 more
wiley   +1 more source

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