Results 151 to 160 of about 4,327,344 (283)

A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability [PDF]

open access: yes
Brownian motion and normal distribution have been widely used, for example, in the Black-Scholes-Merton option pricing framework, to study the return of assets.
Steven Kou
core  

GHRHR Deficiency Enhances Retinal Ganglion Cell Survival and Visual Functions in Experimental Glaucoma by Inhibiting Ferroptosis

open access: yesAdvanced Science, EarlyView.
Glaucoma, a major cause of blindness, involves retinal ganglion cell (RGC) degeneration. This study shows growth hormone‐releasing hormone receptor (GHRHR) deficiency preserves RGC survival and restores vision, unlike activation which only aids survival.
Yan Tong   +24 more
wiley   +1 more source

Empirical Martingale Simulation for Asset Prices [PDF]

open access: yes
This paper proposes a simple modification to the standard Monte Carlo simulation procedure for computing the prices of derivative securities. The modification imposes the martingale property on the simulated sample paths of the underlying asset price ...
Jin-Chuan Duan, Jean-Guy Simonato
core  

Integrative Multi‐Omics Analysis Reveals a Mitochondrial–Immune Axis Associated With Neoadjuvant Chemotherapy Response in High‐Grade Serous Ovarian Cancer

open access: yesAdvanced Science, EarlyView.
Integrative multi‐omics analysis delineates a mitochondrial–immune axis governing neoadjuvant chemotherapy response in high‐grade serous ovarian cancer. Immune‐active tumors exhibit enhanced B‐cell infiltration and favorable sensitivity, whereas metabolically rewired tumors display oxidative phosphorylation dependency and resistance.
Wei Jiang   +11 more
wiley   +1 more source

Asset Prices and asset Correlations in Illiquid Markets [PDF]

open access: yes
We build a new asset pricing framework to study the effects of aggregate illiquidity on asset prices, volatilities and correlations. In our framework the Black-Scholes economy is obtained as the limiting case of perfectly liquid markets.
Alessio Caldarera, Celso Brunetti
core  

Lactiplantibacillus Plantarum GUANKE Alleviates Allergic Asthma by Restricting Monocyte‐to‐DC Differentiation Via Microbiota‐Associated IAA

open access: yesAdvanced Science, EarlyView.
Lactiplantibacillus plantarum GUANKE remodels the indigenous gut microbiota and is associated with microbiota‐dependent restoration of circulating IAA. IAA treatment attenuates JAK3‐STAT3 and Jag1‐Notch4‐Hey1 signaling and reduces CX3CR1+Ly6C− monocytic precursor generation and pulmonary CD11b+ DC accumulation, together with reduced Th2 inflammation ...
Yujia He   +10 more
wiley   +1 more source

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