Results 31 to 40 of about 4,327,344 (283)

Local Stochastic Correlation Models for Derivative Pricing

Stats
This paper reveals a simple methodology to create local-correlation models suitable for the closed-form pricing of two-asset financial derivatives. The multivariate models are built to ensure two conditions. First, marginals follow desirable processes, e.
Marcos Escobar-Anel
doaj   +1 more source

Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation

FEBS Letters, EarlyView.
Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang, Ruslana Romaniuk, Hristo L. Svilenov   +2 more
wiley   +1 more source

“Give me a high-speed rail station, or nothing!” How private stakeholders consider investing in the high-speed rail station’s area in shrinking cities

Belgeo, 2016
Based upon a case-study in a post-industrial city (Saint-Etienne, France), this paper discusses the relationship between a central high-speed rail (HSR) station and urban regeneration in shrinking cities.
Aurélie Delage
doaj   +1 more source

KDM7A and KDM1A inhibition suppresses tumour promoting pathways in prostate cancer

Molecular Oncology, EarlyView.
Treatment resistance is a major challenge for patients with advanced prostate cancer. This study examined an alternative approach to target the major prostate cancer‐promoting pathway by targeting epigenetic factors, whose levels are higher in tumours.
Jennie N Jeyapalan, Veronika M Metzler, Simone de Brot, Corinne L Woodcock, Anna E Harris, Jennifer Lothion‐Roy, Emeli M Nilsson, Atara Ntekim, Michael S Toss, Jenny L Persson, Francesca Khani, Brian D Robinson, Lorraine J Gudas, Emad Rakha, David M Heery, Catrin S Rutland, Nigel P Mongan   +16 more
wiley   +1 more source

Performance-Enhancing Market Risk Calculation Through Gaussian Process Regression and Multi-Fidelity Modeling

Computation
The market risk measurement of a trading portfolio in banks, specifically the practical implementation of the value-at-risk (VaR) and expected shortfall (ES) models, involves intensive recalls of the pricing engine.
N. Lehdili, P. Oswald, H. D. Nguyen
doaj   +1 more source

Finding novel vulnerabilities of hypomorphic BRCA1 alleles

Molecular Oncology, EarlyView.
Synthetic lethality screens performed to identify novel vulnerabilities often model complete gene loss, thereby overlooking patient‐derived hypomorphic mutations. In this study, we have performed genome‐wide CRISPR screens on BRCA1 hypomorphic mutations, showing BRCA1I26A behaves like wild‐type, while BRCA1R1699Q mimics deficiency. Furthermore, we have
Anne Schreuder, Klaas de Lint, Hồ Mỹ Phúc Võ, Mariana M. Góis, Rosalie A. Kampen, Marta San Martin Alonso, Ilse Nootenboom, Veronica Garzero, Tiemen J. Wendel, Rob M. F. Wolthuis, Sylvie M. Noordermeer   +10 more
wiley   +1 more source

Deep Learning Artificial Neural Network for Pricing Multi-Asset European Options

Mathematics
This paper studies a p-layers deep learning artificial neural network (DLANN) for European multi-asset options. Firstly, a p-layers DLANN is constructed with undetermined weights and bias.
Zhiqiang Zhou, Hongying Wu, Yuezhang Li, Caijuan Kang, You Wu   +4 more
doaj   +1 more source

Option Pricing in a Multi-Asset, Complete Market Economy [PDF]

The Journal of Financial and Quantitative Analysis, 2002
This paper extends the seminal Cox-Ross-Rubinstein ((1979), CRR hereafter) binomial model to multiple assets. It differs from previous models in that it is derived under the complete market environment specified by Duffie and Huang (1985) and He (1990).
Chen, Ren-Raw, Chung, San-Lin, Yang, Tyler T.   +2 more
openaire   +1 more source

Epigenetic heterogeneity and plasticity in therapy‐induced tumor states through single‐cell multi‐omics

Molecular Oncology, EarlyView.
Single‐cell multi‐omics reveals epigenetic heterogeneity across therapy‐adaptive tumor states, including quiescent/dormant, drug‐tolerant persister, and EMT‐like phenotypes. By linking regulatory features with state‐associated biomarkers, these approaches inform biomarker‐guided therapeutic strategies for evolving tumors.
Hee Jung Kim, Hwiyeong Lee, Jin Hong, Daechan Park   +3 more
wiley   +1 more source

Pricing the Default Risk Factor in Short-Term Debt: A Compound Option Approach in the Iranian Capital Market [PDF]

Journal of Asset Management and Financing
This study introduces and integrates short-term debt default risk as a novel systematic factor into the capital asset pricing framework and evaluates its impact on the explanatory power of existing multi-factor models in the Iranian capital market ...
Mahnaz Khorasani, Gholamhossein Golarzi, Seyed Kazem Ebrahimi   +2 more
doaj   +1 more source