Results 31 to 40 of about 4,384,562 (254)
Optimal Investment under Cost Uncertainty
Risks, 2018 This paper studies the valuation of real options when the cost of investment jumps at a random time. Three valuation formulas are derived. The first expresses the value of the project in terms of a collection of knockout barrier claims.
Jerome Detemple, Yerkin Kitapbayev
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
FEBS Letters, EarlyView.Plasma membranes contain dynamic nanoscale domains that organize lipids and receptors. Because viruses operate at similar scales, this architecture shapes early infection steps, including attachment, receptor engagement, and entry. Using influenza A virus and HIV‐1 as examples, we highlight how receptor nanoclusters, multivalent glycan interactions ...
Jan Schlegel, Christian Sieben
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Inter ISO Market Coordination by Calculating Border Locational Marginal Prices
Advances in Electrical and Computer Engineering, 2013 In this paper the methodology for solving Locational Marginal Price (LMP) differences (inconsistency of LMPs) that arise at the boundary buses between separate power markets is proposed.
BABIC, A. B., SARIC, A. T.
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Perpetual American Defaultable Options in Models with Random Dividends and Partial Information
Risks, 2018 We present closed-form solutions to the perpetual American dividend-paying put and call option pricing problems in two extensions of the Black⁻Merton⁻Scholes model with random dividends under full and partial information.
Pavel V. Gapeev, Hessah Al Motairi
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Degradation mechanism of the von Willebrand factor A2 domain by nattokinase
FEBS Letters, EarlyView.Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto +3 more
wiley +1 more source
FEBS Letters, EarlyView.We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace +6 more
wiley +1 more source
Transformation Methods for Evaluating Approximations to the Optimal Exercise Boundary for Linear and Nonlinear Black-Scholes Equations [PDF]
SSRN Electronic Journal, 2008 The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla options that can be modelled by class of generalized Black-Scholes equations.
openaire +3 more sources
MathematicsAmerican options are more complex to price than European options because they grant holders the right to exercise at any time before expiration, especially in realistic market environments that consider both stochastic volatility and asset price jumps ...
Yu Zhang, Shilong Wang, Longsuo Li
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Acque Sotterranee, 2017 The Bakumivka River’s catchment, Ukraine serves as a case study to the application of FREEWAT to the ground and surface water management. The main objective of the study is to find out the optimal spatial distribution of the water supplied to the farms ...
Mykhailo Grodzynskyi, Daria Svidzinska
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