Results 51 to 60 of about 342,776 (277)
Optimal multiple stopping time problem
, 2011 We study the optimal multiple stopping time problem defined for each stopping time $S$ by $v(S)=\operatorname {ess}\sup_{\tau_1,...,\tau_d\geq S}E[\psi(\tau_1,...,\tau_d)|\mathcal{F}_S]$. The key point is the construction of a new reward $\phi$ such that
Kobylanski, Magdalena +2 more
core +3 more sources
Correlation of the differential expression of PIK3R1 and its spliced variant, p55α, in pan‐cancer
Molecular Oncology, EarlyView.PIK3R1 undergoes alternative splicing to generate the isoforms, p85α and p55α. By combining large patient datasets with laboratory experiments, we show that PIK3R1 spliced variants shape cancer behavior. While tumors lose the protective p85α isoform, p55α is overexpressed, changes linked to poorer survival and more pronounced in African American ...
Ishita Gupta +10 more
wiley +1 more source
Optimal stopping problems in diffusion-type models with running maxima and drawdowns
, 2014 We study optimal stopping problems related to the pricing of perpetual American options in an extension of the Black-Merton-Scholes model in which the dividend and volatility rates of the underlying risky asset depend on the running values of its maximum
Gapeev, Pavel V., Rodosthenous, Neofytos
core +1 more source
Molecular Oncology, EarlyView.This work identified serum proteins associated with pancreatic epithelial neoplasms (PanINs) and early‐stage PDAC. Proteomics screens assessed genetically engineered mice with abundant PanINs, KPC mice (Lox‐STOP‐Lox‐KrasG12D/+ Lox‐STOP‐Lox‐Trp53R172H/+ Pdx1‐Cre) before PDAC development and also early‐stage PDAC patients (n = 31), compared to benign ...
Hannah Mearns +10 more
wiley +1 more source
Molecular Oncology, EarlyView.Aldehyde dehydrogenase 1A1 (ALDH1A1) is a cancer stem cell marker in several malignancies. We established a novel epithelial cell line from rectal adenocarcinoma with unique overexpression of this enzyme. Genetic attenuation of ALDH1A1 led to increased invasive capacity and metastatic potential, the inhibition of proliferation activity, and ultimately ...
Martina Poturnajova +25 more
wiley +1 more source
The timing of terrorist attacks: An optimal stopping approach
Research & Politics, 2016 I use a simple optimal stopping model to derive policy relevant insights on the timing of one-shot attacks by small autonomous terrorist units or “lone wolf” individuals.
Thomas Jensen
doaj +1 more source
Optimal decision under ambiguity for diffusion processes
, 2012 In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process.
Christensen, Sören
core +1 more source
Molecular Oncology, EarlyView.Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source
The Optimal Stopping Problem under a Random Horizon
MathematicsThis paper considers a pair (F,τ), where F is a filtration representing the “public” flow of information that is available to all agents over time, and τ is a random time that might not be an F-stopping time. This setting covers the case of a credit risk
Tahir Choulli, Safa’ Alsheyab
doaj +1 more source
Optimal Selling Strategies under Regime-Switching Market Environment with Finite Expiry
Discrete Dynamics in Nature and Society, 2021 This paper addresses an optimal stock liquidation problem over a finite-time horizon; to that end, we model it as an optimal stopping problem in a regime-switching market.
Jie Xing, Taoshun He
doaj +1 more source