Results 61 to 70 of about 344,723 (279)
Optimal Stopping with Private Information [PDF]
SSRN Electronic Journal, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kruse, Thomas, Strack, Philipp
openaire +4 more sources
YIPFα1A expression is regulated by multilayered molecular mechanisms
FEBS Open Bio, EarlyView.YIPFα1A, a five‐pass Golgi protein, is regulated at multiple layers. (1) Rare‐codon enrichment drives translation‐coupled mRNA decay. (2) A proximal 3′‐UTR element stabilizes mRNA. (3) A distal 3′‐UTR element included by alternate poly(A) site usage represses translation, which can be overridden by the proximal 3′‐UTR element.
Tokio Takaji +2 more
wiley +1 more source
Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning
Mathematics, 2020 Mathematically, the execution of an American-style financial derivative is commonly reduced to solving an optimal stopping problem. Breaking the general assumption that the knowledge of the holder is restricted to the price history of the underlying ...
Bernardo D’Auria +2 more
doaj +1 more source
FEBS Open Bio, EarlyView.The MRP4 transporter exports several drugs and signaling molecules. Here, we identified key promoter elements regulating basal MRP4 expression. Using reporter assays, we defined a conserved region with essential Sp1 and contributory Ets sites, which controlled basal MRP4 expression.
Debora Singer +7 more
wiley +1 more source
Optimal stopping problems with regime switching: a viscosity solution method [PDF]
, 2015 We employ the viscosity solution technique to analyze optimal stopping problems with regime switching. Specifically, we obtain the viscosity property of value functions, the uniqueness of viscosity solutions, the regularity of value functions and the ...
Zhang, Na, Zhang, Yong-Chao
core
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
FEBS Open Bio, EarlyView.Evolutionary analysis across 32 placental mammals identified positive selection at residues H148 and W149 in the immune receptor FcγR1. Ancestral reconstruction combined with molecular dynamics simulations reveals how these mutations may influence receptor structure and dynamics, providing insight into the evolution of antibody recognition and immune ...
David A. Young +7 more
wiley +1 more source
Journal of Applied Mathematics, 2015 The target of this paper is to establish the bid-ask pricing framework for the American contingent claims against risky assets with G-asset price systems on the financial market under Knightian uncertainty. First, we prove G-Dooby-Meyer decomposition for
Wei Chen
doaj +1 more source
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
doaj +1 more source
Neural optimal stopping boundary
Mathematical FinanceAbstractA method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary as the graph of a function and introduces relaxed stopping rules based on fuzzy boundaries to facilitate ...
Andres Max Reppen +2 more
openaire +3 more sources