Results 121 to 130 of about 2,062,160 (307)
Multivariate Option Pricing with Time Varying Volatility and Correlations [PDF]
In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option
Jeroen V.K. Rombouts, Lars Stentoft
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Leucine‐rich glioma inactivated 1 (LGI1) is a ganglioside‐binding protein
FEBS Letters, EarlyView.Neuronal hyperexcitability associated with a decrease/absence of the extracellular protein LGI1 has been suggested to be primarily due to the downregulation of Kv1 channel expression. The molecular mechanisms underlying this decrease have not yet been elucidated.
Kévin Debreux +7 more
wiley +1 more source
A reduced basis for option pricing [PDF]
We introduce a reduced basis method for the efficient numerical solution of partial integro-differential equations which arise in option pricing theory.
Rama Cont +2 more
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A context‐dependent modulatory role for eIF6 in acquired resistance to vemurafenib in melanoma
FEBS Letters, EarlyView.Acquired resistance to vemurafenib upregulates the translation factor eIF6 in melanoma cells. Silencing eIF6 in resistant cells reduces proliferation and partially restores drug sensitivity, whereas its overexpression increases sensitivity across melanoma lines regardless of BRAF status, via modulation of mTOR, S6K, and MAPK signaling.
George Kyriakopoulos +9 more
wiley +1 more source
The Evaluation Of Barrier Option Prices Under Stochastic Volatility [PDF]
This paperc onsiders the problem o fnumerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993). We develop a method of lines approach to evaluate
Boda Kang +2 more
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Bayesian option pricing using mixed normal heteroskedasticity models [PDF]
Bayesian inference, option pricing, finite mixture models, out-of-sample prediction, GARCH ...
ROMBOUTS, Jeroen V.K., STENTOFT, Lars
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Metastatic niche shaped by host factors influences disseminated cancer cell fate
FEBS Letters, EarlyView.Metastasis is shaped not only by cancer cells but also by the environments they encounter. This review explores how factors such as aging, diet, the microbiome, lifestyle, and environmental exposures remodel organ‐specific niches in the lung, liver, bone, and brain, influencing where metastatic cells survive, remain dormant, or grow, and ultimately ...
Gwennan Delyth Ward +2 more
wiley +1 more source
A comment on "An arbitrage-free approach to quasi-option value" by Coggins and Ramezani [PDF]
In their article ?An Arbitrage-Free Approach to Quasi-Option Value? [J. Environm. Econom. Management 35, 103-125, 1998], Coggins and Ramezani interpreted the concept of quasi-option value introduced by Arrow and Fisher [Quart. J. Econom.
Mensink, Paul
core
Smaller is better: nanobodies meet NMR
FEBS Letters, EarlyView.Nanobodies are single‐domain antigen‐binding fragments derived from camelid heavy chain antibodies. Their small size, high stability, and exceptional specificity make nanobodies uniquely useful probes for NMR studies of protein dynamics, transient conformational states, and protein–protein interactions.
Oleg Y. Dmitriev
wiley +1 more source
OPTION PRICING WITH V. G. MARTINGALE COMPONENTS [PDF]
European call options are priced when the uncertainty driving the stock price follows the V. G. stochastic process (Madan and Seneta 1990). The incomplete markets equilibrium change of measure is approximated and identified using the log return mean ...
Dilip Madan, Frank Milne
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