Results 121 to 130 of about 27,437,097 (250)
Preference-free option pricing with path-dependent volatility: A closed-form approach [PDF]
This paper shows how one can obtain a continuous-time preference-free option pricing model with a path-dependent volatility as the limit of a discrete-time GARCH model.
Steven L. Heston, Saikat Nandi
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This study shows that lung adenocarcinomas exploit developmental branching morphogenesis to acquire a therapy resistant basal‐like tumour cell state. This process was found to be regulated by combined TP53 loss‐of‐function and type‐I interferon signalling, identifying a novel axis for biomarker and therapeutic target discovery.
Kamila J Bienkowska +13 more
wiley +1 more source
Option Pricing: Real and Risk-Neutral Distributions [PDF]
The central premise of the Black and Scholes [Black, F., Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy 81, 637–659] and Merton [Merton, R. (1973). Theory of rational option pricing.
Jackwerth, Jens Carsten +2 more
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Combining osimertinib with the STING agonist ADU‐S100 activates innate and adaptive immunity to overcome the non‐inflamed microenvironment of Egfr‐mutant lung cancer. This combination increases NK and CD8+ T‐cell infiltration, associated with activation of the STING‐IRF3 pathway and local immunogenic cell death.
Jun Nishimura +19 more
wiley +1 more source
New Method for Real Option Valuation Using Fuzzy Numbers [PDF]
Real option analysis offers interesting insights on the value of assets and on the profitability of investments, which has made real options a growing field of academic research and practical application. Real option valuation is, however, often found to
Collan, Mikael
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Loss of IGF‐1R impairs DNA‐PKcs recruitment to chromatin leading to defective end‐joining
IGF‐1R promotes radioresistance by facilitating DNA‐PKcs recruitment to chromatin, enabling non‐homologous end‐joining (NHEJ) repair of double‐strand breaks. Inhibition or loss of IGF‐1R disrupts this recruitment to damage sites, driving compensatory reliance on microhomology‐mediated end‐joining (MMEJ) repair.
Matthew O. Ellis +3 more
wiley +1 more source
Extracting market expectations from option prices: case studies in Japanese option markets [PDF]
This paper focuses on the recently developing financial derivatives markets, and examines the usefulness of option prices as an information variable for monetary policy implementation.
Hisashi Nakamura, Shigenori Shiratsuka
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We identify USP29 as the only DUB mirroring CA9 expression, a marker of hypoxia and HIF pathway activation associated with PCA aggressiveness. USP29 stabilizes HIF‐1α and HIF‐2α via a noncanonical mechanism that is independent of PHD/pVHL activity yet relies on proteasomal regulation, establishing USP29 as a previously unrecognized regulator of hypoxic
Amelie S Schober +16 more
wiley +1 more source
About discrete hedging and option pricing [PDF]
The approach that allows find European option price on the assumption of hedging at discrete times is proposed. The routine allows find the option price not for lognormal distribution functions of underlying asset only but for other classes of ...
Dmitry Yakovlev, Dmitry Zhabin
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