Results 101 to 110 of about 1,937,997 (308)
Option pricing with Mellin transnforms
Mathematical and Computer Modelling, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Radha Panini, Ram Prasad Srivastav
openaire +3 more sources
Liver organoids: modelling complexity in homeostasis and disease
FEBS Letters, EarlyView.Studying liver in vitro has been challenging because simple 2D cell cultures fail to capture liver's cellular and architectural complexity. To bridge this gap, scientists increasingly use organoids, 3D liver models which better mimic liver composition and function. This review examines recent advances in liver organoid complexity and realism, discusses
Anna M. Dowbaj, Meritxell Huch
wiley +1 more source
An accurate analytical approximation for the price of a European-style arithmetic Asian option. [PDF]
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence structure between the prices of the underlying asset, no simple exact pricing formula exists, not even in a Black-Scholes setting.
Goovaerts, Marc, Vyncke, D, Dhaene, Jan
core
Supply Chain Bilateral Coordination with Option Contracts under Inflation Scenarios
Discrete Dynamics in Nature and Society, 2015 There exist obvious changes in price and demand during the inflationary period, both of which are regarded as the key factors leading to supply chain uncertainty.
Nana Wan, Xu Chen
doaj +1 more source
Epigenetic reprogramming of lineage switching in cancer
FEBS Letters, EarlyView.Cancer cells rarely commit to a single identity. Epigenetic mechanisms and tumor microenvironment cues push epithelial cells toward flexible, hybrid states that can shift into mesenchymal, neuroendocrine, or stem‐like fates, driving metastasis, drug resistance, and tumor heterogeneity. Targeting the epigenetic regulators behind these transitions, using
Ezgi Boyvatlı +4 more
wiley +1 more source
PROBABILISTIC PRICE FORECASTS BASED ON COMMODITY OPTION VALUES [PDF]
Demand and Price Analysis,
Fackler, Paul L., King, Robert P.
core
Option pricing using hidden Markov models [PDF]
, 2006 Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
core +1 more source
FEBS Letters, EarlyView.This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee +2 more
wiley +1 more source
Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility [PDF]
his paper addresses the problem of uncertainty in volatility, and how this affects option prices. The volatility uncertainty adjustment to Black-Scholes option prices is quantified in this paper using a normal mixture model for the distribution of ...
Carol Alexander, Sujit Narayanan
core
How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?
Iranian Journal of Electrical and Electronic Engineering, 2016 In this paper, impacts of day-ahead market pricing on behavior of producers and consumers in option and day-ahead markets and on option pricing are studied.
H. Raouf Sheybani, M. Oloomi
doaj