Results 111 to 120 of about 1,937,997 (308)
Effect of different basis functions on the LSM pricing of American option
四川大学学报. 自然科学版, 2021 American option allows an option holder to exercise the option at any time before the expiration of option. Thus it is impossible to price it by the B-S formula. Numerical methods are usually applied to price an American option.
YU Tuo, TANG Ya-Yong
doaj
ANALISIS SENSITIVITAS HARGA OPSI MENGGUNAKAN METODE GREEK BLACK SCHOLES
E-Jurnal Matematika, 2018 Sensitivity analysis can be used to carry out hedging strategies. The sensitivity value measures how much the price change of the option influenced by some parameters.
DEVI NANDITA. N +2 more
doaj +1 more source
Golgi enzymes are retrieved from the plasma membrane to the trans‐Golgi network
FEBS Letters, EarlyView.Golgi enzymes are traditionally considered resident proteins retained within the Golgi apparatus. Here, we demonstrate that a subset transiently reaches the cell surface and is subsequently retrieved to the trans‐Golgi network via retrograde transport. Using a nanobody‐based toolkit, we uncover a dynamic trafficking cycle of several Golgi enzymes.
Dominik P. Buser, Tina Junne
wiley +1 more source
Bounds and robust hedging of the American option [PDF]
The value of an American option depends on the information that the holder will acquire over the option’s life. Much of the literature makes restrictive assumptions about information revelation – for example that the underlying price process is Markov ...
Neuberger, Anthony
core
Translophagy—A potential link between autophagy impairment and translational errors
FEBS Letters, EarlyView.Neurodegenerative diseases are characterised by the accumulation of abnormal proteins and protein aggregates, but their origin often remains unknown. We propose that selective autophagy removes damaged protein‐making machinery, preventing errors during protein synthesis.
Mykola V. Korolchuk +11 more
wiley +1 more source
Internet auctions with a temporary buyout option [PDF]
In an Internet auction, bidders sequentially decide whether or not to enter, and each bidder has to pay a participation cost. In this paper we model an Internet auction with a temporary buyout option.
Che, Xiaogang
core
ON THE FUTURE CONTRACT QUALITY OPTION: A NEW LOOK [PDF]
The paper provide a new method to replicate and price the quality options usually embedded in many future contracts. The replicating strategies may draw on both the future contract and its related calls and puts.
Susana Reichardt, Alejandro balbas
core +2 more sources
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach [PDF]
, 2005 Consider a non-spanned security $C_{T}$ in an incomplete market. We study the risk/return tradeoffs generated if this security is sold for an arbitrage-free price $\hat{C_{0}}$ and then hedged. We consider recursive "one-period optimal" self-financing
Ibáñez, Alfredo
core +1 more source
Analysis of Options Contract, Option Pricing in Agricultural Products
مجله اقتصاد و توسعه کشاورزی, 2016 Introduction: Risk is an essential component in the production and sale of agricultural products. Due to the nature of agricultural products, the people who act in this area including farmers and businesspersons encounter unpredictable fluctuations of ...
H. Tamidy +3 more
doaj
FEBS Letters, EarlyView.How do genomes gain new functional parts? In eukaryotes, which tend to evolve under weak selection, much of the genome is junk. Palazzo and Qiu borrow the logic of Markov chains to show how non‐functional DNA becomes functional through the appearance of intermediate states, which arise due to epistasis, buffering, and biochemical messiness, allowing ...
Alexander F. Palazzo, Yi Qiu
wiley +1 more source