Results 121 to 130 of about 1,937,997 (308)
MATEC Web of Conferences, 2017 The paper is focused on American option pricing problem. Assuming non-dividend paying American put option leads to two disjunctive regions, a continuation one and a stopping one, which are separated by an early exercise boundary.
Lukáš Ladislav
doaj +1 more source
Prospecting the protein design landscape
FEBS Letters, EarlyView.This review outlines the current state of various protein design approaches. We discuss the current possibilities enabled by recently released tools, highlight future avenues to pursue in protein design, and underscore the crucial role of key databases and resources for successful protein design workflows.
Jakob R. Riccabona +4 more
wiley +1 more source
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models [PDF]
While stochastic volatility models improve on the option pricing error when compared to the Black-Scholes-Merton model, mispricings remain. This paper uses mixed normal heteroskedasticity models to price options. Our model allows for significant negative
Jeroen V.K. Rombouts, Lars Stentoft
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Subdiffusive option price model with Inverse Gaussian subordinator
Modern Stochastics: Theory and ApplicationsThe paper focuses on the option price subdiffusive model under the unusual behavior of the market, when the price may not be changed for some time, which is a quite common situation in modern illiquid financial markets or during global crises.
Nataliya Shchestyuk, Sergii Tyshchenko
doaj +1 more source
Artificial molecular machines and motors—Design and control of nanoscale motion
FEBS Letters, EarlyView.Molecules are constantly moving because of thermal fluctuations, but random motion alone cannot be exploited to perform directional tasks. Artificial molecular machines use chemical, electrical, or light energy to bias this motion. Molecular shuttles, rotary motors, and supramolecular pumps illustrate how nanoscale movement can be controlled and ...
Leonardo Andreoni, Alberto Credi
wiley +1 more source
FEBS Letters, EarlyView.Heterodimeric amino acid transporters consist of SLC7 and SLC3 family proteins arranged in a conserved structural organization. They regulate nutrient transport across cell membranes, supporting essential cellular functions. These transporters also contribute to xenobiotic/drug uptake and distribution.
Mariafrancesca Scalise +5 more
wiley +1 more source
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
Two Stochastic Volatility Processes - American Option Pricing [PDF]
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type.
Jonathan Ziveyi, Carl Chiarella
core
Membrane composition and thermodynamic identity as boundaries of life for synthetic cell research
FEBS Letters, EarlyView.What makes a cell a cell? The boundary of a living cell is not just a wall. Read as a Markov blanket, the membrane separates internal from external states, generating identity and non‐equilibrium order. Can this identity be rebuilt from scratch in a synthetic cell?
Caterina Presutti, Bert Poolman
wiley +1 more source
The British Russian Option [PDF]
Following the economic rationale of [10] and [11] we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of American options where upon his payoff (deliverable ...
Kristoffer Glover +2 more
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