Results 131 to 140 of about 1,937,997 (308)
Tumour–host interactions in Drosophila: mechanisms in the tumour micro‐ and macroenvironment
This review examines how tumour–host crosstalk takes place at multiple levels of biological organisation, from local cell competition and immune crosstalk to organism‐wide metabolic and physiological collapse. Here, we integrate findings from Drosophila melanogaster studies that reveal conserved mechanisms through which tumours hijack host systems to ...
José Teles‐Reis, Tor Erik Rusten
wiley +1 more source
The British Asian Option [PDF]
Following the economic rationale of [7] and [8] we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff ...
Kristoffer Glover +2 more
core
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
core +2 more sources
In this explorative study, the abundance of circular RNA molecules in bone marrow stem cells was found to be elevated in patients with high‐risk myelodysplastic neoplasms, and to be associated with an increased risk of progression to acute myeloid leukemia.
Eileen Wedge +17 more
wiley +1 more source
Hijacking emergency granulopoiesis: Neutrophil ontogeny and reprogramming in cancer
Neutrophils are highly plastic innate immune cells; their functions in cancer extend beyond the tumour microenvironment. This Review summarises current understanding of neutrophil maturation and heterogeneity and highlights tumour‐induced granulopoiesis as a systemic programme that expands immature, immunosuppressive neutrophils via tumour‐derived ...
Gabriela Marinescu, Yi Feng
wiley +1 more source
An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market [PDF]
Includes bibliographical references.The assumption of constant asset price volatility of classical Black-Scholes model hasbeen challenged continuously. The symmetrical distribution emphasises a lognormalized asset.
Chen, Hung-Hsiang
core +1 more source
Spread Option Pricing Under Finite Liquidity Framework
This work explores a finite liquidity model to price spread options and assess the liquidity impact. We employ Kirk approximation for computing the spread option price and its delta.
Traian A. Pirvu, Shuming Zhang
doaj +1 more source
Dormant cancer cells can hide in distant organs for years, evading treatment and the immune system. This review highlights how signals from the surrounding tissue and immune environment keep these cells inactive or trigger their reawakening. Understanding these mechanisms may help develop therapies to eliminate or control dormant cells and prevent ...
Kanishka Tiwary +1 more
wiley +1 more source
Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]
This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Nagarajan, Thirukumaran +1 more
core
In Sect 7.1, we review several methods for option pricing in research. Specifically, in Sect 7.1.5, we review Neural Net Methods for options pricing; the strengths and weaknesses of each of the applied methods is discussed.
Mostafa, F, Dillon, T, Chang, E
openaire +2 more sources

