Results 101 to 110 of about 326,715 (285)
Prostate cancer remains a leading cause of male cancer death, yet screening cannot reliably identify aggressive disease, underscoring the need for tissue biomarkers. It is shown that primary tumors increase ER–plasma membrane junction signaling via STIM1/ORP5, whereas metastasis features their loss, Golgi dispersal, and rapid conversion of high‐mannose
Amanda J. Macke +14 more
wiley +1 more source
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. [PDF]
De Giovanni D, Leccadito A, Loccisano D.
europepmc +1 more source
Strategic pricing of financial options [PDF]
The mainstream model of option pricing is based on an exogenously given process of price movements. The implication of this assumption is that price movements are not affected by actions of market participants. However, if we assume that there are indeed
Bieta, Volker +3 more
core
INB3P is a multimodal framework for blood–brain barrier‐penetrating peptide prediction under extreme data scarcity and class imbalance. By combining physicochemical‐guided augmentation, sequence–structure co‐attention, and imbalance‐aware optimization, it improves predictive performance and interpretability.
Jingwei Lv +11 more
wiley +1 more source
Unlocking the black box: Non-parametric option pricing before and during COVID-19. [PDF]
Gradojevic N, Kukolj D.
europepmc +1 more source
Option pricing using EGARCH models [PDF]
Various empirical studies have shown that the time-varying volatility of asset returns can be described by GARCH (generalised autoregressive conditional heteroskedasticity) models. The corresponding GARCH option pricing model of Duan (1995) is capable of
Schmitt, Christian
core
The first TrFE‐free ferroelectric polymers exhibiting concurrently a morphotropic phase boundary and high Curie temperature are reported through a grafting strategy, which is completely different from previous methods to design MPB by composition and irradiation. This finding offers a cost‐effective solution to decode the long‐standing inverse relation
Zekai Fei +6 more
wiley +1 more source
Asian rainbow option pricing formulas of uncertain stock model. [PDF]
Gao R, Wu W, Liu J.
europepmc +1 more source
Martingalized Historical approach for Option Pricing [PDF]
In a discrete time option pricing framework, we compare the empirical performance of two pricing methodologies, namely the affine stochastic discount factor (SDF) and the empirical martingale correction methodologies.
Christophe Chorro +2 more
core
This review summarizes recent advances in four mainstream solution‐based techniques for synthesizing NiOx hole‐transport layers for high‐performance perovskite photovoltaic cells, and highlights the key challenges and future prospects for achieving high efficiency, long‐term stability, and low‐cost perovskite photovoltaic technologies toward ...
Zheng Wu +7 more
wiley +1 more source

