Results 31 to 40 of about 31,331 (287)
Power Option Pricing Based on Time-Fractional Model and Triangular Interval Type-2 Fuzzy Numbers
Complexity, 2022 The problem of generalizing the power option-pricing model to incorporate more empirical features becomes an urgent and necessary event. A new power option pricing method is designed for the financial market uncertainty that simultaneously involves ...
Tong Wang, Pingping Zhao, Aimin Song
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Cell wall target fragment discovery using a low‐cost, minimal fragment library
FEBS Letters, EarlyView.LoCoFrag100 is a fragment library made up of 100 different compounds. Similarity between the fragments is minimized and 10 different fragments are mixed into a single cocktail, which is soaked to protein crystals. These crystals are analysed by X‐ray crystallography, revealing the binding modes of the bound fragment ligands.
Kaizhou Yan +5 more
wiley +1 more source
Index Option Pricing via Nonparametric Regression
Econometric Research in Finance, 2022 Investors typically use the Black-Scholes (B-S) parametric model to value financial options. However, there is extensive empirical evidence that the B-S model, assuming constant volatility of stock returns, is far from adequate to price options.
Ka Po Kung
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, 2017 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 +3 more sources
Bridging the gap: Multi‐stakeholder perspectives of molecular diagnostics in oncology
Molecular Oncology, EarlyView.Although molecular diagnostics is transforming cancer care, implementing novel technologies remains challenging. This study identifies unmet needs and technology requirements through a two‐step stakeholder involvement. Liquid biopsies for monitoring applications and predictive biomarker testing emerge as key unmet needs. Technology requirements vary by
Jorine Arnouts +8 more
wiley +1 more source
Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate
Discrete Dynamics in Nature and Society, 2020 Options play a very important role in the financial market, and option pricing has become one of the focus issues discussed by the scholars. This paper proposes a new uncertain mean-reverting stock model with floating interest rate, where the interest ...
Zhaopeng Liu
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Molecular Oncology, EarlyView.The cancer problem is increasing globally with projections up to the year 2050 showing unfavourable outcomes in terms of incidence and cancer‐related deaths. The main challenges are prevention, improved therapeutics resulting in increased cure rates and enhanced health‐related quality of life.
Ulrik Ringborg +43 more
wiley +1 more source
Discrete Dynamics in Nature and Society, 2020 In this paper, we first investigate the stochastic representation of the modified advection-dispersion equation, which is proved to be a subordinated stochastic process.
Longjin Lv, Luna Wang
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Rethinking plastic waste: innovations in enzymatic breakdown of oil‐based polyesters and bioplastics
FEBS Open Bio, EarlyView.Plastic pollution remains a critical environmental challenge, and current mechanical and chemical recycling methods are insufficient to achieve a fully circular economy. This review highlights recent breakthroughs in the enzymatic depolymerization of both oil‐derived polyesters and bioplastics, including high‐throughput protein engineering, de novo ...
Elena Rosini +2 more
wiley +1 more source
On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option
International Journal of Analysis and Applications, 2020 The fundamental objective of this paper is twofold. Firstly, to derive the Cox-Ross-Rubinstein type new formula for risk neutral pricing of European compound call option, where the underlying asset is also a European call option.
Javed Hussain, Bareerah Khan
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