Results 41 to 50 of about 31,331 (287)

Valuation of Exchange Option with Credit Risk in a Hybrid Model

Mathematics, 2020
In this paper, the valuation of the exchange option with credit risk under a hybrid credit risk model is investigated. In order to build the hybrid model, we consider both the reduced-form model and the structural model.
Geonwoo Kim
doaj   +1 more source

C2α‐carbanion‐protonating glutamate discloses tradeoffs between substrate accommodation and reaction rate in actinobacterial 2‐hydroxyacyl‐CoA lyase

FEBS Open Bio, EarlyView.
Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn, Barbara Seroka, Ryszard Lazny, Zenon Lotowski, Thore Rohwerder   +4 more
wiley   +1 more source

Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate

Journal of Management Science and Engineering, 2017
This paper proposes an efficient option pricing model that incorporates stochastic interest rate (SIR), stochastic volatility (SV), and double exponential jump into the jump-diffusion settings.
Rongda Chen, Zexi Li, Liyuan Zeng, Lean Yu, Qi Lin, Jia Liu   +5 more
doaj   +1 more source

Economic Burden of Rheumatoid Arthritis in Low‐ and Middle‐Income Countries: Systematic Review and Meta‐Analysis

Arthritis Care &Research, EarlyView.
Objective The aim of this systematic review was to synthesize the economic impact of rheumatoid arthritis (RA) on households, health systems, and society in low‐ and middle‐income countries (LMICs). Methods Electronic databases such as PubMed, Web of Science, and CINAHL were searched using keywords related to RA and cost of illness.
Tadesse Gebrye, Chidozie E. Mbada, Clara T. Fatoye, Faatihah Niyi‐Odumosu, Ushotanefe Useh, Zalmai Hakimi, Francis Fatoye   +6 more
wiley   +1 more source

Cost‐Effectiveness of Low‐Dose Colchicine Prophylaxis When Starting Allopurinol Using the “Start‐Low Go‐Slow” Approach for Gout: Evidence From a Noninferiority Randomized Double‐Blind Placebo‐Controlled Trial

Arthritis Care &Research, EarlyView.
Objective The aim of this study was to investigate the cost‐effectiveness of low‐dose colchicine prophylaxis for preventing gout flares when starting allopurinol using the “start‐low go‐slow” approach. Methods Participants with gout, fulfilling the American College of Rheumatology recommendations for starting urate‐lowering therapy and with serum urate
Yana Pryymachenko, Ross Wilson, Nicola Dalbeth, J. Haxby Abbott, Lisa Stamp   +4 more
wiley   +1 more source

Interval Pricing Study of Deposit Insurance in China

Discrete Dynamics in Nature and Society, 2020
This paper first proposes a European option pricing method for deposit insurance based on triangular intuitionistic fuzzy numbers. In the proposed method, we take into account the randomness and fuzziness of bank asset value simultaneously, and hence ...
Sulin Wu, Shenggang Yang, Yifan Wu, Sangzhi Zhu   +3 more
doaj   +1 more source

The Sunk Cost and the Real Option Pricing Model

Complexity, 2021
Although the academic literature on real options has grown enormously over the past three decades, hitherto an accurate real option pricing model has not been developed for investment decision analyses.
Songsong Li, Yinglong Zhang, Xuefeng Wang   +2 more
doaj   +1 more source

Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach

Scientific African, 2023
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry.
Brian Wesley Muganda, Ioannis Kyriakou, Bernard Shibwabo Kasamani   +2 more
doaj   +1 more source

Combining Three Peripheral Blood Biomarkers to Stratify Rheumatoid Arthritis‐Associated Interstitial Lung Disease Risk

Arthritis Care &Research, Accepted Article.
Objective The purpose was to evaluate a biomarker score consisting of MUC5B rs35705950 promoter variant, plasma matrix metalloproteinase (MMP)‐7, and serum anti‐malondialdehyde‐acetaldehyde (anti‐MAA) antibody for RA‐associated interstitial lung disease risk stratification. Methods Using a multicenter cohort of US veterans with RA, we performed a cross‐
Kelsey Coziahr, Austin M. Wheeler, Brent A. Luedders, Michael Duryee, Halie Frideres, Katherine D. Wysham, Grant W. Cannon, Gary Kunkel, Dana P. Ascherman, Paul A. Monach, Gail S. Kerr, Andreas M. Reimold, Scott M. Matson, Joshua F. Baker, Geoffrey M. Thiele, Ted R. Mikuls, Bryant R. England   +16 more
wiley   +1 more source

Closed-form approximate solutions for stop-loss and Russian options with multiscale stochastic volatility

AIMS Mathematics, 2023
In general, derivation of closed-form analytic formulas for the prices of path-dependent exotic options is a challenging task when the underlying asset price model is chosen to be a stochastic volatility model.
Min-Ku Lee, Jeong-Hoon Kim
doaj   +1 more source