Results 171 to 180 of about 174,626,138 (254)

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Computational Oncology of Chemotaxis-Driven Tumour-Immune Spatial Patterning and Stability. [PDF]

Bioengineering (Basel)
Liu Z, Yu J, Wang LS, Su L, Liang Y, Du Y, Liu J.   +6 more
europepmc   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

Assessing the therapeutic potential of PDE-5 inhibitors in adults: Insights from a multi-omics study. [PDF]

Physiol Rep
McGovern KA, Wright TJ, Marchant ED, Kilroe SP, Durham WJ, Dillon EL, Baum MM, Kinsky MP, Russell WK, Fry CS, Gongloor P, Pyles RB, Urban RJ, Rasmussen BB, Sheffield-Moore M.   +14 more
europepmc   +1 more source

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

Mathematical Finance, EarlyView.
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang, Yifan Sun, Thaleia Zariphopoulou   +2 more
wiley   +1 more source

Advances in computational biology approaches for digital modeling of tumor microenvironment. [PDF]

Brief Bioinform
Ming W, Lu H, Zeng T, Luo K, Xu J, Liu H.   +5 more
europepmc   +1 more source

On Short‐Term Behavior of Implied Volatility for Index Options

Mathematical Finance, EarlyView.
ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley   +1 more source

Phosphodiesterase 4 (PDE 4) Inhibition Reduces Ischemia-Reperfusion-Induced Leucocyte Infiltration, Apoptosis and Mitochondrial Fission Markers in Mice Skeletal Muscles Four Hours After Ischemia Onset. [PDF]

Muscles
Charles AL, Tetsi L, Quiring G, Barnig C, Giannini M, Meyer A, Lejay A, Lugnier C, Geny B.   +8 more
europepmc   +1 more source

Incretin‐Based Medications in Women and Reproduction: A Systematic Scoping Review and Consensus Guidelines for Clinical Practice

Obesity Reviews, EarlyView.
ABSTRACT Introduction Pregnancy concurrent with incretin‐based medications is contraindicated due to unknown risk of teratogenicity, as is breastfeeding. The aim of this systematic scoping review was to investigate potential risks and benefits of incretin‐based medications in relation to preconception, pregnancy, and postnatal health, and to propose ...
Kate Maslin, Jill Shawe, Sinead Blowers, Michael Ceulemans, Kathryn Hart, Sam Schoenmakers, Amihai Rottenstreich, Heather Hopper, Mojca Jensterle, Angela C. Flynn, Sarah Siegelaar, Annick Bogaerts, Isy Douek, Nicola Heslehurst, Dries Ceulemans, Tricia Tan, Johnathan Pinkney, Martin Whyte, Shahrad Taheri, Roland Devlieger   +19 more
wiley   +1 more source