Results 51 to 60 of about 552,390 (336)
FEBS Letters, EarlyView.The NlpC_P60 superfamily of peptidases is recognised by its key role in bacterial cell wall homeostasis. Recently, studies have also described the involvement of NlpC_P60‐like enzymes in bacterial competitive mechanisms and pathogenesis across several lineages.
Catharina dos Santos Silva +1 more
wiley +1 more source
European Power Option Pricing with Extended Vasicěk Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions [PDF]
arXiv, 2022 We propose a general framework of European power option pricing under two different market assumptions about extended Vasic\v{e}k interest rate process and exponential Ornstein-Uhlenbeck asset process with continuous dividend as underlying, in which the Brownian motions involved in Vasic\v{e}k interest rate and exponential Ornstein-Uhlenbeck process ...
arxiv
Making tau amyloid models in vitro: a crucial and underestimated challenge
FEBS Letters, EarlyView.This review highlights the challenges of producing in vitro amyloid assemblies of the tau protein. We review how accurately the existing protocols mimic tau deposits found in the brain of patients affected with tauopathies. We discuss the important properties that should be considered when forming amyloids and the benchmarks that should be used to ...
Julien Broc, Clara Piersson, Yann Fichou
wiley +1 more source
Model Risk in Real Option Valuation [PDF]
arXiv, 2018 We introduce a general decision tree framework to value an option to invest/divest in a project, focusing on the model risk inherent in the assumptions made by standard real option valuation methods. We examine how real option values depend on the dynamics of project value and investment costs, the frequency of exercise opportunities, the size of the ...
arxiv
Unraveling Mycobacterium tuberculosis acid resistance and pH homeostasis mechanisms
FEBS Letters, EarlyView.Mycobacterium tuberculosis exhibits a remarkable resilience to acid stress. In this Review, we discuss some of the molecular mechanisms and metabolic pathways used by the tubercle bacilli to adapt and resist host‐mediated acid stress. Mycobacterium tuberculosis (Mtb) is a successful pathogen that has developed a variety of strategies to survive and ...
Janïs Laudouze +3 more
wiley +1 more source
Electricity Real Options Valuation [PDF]
arXiv, 2006 In this paper a real option approach for the valuation of real assets is presented. Two continuous time models used for valuation are described: geometric Brownian motion model and interest rate model. The valuation for electricity spread option under Vasicek interest model is placed and the formulas for parameter estimators are calculated.
arxiv
FEBS Letters, EarlyView.The S1025 peptide is the major antidote to the YrzI toxin, which we renamed here as SpyT (Small Peptide YrzI Toxin) and SpyA (Small Peptide YrzI Antitoxin) (1). Degradation of the toxin–antitoxin spyTA mRNA, either by a translation‐dependent cleavage by the endoribonuclease Rae1 (2) or by direct attack by 3′‐exoribonucleases (3), also contributes to ...
Laetitia Gilet +4 more
wiley +1 more source
Modelling conversion options with a mean reversion motion
Revista Brasileira de Finanças, 2007 Commodity prices are generally better modeled by a long-term Mean Reverting Process, than by a Geometric Brownian Motion stochastic diffusion process, which is more generally used to value real options, since it is simpler to use.
Luiz E. T. Brandão +1 more
doaj
THEORETICAL APPROCHES REGARDING THE EVALUATION OF INVESTMENT PROJECTS FOR GREEN ENERGY BASED ON REAL OPTIONS ANALYSIS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2014 This article considers real options and their importance as an alternative assessment for green energy infrastructure investments. Article foregrounds methodology of real options and financial options theory as a tool frequently useful.
MAFTEI DANIEL
doaj
Practical guide to real options in discrete time [PDF]
arXiv, 2004 Continuous time models in the theory of real options give explicit formulas for optimal exercise strategies when options are simple and the price of an underlying asset follows a geometric Brownian motion. This paper suggests a general, computationally simple approach to real options in discrete time.
arxiv