Results 101 to 110 of about 3,743,885 (328)

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates [PDF]

arXiv
This paper presents a new model for options pricing. The Black-Scholes-Merton (BSM) model plays an important role in financial options pricing. However, the BSM model assumes that the risk-free interest rate, volatility, and equity premium are constant, which is unrealistic in the real market.
arxiv  

Barrier Option Pricing [PDF]

arXiv, 2013
We use Lie symmetry methods to price certain types of barrier options. Usually Lie symmetry methods cannot be used to solve the Black-Scholes equation for options because the function defining the maturity condition for an option is not smooth. However, for barrier options, this restriction can be accommodated and a symmetry analysis utilised to find ...
arxiv  

Molecular and functional profiling unravels targetable vulnerabilities in colorectal cancer

Molecular Oncology, EarlyView.
We used whole exome and RNA‐sequencing to profile divergent genomic and transcriptomic landscapes of microsatellite stable (MSS) and microsatellite instable (MSI) colorectal cancer. Alterations were classified using a computational score for integrative cancer variant annotation and prioritization.
Efstathios‐Iason Vlachavas, Konstantinos Voutetakis, Vivian Kosmidou, Spyridon Tsikalakis, Spyridon Roditis, Konstantinos Pateas, Ryangguk Kim, Kymberleigh Pagel, Stephan Wolf, Gregor Warsow, Antonia Dimitrakopoulou‐Strauss, Georgios N. Zografos, Alexander Pintzas, Johannes Betge, Olga Papadodima, Stefan Wiemann   +15 more
wiley   +1 more source

COMP Report: CPQR technical quality control guidelines for use of positron emission tomography/computed tomography in radiation treatment planning

Journal of Applied Clinical Medical Physics, Volume 23, Issue 12, December 2022., 2022
Abstract Positron emission tomography with x‐ray computed tomography (PET/CT) is increasingly being utilized for radiation treatment planning (RTP). Accurate delivery of RT therefore depends on quality PET/CT data. This study covers quality control (QC) procedures required for PET/CT for diagnostic imaging and incremental QC required for RTP.
Ran Klein, Mike Oliver, Dan La Russa, John Agapito, Stewart Gaede, JeanPierre Bissonnette, Arman Rahmim, Carlos Uribe   +7 more
wiley   +1 more source

Study of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process [PDF]

arXiv, 2019
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options and finance options, for instance, when one derives the optimal time to undertake a decision.
arxiv  

An Equilibrium Analysis of Real Estate [PDF]

This paper provides a unified equilibrium approach to valuing a wide variety of commercial real estate lease contracts. Using a game-theoretic variant of real options analysis, the underlying real estate asset market is modeled as a continuous-time Nash ...
Steven R. Grenadier
core  

CircCCNB1 inhibits vasculogenic mimicry by sequestering NF90 to promote miR‐15b‐5p and miR‐7‐1‐3p processing in nasopharyngeal carcinoma

Molecular Oncology, EarlyView.
CircCCNB1 expression is down‐regulated in nasopharyngeal carcinoma (NPC); thus, less NF90 protein is bound to circCCNB1 and more binds to pri‐miRNAs, blocking their (pri‐miRNAs) binding to DGCR8 and inhibiting the processing and generation of miR‐15b‐5p/miR‐7‐1‐3p. Furthermore, decreased miR‐15b‐5p/miR‐7‐1‐3p promotes the expression of the target genes
Chunmei Fan, Fenghua Tan, Jie Wu, Zhaoyang Zeng, Wenjia Guo, He Huang, Wei Xiong   +6 more
wiley   +1 more source

A small footprint couch‐top support device for image‐guided radiotherapy of heavy patients

Journal of Applied Clinical Medical Physics, Volume 23, Issue 12, December 2022., 2022
Abstract Purpose Patients with body weights close to or above 400 lbs present unique challenges in radiation therapy since the weight limit of most treatment couches decreases as the couch‐top extends toward the treatment gantry. The purpose of this work was to develop a small footprint couch‐top support platform to safely perform image‐guided ...
Huixiao Chen, Kevin Morley, Ronnie Rodriguez, Emily Draeger, Muhammad Shafiq ul Hassan, Zhe (Jay) Chen   +5 more
wiley   +1 more source

On the Consistency of the Deterministic Local Volatility Function Model ('implied tree') [PDF]

arXiv, 2000
We show that the frequent claim that the implied tree prices exotic options consistently with the market is untrue if the local volatilities are subject to change and the market is arbitrage-free. In the process, we analyse -- in the most general context -- the impact of stochastic variables on the P&L of a hedged portfolio, and we conclude that no ...
arxiv  

A REAL OPTIONS APPROACH TO INVESTMENT ANALYSIS OF AUTOMATIC MILKING SYSTEMS [PDF]

Automatic, or robotic, milking systems are beginning to be introduced to U.S. dairy farmers. This paper employs an ex ante approach to real options investment analysis of automatic milking systems.Livestock Production/Industries,
Engel, Phoebe D., Hyde, Jeffrey
core   +1 more source