Results 81 to 90 of about 5,119,744 (306)
Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies [PDF]
, 2023 We introduce a new formulation of reflected BSDEs and doubly reflected BSDEs associated with irregular obstacles. In the first part of the paper, we consider an extension of the classical optimal stopping problem over a larger set of stopping systems ...
Arharas, Ihsan, Ouknine, Youssef
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Optimal stopping in Levy models, for non-monotone discontinuous payoffs [PDF]
We give short proofs of general theorems about optimal entry and exit problems in Levy models, when payoff streams may have discontinuities and be non-monotone.
Boyarchenko, Svetlana +1 more
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FEBS Open Bio, EarlyView.In normal (nontolerant) cells, CD14 is crucial for both LPS uptake and LPS signaling. In LPS‐tolerant cells, in which LPS‐induced TNF‐α and IFN‐β production is suppressed, there is a dramatic increase in surface CD14 expression. The overexpressed CD14 in LPS‐tolerant cells is responsible for the enhanced LPS uptake without inducing pro‐inflammatory ...
Saeka Nishihara +3 more
wiley +1 more source
Discrete Dynamics in Nature and Society, 2012 This paper presents a 2D convergence density criterion for minimizing the total junction delay at isolated junctions in the lane-based optimization framework.
C. K. Wong, Y. Y. Lee
doaj +1 more source
The Optimal Stopping Problem of Dupuis and Wang: A Generalization [PDF]
In this paper, we study the optimal stopping problem of Dupuis and Wang analyzed in [7]. In this problem, the underlying follows a linear diffusion but the decision maker is not allowed to stop at any time she desires but rather on the jump times of an ...
Jukka Lempa
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In this paper, efforts are intensified as much as possible to explicitly and clearly give the definitions as regards the operations involving the complement, intersection as well as the union for IndetermSoft Set, IndetermHyperSoft Set, and Tree Soft Set
Adesina, Adebisi Sunday
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Exercise strategies for American exotic options under ambiguity [PDF]
, 2009 Chudjakow T, Vorbrink J. Exercise strategies for American exotic options under ambiguity. Working Papers. Institute of Mathematical Economics. Vol 421.
Chudjakow, Tatjana, Vorbrink, Jörg
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Advanced Simulation-Based Methods for Optimal Stopping and Control
, 2018 This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation ...
Schoenmakers, John G. M. +3 more
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Versatile vector tools for efficient protein screening across multiple expression systems
FEBS Open Bio, EarlyView.A unified vector toolkit enables rapid protein expression screening across E. coli, insect, and mammalian cells. A single primer pair amplifies the target gene, which is inserted into any vector via a standardized interface. This streamlined workflow eliminates repeated cloning steps, accelerating the identification of optimal expression conditions for
Zhimin Zhu +5 more
wiley +1 more source
On a Solution of the Optimal Stopping Problem for Processes with Independent Increments [PDF]
We discuss a solution of the optimal stopping problem for the case when a reward function is a power function of a process with independent stationary increments (random walks or Levy processes) on an infinite time interval.
Albert Shiryaev, Alexander Novikov
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