Results 1 to 10 of about 285,559 (299)

Reply to "Genome of <i>Rhodovulum iodosum</i>, a marine photoferrotroph". [PDF]

Microbiol Resour Announc
Bose A, Gupta D, Bryce C, Kappler A.
europepmc   +1 more source

Engineering Polyketide Stereocenters with Ketoreductase Domain Exchanges. [PDF]

J Am Chem Soc
Keiser LS, Gatenil PP, Zhu Y, Deng K, Waldburger L, Gin JW, Chen Y, Baidoo EEK, Petzold CJ, Lanclos N, Northen TR, Englund E, Keasling JD.   +12 more
europepmc   +1 more source

Dish swap across a weekly menu can deliver health and sustainability gains. [PDF]

Nat Food
Flynn AN, Takahashi T, Sim A, Brunstrom JM.   +3 more
europepmc   +1 more source

The Development and Co-Production of a Caregiver Coping Resource for Pediatric Inflammatory Bowel Disease and Autoimmune Liver Disease. [PDF]

Learn Health Syst
David-Rodgers JG, Holbein CE, McKillop H, Lester ME, Levine V, Mehes I, Riechel HC, Weyer JR, ImproveCareNow Learning Health System, Autoimmune Liver Disease Network for Kids Learning Health System.   +9 more
europepmc   +1 more source

Chemodivergent C-to-N atom swap from benzofurans to benzisoxazoles and benzoxazoles. [PDF]

Chem Sci
Paschke AK, Schiele S, Pinard C, Sandrini F, Morandi B.   +4 more
europepmc   +1 more source

Knowledge, Perceived Importance, Current Uptake, and Willingness to Adopt Healthy Sustainable Dietary Actions: A Cross-Sectional Study of UK Adults. [PDF]

Nutrients
Guy DJ, Bray J, Appleton KM.
europepmc   +1 more source

Using machine learning to predict and analyze complex trait diseases: Lessons from a simple abstract model. [PDF]

PLoS One
Maimon E, Bondi O, Moult J, Unger R.
europepmc   +1 more source

Quantum circuit simulation with a local time-dependent variational principle

Eisert J, Sander A, Fröhlich M, Ali M, Eigel M, Hintermüller M, Mendl C, Milbradt R, Wille R.   +8 more
europepmc   +1 more source

Swap rate variance swaps [PDF]

Quantitative Finance, 2008
We study the hedging and valuation of generalized variance swaps defined on a forward swap interest rate. Our motivation is the fundamental role of variance swaps in the transfer of variance risk, and the extensive empirical evidence documenting that the variance realized by interest rates is stochastic.
openaire   +1 more source

Risky Swaps [PDF]

SSRN Electronic Journal, 2008
In [10] we presented a reduced form of risky bond pricing. At the default date a bond seller fail to continue fulfill his obligation and the price of the bond sharply drops down. If the face value of the defaulted bond for no-default scenarios is $1 then the bond price just after default is called its recovery rate (RR). Rating agencies and theoretical
openaire   +3 more sources