Results 31 to 40 of about 96,143 (293)
On the American swaption in the linear-rational framework
, 2018 We study American swaptions in the linear-rational (LR) term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable.
Filipovic, Damir, Kitapbayev, Yerkin
core +1 more source
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments [PDF]
, 2015 We develop a multi-curve term structure setup in which the modelling ingredients are expressed by rational functionals of Markov processes. We calibrate to LIBOR swaptions data and show that a rational two-factor lognormal multi-curve model is sufficient
Crepey, Stephane +3 more
core +2 more sources
A stepwise emergence of evolution in the RNA world
FEBS Letters, EarlyView.How did biological evolution emerge from chemical reactions? This perspective proposes a gradual scenario of self‐organization among RNA molecules, where catalytic feedback on random mixtures plays the central role. Short oligomers cross‐ligate, and self‐assembly enables heritable variations. An event of template‐externalization marks the transition to
Philippe Nghe
wiley +1 more source
Financial Cooperation between China and CEEC: Development and Prospective [PDF]
Global Economic Observer, 2019 Since the implementation of “16+1 Cooperation”, several financial instruments have been adopted by the Chinese government to strengthen the cooperation between China and the CEE countries, including US$ 10 billion USD Special Credit Line, China-CEEC ...
JI YIi , LIU ZUOKUI
doaj
FEBS Letters, EarlyView.B cells sense external mechanical forces and convert them into biochemical signals through mechanotransduction. Understanding how malignant B cells respond to physical stimuli represents a groundbreaking area of research. This review examines the key mechano‐related molecules and pathways in B lymphocytes, highlights the most relevant techniques to ...
Marta Sampietro +2 more
wiley +1 more source
Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models [PDF]
arXiv, 2020 In this paper the zero vanna implied volatility approximation for the price of freshly minted volatility swaps is generalised to seasoned volatility swaps. We also derive how volatility swaps can be hedged using a strip of vanilla options with weights that are directly related to trading intuition.
arxiv
Molecular Oncology, EarlyView.Circulating tumor DNA (ctDNA) offers a possibility for different applications in early and late stage breast cancer management. In early breast cancer tumor informed approaches are increasingly used for detecting molecular residual disease (MRD) and early recurrence. In advanced stage, ctDNA provides a possibility for monitoring disease progression and
Eva Valentina Klocker +14 more
wiley +1 more source
Circulating tumor cells: advancing personalized therapy in small cell lung cancer patients
Molecular Oncology, EarlyView.Small cell lung cancer (SCLC) is an aggressive form of lung cancer that spreads rapidly to secondary sites such as the brain and liver. Cancer cells circulating in the blood, “circulating tumor cells” (CTCs), have demonstrated prognostic value in SCLC, and evaluating biomarkers on CTCs could guide treatment decisions such as for PARP inhibitors ...
Prajwol Shrestha +6 more
wiley +1 more source
Understanding and measuring mechanical signals in the tumor stroma
FEBS Open Bio, EarlyView.This review discusses cancer‐associated fibroblast subtypes and their functions, particularly in relation to extracellular matrix production, as well as the development of 3D models to study tumor stroma mechanics in vitro. Several quantitative techniques to measure tissue mechanical properties are also described, to emphasize the diagnostic and ...
Fàtima de la Jara Ortiz +3 more
wiley +1 more source