Results 121 to 130 of about 249,987 (395)
A semi-analytical approach to Canary swaptions in HJM one-factor model [PDF]
Leveraging the explicit formula for European swaptions and coupon-bond options in HJM one-factor model, we develop a semi-explicit formula for 2-Bermudan options (also called Canary options). We first extend the European swaption formula to future times.
Henrard Marc
core
Options on Hedge Funds under the High Water Mark Rule [PDF]
, 2005 The rapidly growing hedge fund industry has provided individual and institutional investors with new investment vehicles and styles of management. It has also brought forward a new form of performance contract: hedge fund managers receive incentive fees ...
Atlan, Marc, Geman, Hélyette, Yor, Marc
core +2 more sources
Molecular Oncology, EarlyView.We quantified and cultured circulating tumor cells (CTCs) of 62 patients with various cancer types and generated CTC‐derived tumoroid models from two salivary gland cancer patients. Cellular liquid biopsy‐derived information enabled molecular genetic assessment of systemic disease heterogeneity and functional testing for therapy selection in both ...
Nataša Stojanović Gužvić +31 more
wiley +1 more source
APPLICATIVE MODEL FOR APPRAISAL OF INVESTMENT PROJECTS BASED ON REAL OPTIONS METHODOLOGY [PDF]
Serbian Journal of Management, 2011 This paper deals with the application of real options methodology on valuation of investmentprojects. The basic objective of the paper is to present applicative project valuation model, whichenables decision-makers to build-up conventional NPV analysis ...
Dragan Lončar*
doaj
Molecular Oncology, EarlyView.The authors applied joint/mixed models that predict mortality of trifluridine/tipiracil‐treated metastatic colorectal cancer patients based on circulating tumor DNA (ctDNA) trajectories. Patients at high risk of death could be spared aggressive therapy with the prospect of a higher quality of life in their remaining lifetime, whereas patients with a ...
Matthias Unseld +7 more
wiley +1 more source
Long Memory Options: LM Evidence and Simulations [PDF]
This paper demonstrates the impact of the observed financial market persistence or long term memory on European option valuation by simple simulation. Many empirical researchers have observed the non-Fickian degrees of persistence or long memory in the ...
Cornelis A. Los, Sutthisit Jamdee
core
Molecular Oncology, EarlyView.This study simultaneously investigated circulating tumor cells (CTCs) and exosomes from small‐cell lung cancer (SCLC) patients. The elevated expression of JUNB and CXCR4 in CTCs was a poor prognostic factor for SCLC patients, whereas exosomal overexpression of these biomarkers revealed a high discrimination ability of patients from healthy individuals,
Dimitrios Papakonstantinou +13 more
wiley +1 more source
, 2023 We present a pricing model for bond option. Assuming that the bond price at the maturity of the option is lognormal, the model adopts the Black’s analytical closed-form solution. both the underlying spot price of bond and the strike price are clean prices (quoted prices), while dirty prices are used in the price dynamic and the closed-form solution.
openaire +2 more sources
Response to Peter Monkhouse [PDF]
The regulation of infrastructure by the ACCC and other economic regulators in Australia is based around net present value estimation techniques. Recently; Monkhouse (2007) suggested that real options valuation would provide better incentives for ...
Nick Wills-Johnson
core
Molecular Oncology, EarlyView.Analysis of ESR1 mutations in plasma cell‐free DNA (cfDNA) is highly important for the selection of treatment in patients with breast cancer. Using multiplex‐ddPCR and identical blood draws, we investigated whether circulating tumor cells (CTCs) and cfDNA provide similar or complementary information for ESR1 mutations.
Stavroula Smilkou +11 more
wiley +1 more source