Results 121 to 130 of about 2,722,175 (379)
American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods [PDF]
, 1996 Mark Broadie, Jérôme Detemple
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Molecular Oncology, EarlyView.The authors conducted a retrospective study of 94 patients with advanced cancer who underwent next‐generation sequencing (NGS) gene panel analysis and received targeted treatments when applicable. Results further support evidence indicating that molecular profiling provides clinical benefit.
Michaël Dang +3 more
wiley +1 more source
South African Journal of Business Management, 2009 The purpose of this paper is to examine whether real option valuation techniques can be used by cellular telecommunication operators in South Africa when making capital investment decisions in next-generation service-orientated architectures.
M. Mkhize, N. Moja
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Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models [PDF]
Advanced Mathematical Methods for Finance, pp. 223-245, Springer,
2011, 2009 This paper considers the valuation of exotic path-dependent options in L\'evy models, in particular options on the supremum and the infimum of the asset price process. Using the Wiener--Hopf factorization, we derive expressions for the analytically extended characteristic function of the supremum and the infimum of a L\'evy process.
arxiv
Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk [PDF]
, 1999 Dietmar Leisen
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, 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
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
Semi-static hedging for certain Margrabe type options with barriers [PDF]
arXiv, 2008 It turns out that in the bivariate Black-Scholes economy Margrabe type options exhibit symmetry properties leading to semi-static hedges of rather general barrier options. Some of the results are extended to variants obtained by means of Brownian subordination.
arxiv
Molecular Oncology, EarlyView.Patient‐derived xenografts (PDXs) can be improved by implantation of a humanized niche. We tested different biomaterials and approaches, and demonstrate that the combination of an injectable biomaterial for scaffold creation plus an intravenous route for acute myeloid leukemia (AML) xenotransplantation provide the most convenient and robust approach to
Daniel Busa +13 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*
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