Results 131 to 140 of about 241,664 (350)
A Monte Carlo approach to value exchange options using a single stochastic factor [PDF]
Exchange options give the holder the right to exchange one risky asset V for another risky asset D. The asset V is referred to as the optioned (underlying) asset, while D is the delivery asset.
Giovanni Villani
core
Alectinib resistance in ALK+ NSCLC depends on treatment sequence and EML4‐ALK variants. Variant 1 exhibited off‐target resistance after first‐line treatment, while variant 3 and later lines favored on‐target mutations. Early resistance involved off‐target alterations, like MET and NF2, while on‐target mutations emerged with prolonged therapy.
Jie Hu+11 more
wiley +1 more source
This study used longitudinal transcriptomics and gene‐pattern classification to uncover patient‐specific mechanisms of chemotherapy resistance in breast cancer. Findings reveal preexisting drug‐tolerant states in primary tumors and diverse gene rewiring patterns across patients, converging on a few dysregulated functional modules. Despite receiving the
Maya Dadiani+14 more
wiley +1 more source
Exit options in incomplete contracts with asymmetric information [PDF]
This paper analyzes bilateral contracting in an environment with contractual incompleteness and asymmetric information. One party (the seller) makes an unverifiable quality choice and the other party (the buyer) has private information about its ...
Bester, Helmut, Krähmer, Daniel
core
Real Options and Investment Valuation [PDF]
M ChanceDon, P PetersonPamela
openalex +1 more source
A constant maturity swap (CMS) spread option makes payments based on a bounded spread between two index rates (e.g., a GBP CMS rate and a EURO CMS rate). The GBP CMS rate is calculated from a 15 year swap with semi-annual, upfront payments, while the EURO CMS rate is based on a 15 year swap with annual, upfront payments.
openaire +3 more sources
Determination of ADP/ATP translocase isoform ratios in malignancy and cellular senescence
The individual functions of three isoforms exchanging ADP and ATP (ADP/ATP translocases; ANTs) on the mitochondrial membrane remain unclear. We developed a method for quantitatively differentiating highly similar human ANT1, ANT2, and ANT3 using parallel reaction monitoring. This method allowed us to assess changes in translocase levels during cellular
Zuzana Liblova+18 more
wiley +1 more source
We explain the valuation and correlation hedging of Foreign Exchange Basket Options in a multi-dimensional Black-Scholes model that allows including the smile.
Hakala, Jürgen, Wystup, Uwe
core
Which Volatility Model for Option Valuation? [PDF]
Peter Christoffersen, Kris Jacobs
openalex +1 more source