Results 141 to 150 of about 2,722,175 (379)

The valuation of barrier options under a threshold rough Heston model

Journal of Management Science and Engineering, 2023
In this paper, we propose a novel model for pricing double barrier options, where the asset price is modeled as a threshold geometric Brownian motion time changed by an integrated activity rate process, which is driven by the convolution of a fractional ...
Kevin Z. Tong, Allen Liu
doaj  

Looking Forward to Pricing Options from Binomial Trees [PDF]

arXiv, 2000
We reconsider the valuation of barrier options by means of binomial trees from a "forward looking" prospective rather than the more conventional "backward induction" one used by standard approaches. This reformulation allows us to write closed-form expressions for the value of European and American put barrier-options on a non-dividend-paying stock.
arxiv  

Clinical significance of stratifying prostate cancer patients through specific circulating genes

Molecular Oncology, EarlyView.
We tested a specific panel of genes representative of luminal, neuroendocrine and stem‐like cells in the blood of prostate cancer patients, showing predictive value from diagnosis to late stages of disease. This approach allows monitoring of treatment responses and outcomes at specific time points in trajectories.
Seta Derderian, Edouard Jarry, Arynne Santos, Quentin Vesval, Lucie Hamel, Rafael Sanchez‐Salas, Alexis Rompré‐Brodeur, Wassim Kassouf, Raghu Rajan, Fadi Brimo, Marie Duclos, Armen Aprikian, Simone Chevalier   +12 more
wiley   +1 more source

CMS Spread Option Valuation

, 2022
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   +2 more sources

Respiratory complex I‐mediated NAD+ regeneration regulates cancer cell proliferation through the transcriptional and translational control of p21Cip1 expression by SIRT3 and SIRT7

Molecular Oncology, EarlyView.
NAD+ regeneration by mitochondrial complex I NADH dehydrogenase is important for cancer cell proliferation. Specifically, NAD+ is necessary for the activities of NAD+‐dependent deacetylases SIRT3 and SIRT7, which suppress the expression of p21Cip1 cyclin‐dependent kinase inhibitor, an antiproliferative molecule, at the translational and transcriptional
Masato Higurashi, Kazunori Mori, Hidetsugu Nakagawa, Momoko Uchida, Fumihiro Ishikawa, Motoko Shibanuma   +5 more
wiley   +1 more source

Combining Forest-Level Analysis with Options Valuation Approach—A New Framework for Assessing Forestry Investment [PDF]

, 2001
Runsheng Yin
openalex   +1 more source

Peripheral blood leukocyte signatures as biomarkers in relapsed ovarian cancer patients receiving combined anti‐CD73/anti‐PD‐L1 immunotherapy in arm A of the NSGO‐OV‐UMB1/ENGOT‐OV30 trial

Molecular Oncology, EarlyView.
Using mass cytometry, we analyzed serial blood samples from patients with relapsed epithelial ovarian cancer (EOC) treated with oleclumab–durvalumab combination immunotherapy in the NSGO‐OV‐UMB1/ENGOT‐OV30 trial. Our analysis identified potential predictive, monitoring, and response biomarkers detectable through liquid biopsy. These findings facilitate
Luka Tandaric, Annika Auranen, Katrin Kleinmanns, René DePont Christensen, Liv Cecilie Vestrheim Thomsen, Cara Ellen Wogsland, Emmet McCormack, Johanna Mäenpää, Kristine Madsen, Karen Stampe Petersson, Mansoor Raza Mirza, Line Bjørge   +11 more
wiley   +1 more source

Step‐reset options: Design and valuation [PDF]

, 2001
L. Paul Hsueh, Yi Liu
openalex   +1 more source

Analysis of comprehensive genomic profiling of solid tumors with a novel assay for broad analysis in clinical diagnostics

Molecular Oncology, EarlyView.
In molecular cancer diagnostics, comprehensive genomic profiling (CGP) is going to replace the small NGS panels since it provides all clinically relevant somatic variants as well as genomic biomarkers with clinical value. Here, we compared two CGP assays and demonstrate that the choice for diagnostic implementation will depend on the specific ...
Guy Froyen, Pieter‐Jan Volders, Ellen Geerdens, Severine Berden, Joni Van der Meulen, Aaron De Cock, Stefanie Vermeire, Jacques Van Huysse, Marie de Barsy, Gabriela Beniuga, Wendy W. J. de Leng, Anne M. L. Jansen, Imke Demers, Zeliha Ozgur, Hendrikus Jan Dubbink, Ernst‐Jan M. Speel, Wilfred F. J. van IJcken, Brigitte Maes   +17 more
wiley   +1 more source

The importance of the loss function in option valuation [PDF]

, 2003
Peter Christoffersen, Kris Jacobs
openalex   +2 more sources