Results 141 to 150 of about 249,987 (395)
Monte Carlo methods for the valuation of multiple exercise options [PDF]
We discuss Monte Carlo methods for valuing options with multiple exercise features in discrete time. By extending the recently developed duality ideas for American option pricing we show how to obtain estimates on the prices of such options using Monte ...
Hambly, B. M., Meinshausen, N.
core
Presurgery 72‐h fasting in GB patients leads to adaptations of plasma lipids and polar metabolites. Fasting reduces lysophosphatidylcholines and increases free fatty acids, shifts triglycerides toward long‐chain TGs and increases branched‐chain amino acids, alpha aminobutyric acid, and uric acid.
Iris Divé+7 more
wiley +1 more source
The Importance of the Loss Function in Option Valuation [PDF]
Peter Christoffersen, Kris Jacobs
openalex +2 more sources
Transcriptome‐wide analysis of circRNA and RBP profiles and their molecular relevance for GBM
CircRNAs are differentially expressed in glioblastoma primary tumors and might serve as therapeutic targets and diagnostic markers. The investigation of circRNA and RNA‐binding proteins (RBPs) interactions shows that distinct RBPs play a role in circRNA biogenesis and function.
Julia Latowska‐Łysiak+14 more
wiley +1 more source
A Binomial Tree Approach to Valuing Fixed Rotation Forests and Flexible Rotation Forests Under a Mean Reverting Timber Price Process [PDF]
NPV and LEV are established and common approaches to valuing single rotation and infinite rotation forests respectively, when the rotation age is fixed in advanced.
Guthrie, Graeme+3 more
core +1 more source
This study investigates an alternative approach to reactivating the oncosuppressor p53 in cancer. A short peptide targeting the association of the two p53 inhibitors, MDM2 and MDM4, induces an otherwise therapeutically active p53 with unique features that promote cell death and potentially reduce toxicity towards proliferating nontumor cells.
Sonia Valentini+10 more
wiley +1 more source
Which Volatility Model for Option Valuation? [PDF]
Peter Christoffersen, Kris Jacobs
openalex +1 more source
RBF approximation by partition of unity for valuation of options under exponential Lévy processes
Ali Fereshtian+2 more
semanticscholar +1 more source
An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process [PDF]
We investigate the valuation and hedging of catastrophe options, whose claim arrival process is modeled by the Cox process or a doubly stochastic Poisson process.
Fujita, Takahiko+2 more
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