The valuation of American barrier options using the decomposition technique
, 2000 Bin Gao +2 more
openalex +2 more sources
Option Valuation with Long-run and Short-run Volatility Components [PDF]
This paper presents a new model for the valuation of European options. In our model, the volatility of returns consists of two components. One of these components is a long-run component, and it can be modeled as fully persistent.
Kris Jacobs +2 more
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Ubiquitination of transcription factors in cancer: unveiling therapeutic potential
Molecular Oncology, EarlyView.In cancer, dysregulated ubiquitination of transcription factors contributes to the uncontrolled growth and survival characteristics of tumors. Tumor suppressors are degraded by aberrant ubiquitination, or oncogenic transcription factors gain stability through ubiquitination, thereby promoting tumorigenesis.
Dongha Kim, Hye Jin Nam, Sung Hee Baek
wiley +1 more source
The valuation of American call options on the minimum of two dividend-paying assets [PDF]
, 2003 Jérôme Detemple +2 more
openalex +1 more source
Determination of ADP/ATP translocase isoform ratios in malignancy and cellular senescence
Molecular Oncology, EarlyView.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
MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS [PDF]
, 2004 Nicolai Meinshausen, Ben Hambly
openalex +1 more source
Molecular Oncology, EarlyView.This study develops a semi‐supervised classifier integrating multi‐genomic data (1404 training/5893 validation samples) to improve homologous recombination deficiency (HRD) detection in breast cancer. Our method demonstrates prognostic value and predicts chemotherapy/PARP inhibitor sensitivity in HRD+ tumours.
Rong Zhu +12 more
wiley +1 more source
On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited
, 2001 Peter W. Carr, Michael Schröder
openalex +2 more sources
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case [PDF]
, 2005 Laura Ballotta, Steven Haberman
openalex +1 more source
CORPORATE VALUATION USING TWO-DIMENSIONAL MONTE CARLO SIMULATION [PDF]
In this paper, we have presented a corporate valuation model. The model combine several valuation methods in order to get more accurate results. To determine the corporate asset value we have used the Gordon-like two-stage asset valuation model based on ...
Fenyves Veronika +2 more
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