Results 31 to 40 of about 247,054 (301)
Numerical Valuation of American Basket Options via Partial Differential Complementarity Problems
Mathematics, 2021 We study the principal component analysis based approach introduced by Reisinger and Wittum (2007) and the comonotonic approach considered by Hanbali and Linders (2019) for the approximation of American basket option values via multidimensional partial ...
Karel J. in’t Hout, Jacob Snoeijer
doaj +1 more source
From omics to AI—mapping the pathogenic pathways in type 2 diabetes
FEBS Letters, EarlyView.Integrating multi‐omics data with AI‐based modelling (unsupervised and supervised machine learning) identify optimal patient clusters, informing AI‐driven accurate risk stratification. Digital twins simulate individual trajectories in real time, guiding precision medicine by matching patients to targeted therapies.
Siobhán O'Sullivan +2 more
wiley +1 more source
IEEE Access, 2019 Estimating the valuation of mining projects has great significance for investment decision-making. Since the existing valuation methods are not appropriate for mining projects affected by various uncertainties over the long term, this paper presents a ...
Di Liu +3 more
doaj +1 more source
A Quasi-Closed-Form Solution for the Valuation of American Put Options
International Journal of Financial Studies, 2020 This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
Cristina Viegas, José Azevedo-Pereira
doaj +1 more source
Exploring lipid diversity and minimalism to define membrane requirements for synthetic cells
FEBS Letters, EarlyView.Designing the lipid membrane of synthetic cells is a complex task, in which its various roles (among them solute transport, membrane protein support, and self‐replication) should all be integrated. In this review, we report the latest top‐down and bottom‐up advances and discuss compatibility and complexity issues of current engineering approaches ...
Sergiy Gan +2 more
wiley +1 more source
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 +1 more source
The valuation of clean spread options: linking electricity, emissions and fuels [PDF]
, 2012 The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code.
Alos E +19 more
core +3 more sources
FEBS Letters, EarlyView.Spinal muscular atrophy (SMA) is a genetic disease affecting motor neurons. Individuals with SMA experience mitochondrial dysfunction and oxidative stress. The aim of the study was to investigate the effect of an antioxidant and neuroprotective substance, ergothioneine (ERGO), on an SMNΔ7 mouse model of SMA.
Francesca Cadile +8 more
wiley +1 more source
Optimal Investment under Cost Uncertainty
Risks, 2018 This paper studies the valuation of real options when the cost of investment jumps at a random time. Three valuation formulas are derived. The first expresses the value of the project in terms of a collection of knockout barrier claims.
Jerome Detemple, Yerkin Kitapbayev
doaj +1 more source
Microbial exopolysaccharide production by polyextremophiles in the adaptation to multiple extremes
FEBS Letters, EarlyView.Polyextremophiles are microorganisms that endure multiple extreme conditions by various adaptation strategies that also include the production of exopolysaccharides (EPSs). This review provides an integrated perspective on EPS biosynthesis, function, and regulation in these organisms, emphasizing their critical role in survival and highlighting their ...
Tracey M Gloster, Ebru Toksoy Öner
wiley +1 more source