Results 61 to 70 of about 247,054 (301)

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

open access: yes, 2012
On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi ...
B. C. Hall   +15 more
core   +1 more source

Linked dimers of the AAA+ ATPase Msp1 reveal energetic demands and mechanistic plasticity for substrate extraction from lipid bilayers

open access: yesFEBS Letters, EarlyView.
Cells must clear mislocalized or faulty proteins from membranes to survive. The AAA+ ATPase Msp1 performs this task, but dissecting how its six subunits work together is challenging. We engineered linked dimers with varied numbers of functional subunits to reveal how Msp1 subunits cooperate and use energy to extract proteins from the lipid bilayer ...
Deepika Gaur   +5 more
wiley   +1 more source

The implicit models of the option valuation

open access: yesManagement Letters/Cuadernos de Gestión, 2004
Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
doaj  

Organoids in pediatric cancer research

open access: yesFEBS Letters, EarlyView.
Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley   +1 more source

Valuation of American Continuous-Installment Options [PDF]

open access: yes
In an American continuous-installment option the premium, instead of being paid up-front, is paid at a certain rate per unit time. At any time at or before maturity date, the holder has the right to terminate payments and either exercise the option or ...
Ilir Roko, Pierangelo Ciurlia
core  

Reciprocal control of viral infection and phosphoinositide dynamics

open access: yesFEBS Letters, EarlyView.
Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley   +1 more source

On Real Options and Information Costs. [PDF]

open access: yes
This paper presents a simple framework for the use of traditional capital budgeting models and the valuation of several real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in the spirit of
Bellalah, Mondher, El Farissi, Inass
core  

Photosynthesis under far‐red light—evolutionary adaptations and bioengineering of light‐harvesting complexes

open access: yesFEBS Letters, EarlyView.
Phototrophs evolved light‐harvesting systems adapted for efficient photon capture in habitats enriched in far‐red radiation. A subset of eukaryotic pigment‐binding proteins can absorb far‐red photons via low‐energy chlorophyll states known as red forms.
Antonello Amelii   +8 more
wiley   +1 more source

The Valuation of Real Options in a Hybrid Environment

open access: yesOperations Research and Decisions, 2019
The aim of this paper is to present the possibilities and purposefulness of the application of fuzzy set theory to the valuation of real options. Owing to temporal fluctuations in the market, some input parameters in a model of a real option cannot ...
Bogdan Rębiasz
doaj  

Valuation of Put Options on Leveraged Equity [PDF]

open access: yes
This paper presents new closed form solutions for the valuation of European put options and of "down-an-in" barrier options written on leveraged equity.
Marco Realdon
core  

Home - About - Disclaimer - Privacy