Results 61 to 70 of about 241,664 (350)

Disruption of SETD3‐mediated histidine‐73 methylation by the BWCFF‐associated β‐actin G74S mutation

FEBS Letters, EarlyView.
The β‐actin G74S mutation causes altered interaction of actin with SETD3, reducing histidine‐73 methylation efficiency and forming two distinct actin variants. The variable ratio of these variants across cell types and developmental stages contributes to tissue‐specific phenotypical changes. This imbalance may impair actin dynamics and mechanosensitive
Anja Marquardt, Marcus S. Münchhoff, Jacqueline Krohn, Philip M. Palarz, Manuel H. Taft, Johannes N. Greve, Nataliya Di Donato, Falk F. R. Buettner, Dietmar J. Manstein   +8 more
wiley   +1 more source

Portfolio-aspects in real options management [PDF]

, 2001
Real options theory applies techniques known from finance theory to the valuation of capital investments. The present paper investigates further into this analogy, considering the case of a portfolio of real options.
Brosch, Rainer
core  

Valuation of Himalaya Option

, 2021
https://ia601507.us.archive.org/18/items/eq-himalaya-25/EqHimalaya-25 ...
openaire   +1 more source

Circulating histones as clinical biomarkers in critically ill conditions

FEBS Letters, EarlyView.
Circulating histones are emerging as promising biomarkers in critical illness due to their diagnostic, prognostic, and therapeutic potential. Detection methods such as ELISA and mass spectrometry provide reliable approaches for quantifying histone levels in plasma samples.
José Luis García‐Gimenez, Juan Carlos Ruiz‐Rodríguez, Ricard Ferrer, Raquel Durá, Antonio Artigas, Iván Bajaña, David Bolado López de Andujar, Irene Cánovas‐Cervera, Adrián Ceccato, Luis Chiscano‐Camón, Elena Climent‐Martinez, Georgia García Fernández, Gemma Goma, Verónica Monforte, Beatriz Quevedo‐Sánchez, Adolf Ruiz‐Sanmartín, Antonio Sierra‐Rivera, Nieves Carbonell Monleón   +17 more
wiley   +1 more source

Calendar Spread Exchange Options Pricing with Gaussian Random Fields

Risks, 2018
Most of the models leading to an analytical expression for option prices are based on the assumption that underlying asset returns evolve according to a Brownian motion with drift.
Donatien Hainaut
doaj   +1 more source

Closed Form Spread Option Valuation [PDF]

SSRN Electronic Journal, 2006
This paper considers the valuation of a spread call when asset prices are log-normal. The implicit strategy of the Kirk formula is to exercise if the price of the long asset exceeds a given power function of the price of the short asset. We derive a formula for the spread call value, conditional on following this feasible, but non-optimal, exercise ...
Bjerksund, Petter, Stensland, Gunnar
openaire   +5 more sources

Insights into pegRNA design from editing of the cardiomyopathy‐associated phospholamban R14del mutation

FEBS Letters, EarlyView.
This study reveals how prime editing guide RNA (pegRNA) secondary structure and reverse transcriptase template length affect prime editing efficiency in correcting the phospholamban R14del cardiomyopathy‐associated mutation. Insights support the design of structurally optimized enhanced pegRNAs for precise gene therapy.
Bing Yao, Qiangbing Yang, Christian J.B. Snijders Blok, Mark A. Daniels, Pieter A. Doevendans, Raymond Schiffelers, Joost P.G. Sluijter, Zhiyong Lei   +7 more
wiley   +1 more source

A Fuzzy Pay-off Method for Real Option Valuation [PDF]

Real Options analysis offers interesting insights on the value of assets and on the profitability of investments, which has made real options a growing field of academic research and practical application.
Collan, Mikael, Fullér, Robert, József, Mezei   +2 more
core   +1 more source

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

, 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, D. J. Grabiner, I. Molchanov, J. E. Humphreys, Katsuya Takagi, L. Jones, M. Schmutz, P. Biane, P. Carr, P. Carr, P. Carr, R. C. Merton, R. Poulsen, S. Karlin, Y. Imamura, Yuri Imamura   +15 more
core   +1 more source

Pricing Extendible Options Using the Fast Fourier Transform [PDF]

, 2014
This paper applies the fast Fourier transform (FFT) approach, within the Black-Scholes framework, to the valuation of options whose time to maturity can be extended to a future date (extendible options).
Constantinou, Nick, Ibrahim, Siti Nur Iqmal, O'Hara, John G   +2 more
core   +2 more sources