Results 41 to 50 of about 123,350 (264)
Low-noise reconstruction method for coded-aperture gamma camera based on multi-layer perceptron
Nuclear Engineering and Technology, 2020 Accurate localization of radioactive materials is crucial in homeland security and radiological emergencies. Coded-aperture gamma camera is an interesting solution for such applications and can be developed into portable real-time imaging devices ...
Rui Zhang +7 more
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On the Pricing of Currency Options under Variance Gamma Process
, 2020 The pricing of currency options is largely dependent on the dynamic relationship between a pair of currencies. Typically, the pricing of options with payoffs dependent on multi-assets becomes tricky for reasons such as the non-Gaussian distribution of financial variable and non-linear macroeconomic relations between these markets.
Abdulsalam, Azwar +2 more
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Option Pricing with Bounded Expected Loss under Variance-Gamma Processes [PDF]
Communications for Statistical Applications and Methods, 2010 Exponential Levy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a
Seong-Joo Song, Jong-Woo Song
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Reliability sensitivity numerical analysis of mechanical structure based on gamma processes
Advances in Mechanical Engineering, 2016 Using random variables to describe uncertain parameters in structural systems, its initial strength and the evolution process of the strength degradation is regarded as the Gamma process.
Yanshan Zhang, Zhengmao Yang
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Reciprocal control of viral infection and phosphoinositide dynamics
FEBS 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
Stochastic Processes and their Applications, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Buchmann, Boris +3 more
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FEBS Letters, EarlyView.Proteostasis and the gut microbiota play a key role in shaping host physiology. Microbiota‐derived metabolites, vitamins, and RNA modulate host proteostasis. Findings from model systems, including C. elegans, indicate microbes can either stabilize or disrupt host proteostasis.
Abhishek Anil Dubey, Maria Ermolaeva
wiley +1 more source
Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets
Computation, 2023 This paper studies the portfolio selection problem where tradable assets are a bank account, and standard put and call options are written on the S&P 500 index in incomplete markets in which there exist bid–ask spreads and finite liquidity.
Pornnapat Yamphram +2 more
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Valuation of European and American Options under Variance Gamma Process
Journal of Applied Mathematics and Physics, 2014 Geometric Brownian Motion (GBM) is widely used to model the asset price dynamics. Option price models such as the Black-Sholes and the binomial tree models rely on the assumption that the underlying asset price dynamics follow the GBM. Modeling the asset price dynamics by using the GBM implies that the log return of assets at particular time is ...
Ferry Jaya Permana +2 more
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Reconstructing enzyme evolution by protein engineering
FEBS Letters, EarlyView.Natural enzyme evolution can be retraced by protein engineering methods such as directed evolution, rational design, and ancestral sequence reconstruction. These approaches reveal how enzymes emerged from ligand‐binding scaffolds, developed varying substrate preferences, formed oligomeric complexes, adapted to environmental changes, and evolved novel ...
Lukas Drexler +2 more
wiley +1 more source