This paper proposes an analytical approximation to price exotic options within a stochastic volatility framework. Assuming a general mean reverting process for the underlying asset and a square-root process for the volatility, we derive an approximation for option prices using a Taylor expansion around two average defined volatilities. The moments of the average volatilities are computed analyt...

BACKGROUND Crohn's disease accompanied by nonspecific or idiopathic ulcerative proctocolitis corresponds to a condition called intestinal inflammatory disease. The immunoexpression of cyclooxygenase 2 (COX-2) in Crohn's disease becomes more marked with progression of the disease and the presence of wild-type p53 suppresses the transcription of COX-2. AIMS To investigate the immunoexpression o...

Prostanoids, produced endogenously via cyclooxygenases (COXs), have been implicated in the sustained contraction of different smooth muscles. The two major types of COXs are COX-1 and COX-2. The COX subtype involved in the basal state of the internal anal sphincter (IAS) smooth muscle tone is not known. To identify the COX subtype, we examined the effect of COX-1- and COX-2-selective inhibitors...

Design of selective cyclooxygenase-2 (COX-2) inhibitors is still a challenging task because of active site similarities between COX isoenzymes. To help with this issue, we tried to generate a 3D-QSAR (3 dimensional quantitative structure activity relationship) model that might reflect the essential features of COX-2 active sites. Compounds in a series of resveratrol derivatives inhibitors with ...

  Objective(s): Nowadays, COX- 2 inhibitors such as valdecoxib are removed from the market because of their cardiovascular toxicity and their potential to increase the risk of strokes. In response to this, medicinal chemists have attempted to synthesize new classes of COX-2 Inhibitors.   Materials and Methods: In this study, three novel analogues of thiazolidin-4-ones derivatives ...