نتایج جستجو برای: cox transformation
تعداد نتایج: 269166 فیلتر نتایج به سال:
Instructional design models provide for a systematic approach of implementing the instructional design process for a specific educational initiative (Morrison, Ross, & Kemp, 2004). This paper will briefly describe the purpose and what instructional models are followed by process of three selected models: (a) the Dick and Carey systems approach; (b) Morrison, Ross and Kemp model (also known as t...
We solve a Dixit and Pindyck type irreversible investment problem in continuous time under the assumption that the project value follows a Cox–Ingersoll–Ross process. This setup works well for modeling foreign direct investment in the framework of real options, when the exchange rate is uncertain and the project value fixed in a foreign currency. We indicate how the solution qualitatively diffe...
JOSEPH F. Ross, M.D. , Editor
In this paper, we show how to calculate the price of zerocoupon bonds for many Gaussian and Lévy one-factor and multi-factor models of r(t) using change of time method. These models include, in particular, Ornshtein-Uhlenbeck (1930), Vasicek (1977), Cox-Ingersoll-Ross (1985), continuous-time GARCH, Ho-Lee (1986), Hull-White (1990) and HeathJarrrow-Morton (1992) models and their various combinat...
This paper derives semi-analytical pricing formulae for geometric average options (GAO) within a stochastic volatility framework. Assuming a general mean reverting process for the underlying asset and a square-root process for the volatility, the cross-moment generating function is derived and the cumulative probabilities are recovered using the Gauss-Laguerre quadrature rule. Fixed and floatin...
Uterine cancer is a common cause for cancer death in women and there is no effective therapy for metastatic disease. Thus, research is urgently needed to identify new therapeutic agents. We showed previously that all female HMGA1a transgenic mice develop malignant uterine tumors, indicating that HMGA1a causes uterine cancer in vivo. We also demonstrated that HMGA1a up-regulates cyclooxygenase-2...
Cyclooxygenase-2 (COX-2) has a pivotal role in the pathogenesis of the lung cancer. It is known that COX-2 negatively regulates the activity of a number of tumor suppressors, including p53. Consequently, inhibition of COX-2 signaling is anticipated to be a promising approach to stabilize p53 functionality. In this regard, we investigated the effect of COX-2 signaling blockade on p53 and COX-2 e...
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