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Full-Text Articles in Physical Sciences and Mathematics
American Spread Option Models And Valuation, Yu Hu
American Spread Option Models And Valuation, Yu Hu
Theses and Dissertations
Spread options are derivative securities, which are written on the difference between the values of two underlying market variables. They are very important tools to hedge the correlation risk. American style spread options allow the holder to exercise the option at any time up to and including maturity. Although they are widely used to hedge and speculate in financial market, the valuation of the American spread option is very challenging. Because even under the classic assumptions that the underlying assets follow the log-normal distribution, the resulting spread doesn't have a distribution with a simple closed formula. In this dissertation, we …
Modeling The Hydrolyzing Action Of Secretory Phospholipase A2 With Ordinary Differential Equations And Monte Carlo Methods, Zijun Lan Dozier
Modeling The Hydrolyzing Action Of Secretory Phospholipase A2 With Ordinary Differential Equations And Monte Carlo Methods, Zijun Lan Dozier
Theses and Dissertations
Although cell membranes normally resist the hydrolysis of secretory phospholipase A2, a series of current investigations demonstrated that the changes in lipid order caused by increased calcium has a relationship with the susceptibility to phospholipase A2. To further explore this relationship, we setup ordinary differential equations models, statistic models and stochastic models to compare the response of human erythrocytes to the hydrolyzing action of secretory phospholipase A2 and the relationship between the susceptibility of hydrolysis and the physical properties of secretory phospholipase A2. Furthermore, we use models to determine the ability of calcium ionophore to increased membrane susceptibility.