A closed-form GARCH option valuation model
SL Heston, S Nandi - The review of financial studies, 2000 - academic.oup.com
This paper develops a closed-form option valuation formula for a spot asset whose variance
follows a GARCH( $p, q$ ) process that can be correlated with the returns of the spot asset. …
follows a GARCH( $p, q$ ) process that can be correlated with the returns of the spot asset. …
[HTML][HTML] Combination therapy to checkmate Glioblastoma: clinical challenges and advances
Combination therapy is increasingly becoming the cornerstone of current day antitumor
therapy. Glioblastoma multiforme is an aggressive brain tumor with a dismal median survival …
therapy. Glioblastoma multiforme is an aggressive brain tumor with a dismal median survival …
[HTML][HTML] Anisotropic photoemission time delays close to a Fano resonance
Electron correlation and multielectron effects are fundamental interactions that govern many
physical and chemical processes in atomic, molecular and solid state systems. The process …
physical and chemical processes in atomic, molecular and solid state systems. The process …
[PDF][PDF] The FANCM ortholog Fml1 promotes recombination at stalled replication forks and limits crossing over during DNA double-strand break repair
W Sun, S Nandi, F Osman, JS Ahn, J Jakovleska… - Molecular cell, 2008 - cell.com
The Fanconi anemia (FA) core complex promotes the tolerance/repair of DNA damage at
stalled replication forks by catalyzing the monoubiquitination of FANCD2 and FANCI. …
stalled replication forks by catalyzing the monoubiquitination of FANCD2 and FANCI. …
Structural basis of Mcm2–7 replicative helicase loading by ORC–Cdc6 and Cdt1
To initiate DNA replication, the origin recognition complex (ORC) and Cdc6 load an Mcm2–7
double hexamer onto DNA. Without ATP hydrolysis, ORC–Cdc6 recruits one Cdt1-bound …
double hexamer onto DNA. Without ATP hydrolysis, ORC–Cdc6 recruits one Cdt1-bound …
The fission yeast FANCM ortholog directs non-crossover recombination during meiosis
The formation of healthy gametes depends on programmed DNA double-strand breaks (DSBs),
which are each repaired as a crossover (CO) or non-crossover (NCO) from a …
which are each repaired as a crossover (CO) or non-crossover (NCO) from a …
How important is the correlation between returns and volatility in a stochastic volatility model? Empirical evidence from pricing and hedging in the S&P 500 index …
S Nandi - Journal of Banking & Finance, 1998 - Elsevier
This paper examines the importance of allowing for correlation between returns and volatility
in a continuous time stochastic volatility option pricing model. Specifically it tests the closed-…
in a continuous time stochastic volatility option pricing model. Specifically it tests the closed-…
[HTML][HTML] DNA damage response and cancer therapeutics through the lens of the Fanconi Anemia DNA repair pathway
S Bhattacharjee, S Nandi - Cell Communication and Signaling, 2017 - Springer
Fanconi Anemia (FA) is a rare, inherited genomic instability disorder, caused by mutations in
genes involved in the repair of interstrand DNA crosslinks (ICLs). The FA signaling network …
genes involved in the repair of interstrand DNA crosslinks (ICLs). The FA signaling network …
Fano's propensity rule in angle-resolved attosecond pump-probe photoionization
In a seminal article, Fano predicts that absorption of light occurs preferably with increase of
angular momentum. We generalize Fano’s propensity rule to laser-assisted photoionization, …
angular momentum. We generalize Fano’s propensity rule to laser-assisted photoionization, …
Synthetic lethality in DNA repair network: A novel avenue in targeted cancer therapy and combination therapeutics
S Bhattacharjee, S Nandi - Iubmb Life, 2017 - Wiley Online Library
Synthetic lethality refers to a lethal phenotype that results from the simultaneous disruptions
of two genes, while the disruption of either gene alone is viable. Many DNA double strand …
of two genes, while the disruption of either gene alone is viable. Many DNA double strand …