Search results for: Xingchun Wang

Items from 1 to 20 out of 39 results

article

Pricing vulnerable options under correlated skew Brownian motions

Che Guo, Xingchun Wang

Journal of Futures Markets > 42 > 5 > 852 - 867

In this paper, we consider vulnerable options in a pricing model with correlated skew Brownian motions. In the proposed pricing model, both the underlying asset and option issuer's assets are exposed to endogenous and exogenous risks. We deduct a new pricing formula of vulnerable European options, and then use it to illustrate the effect of the skewness parameters on vulnerable option prices. An interesting...

article

Analytical valuation of Asian options with counterparty risk under stochastic volatility models

Xingchun Wang

Journal of Futures Markets > 40 > 3 > 410 - 429

In this paper, we consider Asian options with counterparty risk under stochastic volatility models. We propose a simple way to construct stochastic volatility models through the market factor channel. In the proposed framework, we obtain an explicit pricing formula of Asian options with counterparty risk and illustrate the effects of systematic risk on Asian option prices. Specially, the U‐shaped...

article

Pricing executive stock options with averaging features under the Heston–Nandi GARCH model

Zhiwei Su, Xingchun Wang

Journal of Futures Markets > 39 > 9 > 1056 - 1084

In this paper, we focus on the pricing issue of four types of executive stock options (ESOs) in the Heston–Nandi generalized autoregressive conditional heteroskedasticity option pricing model. Based on the derived benchmark strike prices in the proposed framework, we obtain the closed‐form pricing formulae for four types of ESOs. In the numerical part, we investigate the sensitivity and cost efficiency...

article

Erratum to: Rapid generation of genetic diversity by multiplex CRISPR/Cas9 genome editing in rice

Lan Shen, Yufeng Hua, Yaping Fu, Jian Li, more

Science China Life Sciences > 2019 > 62 > 9 > 1270-1270

The same figure was misused for the PCR/RE assay results of Gn1a and GW2 fragments in Figure 3, and the arrows in the graphicsal result of GW2 were not on the tape. The corrected Figure 3 is as follows.

article

Asymptotics of the Solutions to Stochastic Wave Equations Driven by a Non-Gaussian Lévy Process

Yiming Jiang, Suxin Wang, Xingchun Wang

Acta Mathematica Scientia > 2019 > 39 > 3 > 731-746

In this article, we consider the long time behavior of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process. We shall prove that under some appropriate conditions, the exponential stability of the solutions holds. Finally, we give two examples to illustrate our results.

article

Correlation analysis of the transcriptome and metabolome reveals the regulatory network for lipid synthesis in developing Brassica napus embryos

Helin Tan, Jiahuan Zhang, Xiao Qi, Xiaoli Shi, more

Plant Molecular Biology > 2019 > 99 > 1-2 > 31-44

Key message In this manuscript, we explored the key molecular networks for oil biosynthesis with the transcriptome and metabolome of B. napus embryo at different developmental stages. Abstract Brassica napus (B. napus) is an important oil crop worldwide, yet the molecular pathways involved in oil biosynthesis in seeds are not fully understood. In this study, we performed a combined investigation...

article

Long time behavior for stochastic Burgers equations with jump noises

Guanying Wang, Xingchun Wang, Ke Zhou

Statistics & Probability Letters > 2018 > 141 > C > 41-49

In this paper, we consider stochastic Burgers equations driven by compensated Poisson random measures. Under some appropriate conditions, we investigate the exponential stability on the solutions of the equations. Examples are presented to illustrate the applications of the results.

article

Integrated metabolite profiling and transcriptome analysis reveals a dynamic metabolic exchange between pollen tubes and the style during fertilization of Brassica napus

Helin Tan, Jiahuan Zhang, Xiao Qi, Wenxue Ye, more

Plant Molecular Biology > 2018 > 97 > 4-5 > 325-335

Key message In this study, we analyzed the transcriptome and metabolite profile of the style to explore the essential metabolites and specific genes for pollen tube growth of B. napus in vivo. Abstract For sexual reproduction of flowering plants, pollen must germinate on the stigma and the pollen tube must grow through the style to deliver the sperm nuclei to the female gametophyte cells. During...

article

Alteration of Bone Mineral Density Differs Between Genders in Obese Subjects After Laparoscopic Sleeve Gastrectomy: Bone Morphogenetic Protein 4 May Count

Xingchun Wang, Liang Li, Cuiling Zhu, Jingyang Gao, more

Obesity Surgery > 2018 > 28 > 10 > 3221-3226

Objective Laparoscopic sleeve gastrectomy (LSG) has proven to be successful in weight reduction but with potential loss of bone mass. Previous studies indicated that bone morphogenetic protein 4 (BMP4) plays an important role in both bone formation and glucose–lipid metabolism. This study aimed to investigate the changes in bone mineral density (BMD), bone metabolic parameters, and serum BMP4 levels...

article

The Change in the Percent of Android and Gynoid Fat Mass Correlated with Increased Testosterone After Laparoscopic Sleeve Gastrectomy in Chinese Obese Men: a 6-Month Follow-Up

Jingyang Gao, Manna Zhang, Cuiling Zhu, Yi Zhang, more

Obesity Surgery > 2018 > 28 > 7 > 1960-1965

Objective The study was designed to examine changes of body fat distribution after laparoscopic sleeve gastrectomy (LSG) in obese male patients and to confirm whether these changes are correlated with increased testosterone. Methods A total of 30 obese male patients with body mass index (BMI) 30–45 kg/m² were enrolled in this study. Data on demographic characteristics, anthropometry, metabolic parameters,...

article

Dysbiosis Signatures of Gut Microbiota Along the Sequence from Healthy, Young Patients to Those with Overweight and Obesity

Renyuan Gao, Cuiling Zhu, Hao Li, Mingming Yin, more

Obesity > 26 > 2 > 351 - 361

Objective To investigate the gut microbiota in healthy volunteers (HVs), patients with overweight (OW), and patients with obesity (OB), including those with acanthosis nigricans (AN) or without AN (N‐AN). Methods Microbial 16S rRNA genes were examined by using pyrosequencing technology and analyzed by using bioinformatics methods. Results Subjects in the OW and OB groups showed severe disturbances...

article

Profitability of reversal strategies: A modified version of the Carhart model in China

Wei Zhang, Guanying Wang, Xingchun Wang, Xiong Xiong, more

Economic Modelling > 2018 > 69 > C > 26-37

This paper shows that buying stocks that have performed poorly and selling stocks that have performed well in the past generates positive returns in the Chinese stock market. Profits from reversal strategies cannot be explained by systematic risk and fundamental factors. Testing the Fama-French three-factor model and reversal strategies in multiple formation periods, we find that the price-to-earnings...

article

Laparoscopic sleeve gastrectomy improves body composition and alleviates insulin resistance in obesity related acanthosis nigricans

Yi Zhang, Cuiling Zhu, Xin Wen, Xingchun Wang, more

Lipids in Health and Disease > 2017 > 16 > 1 > 1-8

Background Acanthosis nigricans (AN) has a close relationship with obesity. It is believed that obesity and AN have the common pathophysiological basis such as hyperinsulinism. This study is aimed to observe the effect of laparoscopic sleeve gastrectomy (LSG) on body composition and insulin resistance in Chinese obese patients with acanthosis nigricans. Methods A total of 37 obese patients who underwent...

article

Pricing vulnerable options with stochastic volatility

Guanying Wang, Xingchun Wang, Ke Zhou

Physica A: Statistical Mechanics and its Applications > 2017 > 485 > C > 91-103

In this paper, we investigate the pricing issue of vulnerable options with stochastic volatility by decomposing stochastic volatility into the long-term and short-term volatility. We describe the short-term fluctuation of stochastic volatility using a mean-reverting process, and assume the long-term volatility to be a constant. Based on the proposed model, we derive a pricing formula of vulnerable...

article

Berberine could inhibit thyroid carcinoma cells by inducing mitochondrial apoptosis, G0/G1 cell cycle arrest and suppressing migration via PI3K-AKT and MAPK signaling pathways

Liang Li, Xingchun Wang, Rampersad Sharvan, Jingyang Gao, more

Biomedicine & Pharmacotherapy > 2017 > 95 > C > 1225-1231

Berberine, an important natural isoquinoline alkaloid from traditional Chinese medicine, is reported to exhibit multiple pharmacological properties, including anti-microbial, anti-diabetes, anti-obesity, anti-inflammatory and anti-carcinogenic activities. Although studies have shown that a wide range of carcinoma cells could be inhibited by berberine, few studies involved thyroid carcinoma. We therefore...

article

Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises

Guanying Wang, Xingchun Wang, Guangli Xu

Statistics & Probability Letters > 2017 > 127 > C > 23-32

In this paper, we consider a class of nonlocal stochastic Kuramoto–Sivashinsky equations driven by compensated Poisson random measures. Under appropriate conditions, we prove almost sure exponential stability and second moment stability of the solution.

article

New association of bone morphogenetic protein 4 concentrations with fat distribution in obesity and Exenatide intervention on it

Xingchun Wang, Jiaqi Chen, Liang Li, Cui Ling Zhu, more

Lipids in Health and Disease > 2017 > 16 > 1 > 1-8

Background Bone morphogenetic protein 4 (BMP-4) has been proven to regulate white adipogensis. We aimed to demonstrate the correlation of BMP-4 with fat distribution and Exenatide treatment on it. Methods We enrolled 69 obese patients. Anthropometric and metabolic indexes were collected. Fat distribution was measured by dual-energy X-ray absorptiometry. BPM-4 levels were assessed using enzyme-link...

article

The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk

Xingchun Wang, Shiyu Song, Yongjin Wang

Journal of Futures Markets > 37 > 5 > 499 - 521

This study presents a pricing model for power exchange options, in which the possibility of default by the risky counterparty as well as the arrival of important business information are taken into consideration. The idiosyncratic and common jump components induced by the arrival of business information are subsumed into all asset price processes whose dynamics are correlated with each other. Employing...

article

Rapid generation of genetic diversity by multiplex CRISPR/Cas9 genome editing in rice

Lan Shen, Yufeng Hua, Yaping Fu, Jian Li, more

Science China Life Sciences > 2017 > 60 > 5 > 506-515

The clustered regularly interspaced short palindromic repeats (CRISPR)-associated endonuclease 9 (CRISPR/Cas9) system has emerged as a promising technology for specific genome editing in many species. Here we constructed one vector targeting eight agronomic genes in rice using the CRISPR/Cas9 multiplex genome editing system. By subsequent genetic transformation and DNA sequencing, we found that the...

article

Differences in the Prices of Vulnerable Options with Different Counterparties

Xingchun Wang

Journal of Futures Markets > 37 > 2 > 148 - 163

In this paper, a new pricing model is proposed to investigate the differences in the prices of vulnerable options with different counterparties. I start by specifying the dynamics of the market portfolio, and then break down the risk of the underlying asset and the assets of the counterparties into systematic and idiosyncratic risk, which allows me to distinguish the counterparties from these two...

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INFONA - science communication portal

Search results for: Xingchun Wang

Pricing vulnerable options under correlated skew Brownian motions

Analytical valuation of Asian options with counterparty risk under stochastic volatility models

Pricing executive stock options with averaging features under the Heston–Nandi GARCH model

Erratum to: Rapid generation of genetic diversity by multiplex CRISPR/Cas9 genome editing in rice

Asymptotics of the Solutions to Stochastic Wave Equations Driven by a Non-Gaussian Lévy Process

Correlation analysis of the transcriptome and metabolome reveals the regulatory network for lipid synthesis in developing Brassica napus embryos

Long time behavior for stochastic Burgers equations with jump noises

Integrated metabolite profiling and transcriptome analysis reveals a dynamic metabolic exchange between pollen tubes and the style during fertilization of Brassica napus

Alteration of Bone Mineral Density Differs Between Genders in Obese Subjects After Laparoscopic Sleeve Gastrectomy: Bone Morphogenetic Protein 4 May Count

The Change in the Percent of Android and Gynoid Fat Mass Correlated with Increased Testosterone After Laparoscopic Sleeve Gastrectomy in Chinese Obese Men: a 6-Month Follow-Up

Dysbiosis Signatures of Gut Microbiota Along the Sequence from Healthy, Young Patients to Those with Overweight and Obesity

Profitability of reversal strategies: A modified version of the Carhart model in China

Laparoscopic sleeve gastrectomy improves body composition and alleviates insulin resistance in obesity related acanthosis nigricans

Pricing vulnerable options with stochastic volatility

Berberine could inhibit thyroid carcinoma cells by inducing mitochondrial apoptosis, G0/G1 cell cycle arrest and suppressing migration via PI3K-AKT and MAPK signaling pathways

Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises

New association of bone morphogenetic protein 4 concentrations with fat distribution in obesity and Exenatide intervention on it

The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk

Rapid generation of genetic diversity by multiplex CRISPR/Cas9 genome editing in rice

Differences in the Prices of Vulnerable Options with Different Counterparties

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