JOSEPH F. Ross, M.D., Editor

We describe a full maximum-likelihood fitting method of the popular single-factor Vasicek and Cox–Ingersoll–Ross models and carry this out for term-structure data from the UK and US. This method contrasts with the usual practice of performing a day-by-day fit. We also compare the results with some more crude econometric analyses on the same data sets. © 2000 Elsevier Science B.V. All rights res...

JOSEPH F. Ross, M.D., Editor

background : gastric cancer is the one of the most prevalent reason of cancer-related death in the world. survival of patients after surgery involves identifying risk factors. there are various models to detect the effect of risk factors on patients’ survival. the present study aims at evaluating these models. methods : data from 330 gastric cancer patients diagnosed at the iran cancer institut...

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 ...

conclusions the present study detected more accurate results for ann method compared to those of cox ph model to analyze the survival of patients with liver transplantation. furthermore, the order of effective factors in patients’ survival after transplantation was clinically more acceptable. the large dataset with a few missing data was the advantage of this study, the fact which makes the res...

The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be deriv...

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...

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 ...