Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We present a method to adapt formulas for both the path-integral propagators and the option prices themselves, so that jump processes are taken into account in conjunction with the usual drift and diffusion terms. In particular, we focus on stochastic volatility models, such as the exponential Vasicek model, and extend the pricing formulas and propagator of this model to incorporate jump diffusion with a given jump size distribution. This model is of importance to include non-Gaussian fluctuations beyond the Black-Scholes model, and moreover yields a lognormal distribution of the volatilities, in agreement with results from superstatistical analysis. The results obtained in the present formalism are checked with Monte Carlo simulations.Comment: 9 pages, 2 figures, 1 tabl

NMR Analysis of the Dynamic Exchange of the NS2B Cofactor between Open and Closed Conformations of the West Nile Virus NS2B-NS3 Protease

Dengue and West Nile virus infections put an estimated 2.5 billion people at risk. Neither drugs nor vaccines are currently available against these diseases. The non-structural protein NS3 is a protease that, together with the cofactor NS2B, is essential for viral maturation. The NS2B-NS3 proteases of dengue and West Nile viruses are highly homologous and present promising drug targets. Crystal structures of the West Nile virus protease with and without bound inhibitor revealed large structural differences in NS2B, while no crystal structure of the dengue virus protease could be determined with a bound inhibitor. We investigated the structural change in solution and found that the C-terminal segment (CTS) of the NS2B cofactor is prone to dissociation from NS3. In the case of the West Nile virus protease, the CTS of NS2B is mostly associated with NS3, especially in the presence of inhibitors. In the case of the dengue virus protease and in the absence of inhibitors, the CTS of NS2B is mostly dissociated from NS3. Finding drug candidates to inhibit the association of the NS2B cofactor may thus be easier for the dengue virus protease

Effect of solution saturation state and temperature on diopside dissolution

Steady-state dissolution rates of diopside are measured as a function of solution saturation state using a titanium flow-through reactor at pH 7.5 and temperature ranging from 125 to 175°C. Diopside dissolved stoichiometrically under all experimental conditions and rates were not dependent on sample history. At each temperature, rates continuously decreased by two orders of magnitude as equilibrium was approached and did not exhibit a dissolution plateau of constant rates at high degrees of undersaturation. The variation of diopside dissolution rates with solution saturation can be described equally well with a ion exchange model based on transition state theory or pit nucleation model based on crystal growth/dissolution theory from 125 to 175°C. At 175°C, both models over predict dissolution rates by two orders of magnitude indicating that a secondary phase precipitated in the experiments. The ion exchange model assumes the formation of a Si-rich, Mg-deficient precursor complex. Lack of dependence of rates on steady-state aqueous calcium concentration supports the formation of such a complex, which is formed by exchange of protons for magnesium ions at the surface. Fit to the experimental data yields [Formula: see text] where the Mg-H exchange coefficient, n = 1.39, the apparent activation energy, E(a )= 332 kJ mol(-1), and the apparent rate constant, k = 10(41.2 )mol diopside cm(-2 )s(-1). Fits to the data with the pit nucleation model suggest that diopside dissolution proceeds through retreat of steps developed by nucleation of pits created homogeneously at the mineral surface or at defect sites, where homogeneous nucleation occurs at lower degrees of saturation than defect-assisted nucleation. Rate expressions for each mechanism (i) were fit to [Formula: see text] where the step edge energy (α) for homogeneously nucleated pits were higher (275 to 65 mJ m(-2)) than the pits nucleated at defects (39 to 65 mJ m(-2)) and the activation energy associated with the temperature dependence of site density and the kinetic coefficient for homogeneously nucleated pits (E(b-homogeneous )= 2.59 × 10(-16 )mJ K(-1)) were lower than the pits nucleated at defects (E(b-defect assisted )= 8.44 × 10(-16 )mJ K(-1))

Molecular Composition of Staufen2-Containing Ribonucleoproteins in Embryonic Rat Brain

Messenger ribonucleoprotein particles (mRNPs) are used to transport mRNAs along neuronal dendrites to their site of translation. Numerous mRNA-binding and regulatory proteins within mRNPs finely regulate the fate of bound-mRNAs. Their specific combination defines different types of mRNPs that in turn are related to specific synaptic functions. One of these mRNA-binding proteins, Staufen2 (Stau2), was shown to transport dendritic mRNAs along microtubules. Its knockdown expression in neurons was shown to change spine morphology and synaptic functions. To further understand the molecular mechanisms by which Stau2 modulates synaptic function in neurons, it is important to identify and characterize protein co-factors that regulate the fate of Stau2-containing mRNPs. To this end, a proteomic approach was used to identify co-immunoprecipitated proteins in Staufen2-containing mRNPs isolated from embryonic rat brains. The proteomic approach identified mRNA-binding proteins (PABPC1, hnRNP H1, YB1 and hsc70), proteins of the cytoskeleton (α- and β-tubulin) and RUFY3 a poorly characterized protein. While PABPC1 and YB1 associate with Stau2-containing mRNPs through RNAs, hsc70 is directly bound to Stau2 and this interaction is regulated by ATP. PABPC1 and YB1 proteins formed puncta in dendrites of embryonic rat hippocampal neurons. However, they poorly co-localized with Stau2 in the large dendritic complexes suggesting that they are rather components of Stau2-containing mRNA particles. All together, these results represent a further step in the characterization of Stau2-containing mRNPs in neurons and provide new tools to study and understand how Stau2-containing mRNPs are transported, translationally silenced during transport and/or locally expressed according to cell needs

Towards improving the safety and diagnostic yield of stereotactic biopsy in a single centre

Background: Previously, we reported on our single centre results regarding the diagnostic yield of stereotactic needle biopsies of brain lesions. The yield then (1996-2006) was 89.4%. In the present study, we review and evaluate our experience with intraoperative frozen-section histopathologic diagnosis on-demand in order to improve the diagnostic yield. Methods:

Tar DNA Binding Protein-43 (TDP-43) Associates with Stress Granules: Analysis of Cultured Cells and Pathological Brain Tissue

Tar DNA Binding Protein-43 (TDP-43) is a principle component of inclusions in many cases of frontotemporal lobar degeneration (FTLD-U) and amyotrophic lateral sclerosis (ALS). TDP-43 resides predominantly in the nucleus, but in affected areas of ALS and FTLD-U central nervous system, TDP-43 is aberrantly processed and forms cytoplasmic inclusions. The mechanisms governing TDP-43 inclusion formation are poorly understood. Increasing evidence indicates that TDP-43 regulates mRNA metabolism by interacting with mRNA binding proteins that are known to associate with RNA granules. Here we show that TDP-43 can be induced to form inclusions in cell culture and that most TDP-43 inclusions co-localize with SGs. SGs are cytoplasmic RNA granules that consist of mixed protein - RNA complexes. Under stressful conditions SGs are generated by the reversible aggregation of prion-like proteins, such as TIA-1, to regulate mRNA metabolism and protein translation. We also show that disease-linked mutations in TDP-43 increased TDP-43 inclusion formation in response to stressful stimuli. Biochemical studies demonstrated that the increased TDP-43 inclusion formation is associated with accumulation of TDP-43 detergent insoluble complexes. TDP-43 associates with SG by interacting with SG proteins, such as TIA-1, via direct protein-protein interactions, as well as RNA-dependent interactions. The signaling pathway that regulates SGs formation also modulates TDP-43 inclusion formation. We observed that inclusion formation mediated by WT or mutant TDP-43 can be suppressed by treatment with translational inhibitors that suppress or reverse SG formation. Finally, using Sudan black to quench endogenous autofluorescence, we also demonstrate that TDP-43 positive-inclusions in pathological CNS tissue co-localize with multiple protein markers of stress granules, including TIA-1 and eIF3. These data provide support for accumulating evidence that TDP-43 participates in the SG pathway

Test of lepton universality in b→sℓ+ℓ−b \rightarrow s \ell^+ \ell^- decays

The first simultaneous test of muon-electron universality using $B^{+}\rightarrow K^{+}\ell^{+}\ell^{-}$ and $B^{0}\rightarrow K^{*0}\ell^{+}\ell^{-}$ decays is performed, in two ranges of the dilepton invariant-mass squared, $q^{2}$. The analysis uses beauty mesons produced in proton-proton collisions collected with the LHCb detector between 2011 and 2018, corresponding to an integrated luminosity of 9 $\mathrm{fb}^{-1}$. Each of the four lepton universality measurements reported is either the first in the given $q^{2}$ interval or supersedes previous LHCb measurements. The results are compatible with the predictions of the Standard Model.Comment: All figures and tables, along with any supplementary material and additional information, are available at https://cern.ch/lhcbproject/Publications/p/LHCb-PAPER-2022-046.html (LHCb public pages

Precision measurement of CP\it{CP} violation in the penguin-mediated decay Bs0→ϕϕB_s^{0}\rightarrow\phi\phi

A flavor-tagged time-dependent angular analysis of the decay $B_s^{0}\rightarrow\phi\phi$ is performed using $pp$ collision data collected by the LHCb experiment at % at $\sqrt{s}=13$ TeV, the center-of-mass energy of 13 TeV, corresponding to an integrated luminosity of 6 fb^{-1}. The $\it{CP}$-violating phase and direct $\it{CP}$-violation parameter are measured to be $\phi_{s\bar{s}s} = -0.042 \pm 0.075 \pm 0.009$ rad and $|\lambda|=1.004\pm 0.030 \pm 0.009$, respectively, assuming the same values for all polarization states of the $\phi\phi$ system. In these results, the first uncertainties are statistical and the second systematic. These parameters are also determined separately for each polarization state, showing no evidence for polarization dependence. The results are combined with previous LHCb measurements using $pp$ collisions at center-of-mass energies of 7 and 8 TeV, yielding $\phi_{s\bar{s}s} = -0.074 \pm 0.069$ rad and $|lambda|=1.009 \pm 0.030$. This is the most precise study of time-dependent $\it{CP}$ violation in a penguin-dominated $B$ meson decay. The results are consistent with $\it{CP}$ symmetry and with the Standard Model predictions.Comment: All figures and tables, along with any supplementary material and additional information, are available at https://cern.ch/lhcbproject/Publications/p/LHCb-PAPER-2023-001.html (LHCb public pages

Observation of Two New Excited Ξb0 States Decaying to Λb0 K-π+

Two narrow resonant states are observed in the Λb0K-π+ mass spectrum using a data sample of proton-proton collisions at a center-of-mass energy of 13 TeV, collected by the LHCb experiment and corresponding to an integrated luminosity of 6 fb-1. The minimal quark content of the Λb0K-π+ system indicates that these are excited Ξb0 baryons. The masses of the Ξb(6327)0 and Ξb(6333)0 states are m[Ξb(6327)0]=6327.28-0.21+0.23±0.12±0.24 and m[Ξb(6333)0]=6332.69-0.18+0.17±0.03±0.22 MeV, respectively, with a mass splitting of Δm=5.41-0.27+0.26±0.12 MeV, where the uncertainties are statistical, systematic, and due to the Λb0 mass measurement. The measured natural widths of these states are consistent with zero, with upper limits of Γ[Ξb(6327)0]<2.20(2.56) and Γ[Ξb(6333)0]<1.60(1.92) MeV at a 90% (95%) credibility level. The significance of the two-peak hypothesis is larger than nine (five) Gaussian standard deviations compared to the no-peak (one-peak) hypothesis. The masses, widths, and resonant structure of the new states are in good agreement with the expectations for a doublet of 1D Ξb0 resonances