An analytically tractable interest rate model with humped volatility
F Mercurio, JM Moraleda - European Journal of Operational Research, 2000 - Elsevier
Some of the most recent empirical studies on interest rate derivatives have found humped
shapes in the volatility structure of interest rates. However, this realistic feature has been …
shapes in the volatility structure of interest rates. However, this realistic feature has been …
Pricing American interest rate claims with humped volatility models
JM Moraleda, TCF Vorst - Journal of Banking & Finance, 1997 - Elsevier
Some of the most recent empirical studies on interest rate derivatives have found humped
shapes in the volatility structure of interest rates. In this paper, we propose a simple model that …
shapes in the volatility structure of interest rates. In this paper, we propose a simple model that …
Fractionated initial infusion and booster dose of ARI0002h, a humanised, BCMA-directed CAR T-cell therapy, for patients with relapsed or refractory multiple myeloma …
Background Chimeric antigen receptor (CAR) T-cell therapy is a promising option for
patients with heavily treated multiple myeloma. Point-of-care manufacturing can increase the …
patients with heavily treated multiple myeloma. Point-of-care manufacturing can increase the …
[HTML][HTML] Role of hospital exemption in Europe: position paper from the Spanish Advanced Therapy Network (TERAV)
…, AG Zapata, A Sureda, JM Moraleda - Bone Marrow …, 2023 - nature.com
The Hospital Exemption rule is considered a valuable European legislative initiative that
guarantees patient access to novel therapies based on the use of advanced therapy medicinal …
guarantees patient access to novel therapies based on the use of advanced therapy medicinal …
Forward versus spot interest models of the term structure: An empirical comparison
JM Moraleda, A Pelsser - Journal of Derivatives, 2000 - search.proquest.com
Valuation theory for derivatives based on interest rates and bond prices continues to be in
flux. A wide variety of models have been introduced over the years, and many are still actively …
flux. A wide variety of models have been introduced over the years, and many are still actively …
A family of humped volatility models
F Mercurio, JM Moraleda - The European Journal of Finance, 2001 - Taylor & Francis
Recent empirical studies on interest rate derivatives have shown that the volatility structure
of interest rates is frequently humped. Several researchers have modelled interest rate …
of interest rates is frequently humped. Several researchers have modelled interest rate …
Biomarkers of efficacy and safety of the academic BCMA-CART ARI0002h for the treatment of refractory multiple myeloma
Purpose: B-cell maturation antigen (BCMA)-chimeric antigen receptor T-cells (CART) improve
results obtained with conventional therapy in the treatment of relapsed/refractory multiple …
results obtained with conventional therapy in the treatment of relapsed/refractory multiple …
[HTML][HTML] Results from a pilot study of ARI0002h, an academic BCMA-directed CAR-T cell therapy with fractionated initial infusion and booster dose in patients with …
Background: ARI0002h is an academic lentiviral autologous second-generation CAR T-cell
product with a 4-1BB co-stimulatory domain and a humanized single chain variable fragment …
product with a 4-1BB co-stimulatory domain and a humanized single chain variable fragment …
[HTML][HTML] S103: Efficacy and Safety of ARI0002H, an academic BCMA-directed CAR-T cell therapy with fractionated initial therapy and booster dose in patients with …
Background: ARI0002h is a lentiviral autologous CAR T-cell product with a 4-1BB co-stimulatory
domain and a humanized single chain variable fragment targeting BCMA. In pre-clinical …
domain and a humanized single chain variable fragment targeting BCMA. In pre-clinical …
[HTML][HTML] Response to novel drugs before and after allogeneic stem cell transplantation in patients with relapsed multiple myeloma
…, JM Ribera, M Torres-Juan, JM Moraleda… - Biology of Blood and …, 2019 - Elsevier
Multiple myeloma (MM) remains as an incurable disease and, although allogeneic hematopoietic
stem cell transplantation (allo-HSCT) is a potentially curative approach, most patients …
stem cell transplantation (allo-HSCT) is a potentially curative approach, most patients …