bluuebunny/crossref_metadata_2025_split huggingface dataset:
ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM
Authors: ALFEUS MESIAS , SCHLÖGL ERIK 
Published: June 2019

Spread options are multi-asset options with payoffs dependent on the difference of two underlying financial variables. In most cases, analytically closed form solutions for pricing such payoffs are not available, and the application of numerical pricing methods turns out to be nontrivial. We consider several such nontrivial cases and explore the performance of the highly efficient numerical technique of Hurd & Zhou[(2010) A Fourier transform method for spread option pricing, SIAM J. Financial Math. 1(1), 142–157], comparing this with Monte Carlo simulation and the lower bound approximation formula of Caldana & Fusai[(2013) A general closed-form spread option pricing formula, Journal of Banking & Finance 37, 4893–4906]. We show that the former is in essence an application of the two-dimensional Parseval’s Identity. As application examples, we price spread options in a model where asset prices are driven by a multivariate normal inverse Gaussian (NIG) process, in a three-factor stochastic volatility model, as well as in examples of models driven by other popular multivariate Lévy processes such as the variance Gamma process, and discuss the price sensitivity with respect to volatility. We also consider examples in the fixed-income market, specifically, on cross-currency interest rate spreads and on LIBOR/OIS spreads.
Modeling the dynamics of black holes through balanced equations of motion in the null gauge
Authors: Gallo Emanuel , Moreschi Osvaldo M. 
Published: June 2019

We develop further the general framework for modeling the dynamics of the motion of black holes, presented in [E. Gallo and O. M. Moreschi, Modeling the dynamics of black holes through balanced equations of motion, Int. J. Geom. Meth. Mod. Phys. 16(3) (2019) 1950034], by employing a convenient null gauge, in general relativity, for the construction of the balanced equations of motion. This null gauge has the property that the asymptotic structure is intimately related to the interior one; in particular there is a strong connection between the field equations and the balanced equations of motion. Our work is very related to what we have called “Robinson–Trautman (RT) geometries” [S. Dain, O. M. Moreschi and R. J. Gleiser, Photon rockets and the Robinson–Trautman geometries, Class. Quantum Grav. 13(5) (1996) 1155–1160] in the past. These geometries are used in the sense of the general framework, we have presented in [E. Gallo and O. M. Moreschi, Modeling the dynamics of black holes through balanced equations of motion, Int. J. Geom. Meth. Mod. Phys. 16(3) (2019) 1950034]. We present the balanced equations of motion in second order of the acceleration. We solve the required components of the field equation at their respective required orders, [Formula: see text] and [Formula: see text], in terms of the gravitational constant. We indicate how this approach can be extended to higher orders.
Impact of diet on the persistence of early vascular remodeling and stiffening induced by intrauterine growth restriction and a maternal high-fat diet
Authors: Miller Thomas A. , Dodson R. Blair , Mankouski Anastasiya , Powers Kyle N. , Yang Yueqin , Yu Baifeng , Zinkhan Erin K. 
Published: June 2019

Intrauterine growth restriction (IUGR) and maternal high-fat diet (HFD) independently predispose offspring to hypertension. In a rat model, IUGR more so than maternal HFD increases arterial stiffness with vascular remodeling as early as postnatal day (PND) 21. The trajectory of such early vascular changes remains unknown. We hypothesized that IUGR would increase blood pressure (BP), arterial stiffness, and markers of ongoing detrimental vascular remodeling in adult rats exposed to a maternal HFD regardless of weaning diet. Adult female rats were fed either a regular diet (RD) or an HFD before mating through lactation. IUGR was induced by uterine artery ligation. Offspring were weaned to either a RD or HFD through PND 60. For both control and IUGR rats, this design resulted in the following three diet groups: offspring from RD dams weaned to a RD and offspring from HFD dams weaned to a RD or to an HFD (IHH). In both males and females, only IHH increased systolic BP, but IUGR and HFD both alone and in combination increased arterial stiffness. Aortas contained fewer but thicker elastin bands in IHH rats and IUGR offspring from dams fed an HFD and weaned to a regular diet. IHH increased aortic lysl oxidase protein. In summary, the PND 21 rat mediators of vascular remodeling from IUGR and maternal HFD normalize by PND 60 while changes in elastin and arterial stiffness persist. We speculate that the longer-term risk of hypertension from dietary mediators is augmented by underlying IUGR-induced structural changes to the extracellular matrix. NEW & NOTEWORTHY We report that a combined insult of intrauterine growth restriction and maternal high-fat diet increases the risk of early cardiovascular pathology both independently and in conjunction with a continued high-fat diet in offspring.
V211D Mutation in MEK1 Causes Resistance to MEK Inhibitors in Colon Cancer
Authors: Gao Yijun , Maria Ann , Na Na , da Cruz Paula Arnaud , Gorelick Alexander N. , Hechtman Jaclyn F. , Carson Julianne , Lefkowitz Robert A. , Weigelt Britta , Taylor Barry S. , Zhao HuiYong , Reis-Filho Jorge S. , de Stanchina Elisa , Rosen Neal , Yao Zhan , Yaeger Rona 
Published: June 2019

Abstract

We report the emergence of the novel MEK1V211D gatekeeper mutation in a patient with BRAFK601E colon cancer treated with the allosteric MEK inhibitor binimetinib and the anti-EGFR antibody panitumumab. The MEK1V211D mutation concurrently occurs in the same cell with BRAFK601E and leads to RAF-independent activity but remains regulated by RAF. The V211D mutation causes resistance to binimetinib by both increasing the catalytic activity of MEK1 and reducing its affinity for the drug. Moreover, the mutant exhibits reduced sensitivity to all the allosteric MEK inhibitors tested. Thus, this mutation serves as a general resistance mutation for current MEK inhibitors; however, it is sensitive to a newly reported ATP-competitive MEK inhibitor, which therefore could be used to overcome drug resistance.

Significance:
We report a resistance mechanism to allosteric MEK inhibitors in the clinic. A MEK1V211D mutation developed in a patient with BRAFK601E colon cancer on MEK and EGFR inhibitors. This mutant increases the catalytic activity of MEK1 and reduces its affinity for binimetinib, but remains sensitive to ATP-competitive MEK inhibitors.
This article is highlighted in the In This Issue feature, p. 1143
Utility of the Cardiovascular Physical Examination and Impact of Spironolactone in Heart Failure With Preserved Ejection Fraction
Authors: Selvaraj Senthil , Claggett Brian , Shah Sanjiv J. , Anand Inder S. , Rouleau Jean L. , Desai Akshay S. , Lewis Eldrin F. , Vaduganathan Muthiah , Wang Stephen Y. , Pitt Bertram , Sweitzer Nancy K. , Pfeffer Marc A. , Solomon Scott D. 
Published: June 2019

Background:
The prognostic value of physical examination, its relation to quality of life, and influence of therapy in heart failure with preserved ejection fraction is not well known.

Methods and Results:

We studied participants from the Americas with available physical examination (jugular venous distention, rales, and edema) at baseline in the TOPCAT trial (Treatment of Preserved Cardiac Function Heart Failure with an Aldosterone Antagonist). The association of the number of signs of congestion with the primary outcome (cardiovascular death or heart failure hospitalization), its individual components, and all-cause mortality was assessed using time-updated, multivariable-adjusted Cox regression analyses. We evaluated whether spironolactone improved congestion at 4 months and whether improvement in congestion was related to quality of life as assessed by Kansas City Cardiomyopathy Questionnaire overall summary scores and to outcomes. Among 1644 participants, 22%, 54%, 20%, and 4% had 0, 1, 2, and 3 signs of congestion, respectively, at baseline. After multivariable adjustment, each additional increase in sign of congestion was associated with a 30% to 60% increased risk of each outcome (
P
<0.001). Spironolactone reduced the total number of signs of congestion by −0.10 (
P
=0.005) signs, jugular venous distention (odds ratio, 0.60;
P
=0.01), and edema (odds ratio, 0.74;
P
=0.006) at 4 months compared with placebo. Each reduction in sign of congestion was independently associated with a 4.0 (95% CI, 2.4–5.6) point improvement in Kansas City Cardiomyopathy Questionnaire overall summary score. When assessed simultaneously, time-updated, but not baseline congestion, predicted outcomes.

Conclusions:
In heart failure with preserved ejection fraction, the physical exam provides independent prognostic value for adverse outcomes. Spironolactone improved congestion compared with placebo. Reducing congestion was independently associated with improved quality of life and outcomes and is a modifiable risk factor.

Clinical Trial Registration:

URL:
https://www.clinicaltrials.gov
. Unique identifier: NCT00094302.
S100a8/a9 Signaling Causes Mitochondrial Dysfunction and Cardiomyocyte Death in Response to Ischemic/Reperfusion Injury
Authors: Li Yulin , Chen Boya , Yang Xinying , Zhang Congcong , Jiao Yao , Li Ping , Liu Yan , Li Zhenya , Qiao Bokang , Bond Lau Wayne , Ma Xin-liang , Du Jie 
Published: June 2019

Background:
Myocardial ischemia-reperfusion (MI/R) injury is a significant clinical problem without effective therapy. Unbiased omics approaches may reveal key MI/R mediators to initiate MI/R injury.

Methods:
We used a dynamic transcriptome analysis of mouse heart exposed to various MI/R periods to identify S100a8/a9 as an early mediator. Using loss/gain-of-function approaches to understand the role of S100a8/a9 in MI/R injury, we explored the mechanisms through transcriptome and functional experiment. Dynamic serum S100a8/a9 levels were measured in patients with acute myocardial infarction before and after percutaneous coronary intervention. Patients were prospectively followed for the occurrence of major adverse cardiovascular events.

Results:
S100a8/a9 was identified as the most significantly upregulated gene during the early reperfusion stage. Knockout of S100a9 markedly decreased cardiomyocyte death and improved heart function, whereas hematopoietic overexpression of S100a9 exacerbated MI/R injury. Transcriptome/functional studies revealed that S100a8/a9 caused mitochondrial respiratory dysfunction in cardiomyocytes. Mechanistically, S100a8/a9 downregulated NDUF gene expression with subsequent mitochondrial complex I inhibition via Toll-like receptor 4/Erk–mediated Pparg coactivator 1 alpha/nuclear respiratory factor 1 signaling suppression. Administration of S100a9 neutralizing antibody significantly reduced MI/R injury and improved cardiac function. Finally, we demonstrated that serum S100a8/a9 levels were significantly increased 1 day after percutaneous coronary intervention in patients with acute myocardial infarction, and elevated S100a8/a9 levels were associated with the incidence of major adverse cardiovascular events.

Conclusions:
Our study identified S100a8/a9 as a master regulator causing cardiomyocyte death in the early stage of MI/R injury via the suppression of mitochondrial function. Targeting S100a8/a9-intiated signaling may represent a novel therapeutic intervention against MI/R injury.

Clinical Trial Registration:

URL:
https://www.clinicaltrials.gov
. Unique identifier: NCT03752515
Do Cerebral Small Vessel Disease and Multiple Sclerosis Share Common Mechanisms of White Matter Injury?
Authors: Brown Robin B. , Traylor Matthew , Burgess Stephen , Sawcer Stephen , Markus Hugh S. 
Published: June 2019

Background and Purpose—
The role of inflammation in ischemic white matter disease is increasingly recognized, and further understanding of the pathophysiology might inform future treatment strategies. Multiple sclerosis (MS) is a chronic autoimmune condition in which inflammation plays a central role that also affects the white matter. We hypothesized that white matter injury might share common mechanisms and used statistical genetics techniques to assess whether having genetically elevated white matter hyperintensity (WMH) volume was associated with increased MS risk.

Methods—
We investigated the genetic association in 2 cohorts with magnetic resonance imaging-quantified ischemic white matter lesion volume (WMH in stroke; n=2797 and UK Biobank; n=8353) and 14 802 cases of MS and 26 703 controls from the International Multiple Sclerosis Genetics Consortium. We further performed individual-level polygenic risk score calculations for MS and measures of structural white matter disease in UK Biobank. Finally, we looked for evidence of overlapping risk across the whole genome.

Results—
There was no association of genetic variants influencing MS with WMH volume using summary statistics in the WMH in stroke cohort (relative risk score =1.014; 95% CI, 0.936–1.110) or in the UK Biobank cohort (relative risk score =1.030; 95% CI, 0.932–1.117). Conversely, assessing the contribution of single nucleotide polymorphisms significantly associated with WMH on the risk of MS there was no significant association (relative risk score =0.930; 95% CI, 0.736–1.191). There were no significant associations between polygenic risk scores calculations; these results were robust to the selection of single nucleotide polymorphisms at a range of significance thresholds. Whole genome analysis did not reveal any overlap of risk between the traits.

Conclusions—
Our results do not provide evidence to suggest a shared mechanism of white matter damage in ischemia and MS. We propose that inflammation acts in distinct pathways because of the differing nature of the primary insult.
Intracranial Extension of Extracranial Vertebral Dissection Is Associated With an Increased Risk of Ischemic Events
Authors: Di Meglio Lucas , Mazighi Mikael , Reiner Peggy , Peres Roxane , Guichard Jean Pierre , Labeyrie Marc-Antoine , Debette Stéphanie , Chabriat Hugues , Cognat Emmanuel 
Published: June 2019

Background and Purpose—
Intracranial artery dissection can eventually lead to subarachnoid or intracerebral hemorrhage. Little is known about the clinical features and risks associated with extracranial vertebral artery dissection that extends intracranially. The clinical and imaging characteristics of extracranial vertebral artery dissection (eVAD) with (e+iVAD) or without (eVAD) intracranial extension were analyzed.

Methods—
The frequency of ischemic events, including ischemic strokes and transient ischemic attacks, was compared between e+iVAD and eVAD patients from a monocentric cohort study.

Results—

Among 328 patients with cervical artery dissection, vertebral artery dissection was diagnosed in 153 individuals. Twenty-nine patients had e+iVAD (19%) and 124 patients had only eVAD (81%). Cardiovascular risk factors did not differ between these 2 groups, but ischemic events were more frequent in patients with e+iVAD than in patients with eVAD (86% versus 48%,
P
=0.0002). Subarachnoid hemorrhage occurred in 1 patient with e+iVAD and in 9 with eVAD (6% versus 3%,
P
=0.53). Intracranial extension was an independent factor associated with ischemic stroke at admission (odds ratio, 6.43; 95% CI, −1.96 to 21.08;
P
=0.002) after adjustment for cardiovascular risk factors and imaging findings.

Conclusions—
In a large cohort of patients with vertebral artery dissection, intracranial extension of the vessel dissection appears associated with an increased risk of ischemic stroke.
Balanced Dynamics and Moisture Quasi-Equilibrium in DYNAMO Convection
Authors: Sessions Sharon L. , Sentić Stipo , Raymond David J. 
Published: June 2019

AbstractTropical convection that occurs on large-enough space and time scales may evolve in response to large-scale balanced circulations. In this scenario, large-scale midtropospheric vorticity anomalies modify the atmospheric stability by virtue of thermal wind gradient balance. The convective vertical mass flux and the moisture profile adjust to changes in atmospheric stability that affect moisture and entropy transport. We hypothesize that the convection observed during the 2011 DYNAMO field campaign evolves in response to balanced dynamics. Strong relationships between midtropospheric vorticity and atmospheric stability confirm the relationship between the dynamic and the thermodynamic environments, while robust relationships between the atmospheric stability, the vertical mass flux, and the saturation fraction provide evidence of moisture adjustment. These results are important because the part of convection that occurs as a response to balanced dynamics is potentially predictable. Furthermore, the diagnostics used in this work provide a simple framework for model evaluation, and suggest that one way to improve simulations of large-scale organized deep tropical convection in global models is to adequately capture the relationship between the dynamic and thermodynamic environments in convective parameterizations.
Addressing clients’ sexual health in occupational therapy practice
Authors: Young Kelli , Dodington Abrielle , Smith Catherine , Heck Carol S. 
Published: June 2019

Background. Sexuality is an important dimension of one’s health and well-being. Studies show that occupational therapists regard clients’ sexual health as a legitimate domain of practice but do not adequately address it in their clinical work. Purpose. This study aims to describe occupational therapists’ perspectives regarding clients’ sexual health. Method. This exploratory study surveyed Canadian occupational therapists using an online questionnaire that collected information on beliefs, knowledge, comfort, barriers, and facilitators with regard to addressing sexuality. Descriptive analysis was conducted on questionnaire data, and content analysis was used to organize respondents’ comments. Findings. While most respondents believed that addressing sexuality was within their scope, few actually did so in practice. Participants reported comfort with sexuality but identified lack of knowledge as a barrier to addressing clients’ sexual health. Implications. This study provided a greater understanding of factors that require consideration for occupational therapists to effectively meet clients’ sexual health needs.
Price and Volatility Linkages Between Indian Stocks and Their European GDRs
Authors: Madhavan Vinodh , Ray Partha 
Published: June 2019

This article tests for price and volatility linkages between Indian global depositary receipts (GDRs) traded in Luxembourg/London and their underlying shares traded in Mumbai. The relationship is studied between the GDR price and the domestic share price along with the appropriate exchange rates, the foreign stock index and the domestic stock index using the vector autoregression (VAR) and dynamic conditional correlation (DCC) specification of multivariate generalised autoregressive conditional heteroscedasticity (GARCH) models. VAR results indicate a similarity between the two prices of scrips: one trading in Mumbai and the other trading in Luxembourg (London). Further, DCC-GARCH model outcomes point to, by and large, a high-dynamic correlation between Indian GDRs traded in Luxembourg/London and their underlying stocks listed in Mumbai. Thus, the price and volatility linkages between the Indian stock and its European counterpart are invariant with respect to the choice of the foreign stock exchange. Such a similarity in findings, notwithstanding the difference in degree of information disclosure as well as listing requirements at London and Luxembourg, is perhaps indicative of the stock-exchange-invariant nature of law of one price. JEL Classification: G15, C22
A pharmacogenetic study implicates NINJ2 in the response to Interferon-β in multiple sclerosis
Authors: Peroni Silvia , Sorosina Melissa , Malhotra Sunny , Clarelli Ferdinando , Osiceanu Ana Maria , Ferrè Laura , Roostaei Tina , Rio Jordi , Midaglia Luciana , Villar Luisa María , Álvarez-Cermeño José Carlos , Guaschino Clara , Radaelli Marta , Citterio Lorena , Lechner-Scott Jeannette , Spataro Nino , Navarro Arcadi , Martinelli Vittorio , Montalban Xavier , Weiner Howard L , de Jager Philip , Comi Giancarlo , Esposito Federica , Comabella Manuel , Martinelli-Boneschi Filippo 
Published: June 2019

Background: Multiple sclerosis (MS) is a disease in which biomarker identification is fundamental to predict response to treatments and to deliver the optimal drug to patients. We previously found an association between rs7298096, a polymorphism upstream to the NINJ2 gene, and the 4-year response to interferon-β (IFNβ) treatment in MS patients. Objectives: To analyse the association between rs7298096 and time to first relapse (TTFR) during IFNβ therapy in MS patients and to better investigate its functional role. Methods: Survival analysis was applied in three MS cohorts from different countries ( n = 1004). We also studied the role of the polymorphism on gene expression using GTEx portal and a luciferase assay. We interrogated GEO datasets to explore the relationship between NINJ2 expression, IFNβ and TTFR. Results: Rs7298096AA patients show a shorter TTFR than rs7298096G-carriers (Pmeta-analysis = 3 × 10−4, hazard ratio = 1.41). Moreover, rs7298096AA is associated with a higher NINJ2 expression in blood ( p = 7.0 × 10−6), which was confirmed in vitro ( p = 0.009). Finally, NINJ2 expression is downregulated by IFNβ treatment and related to TTFR. Conclusions: Rs7298096 could influence MS disease activity during IFNβ treatment by modulating NINJ2 expression in blood. The gene encodes for an adhesion molecule involved in inflammation and endothelial cells activation, supporting its role in MS.
Does High Volume of Exercise Training Increase Aseptic Vascular Inflammation in Male Athletes?
Authors: Zembron-Lacny Agnieszka , Tylutka Anna , Zeromska Agnieszka , Kasperska Anna , Wolny-Rokicka Edyta 
Published: June 2019

Aseptic vascular inflammation can be caused by high levels of various inflammatory and apoptotic factors such as tumor necrosis factor (TNFα), nitric oxide (NO), 3-nitrotyrosine (3-Nitro), and free and oxidized low-density lipoproteins (oxLDL) generated during intense exercise. Endothelial dysfunction resulting from enhanced inflammation has been implicated in cardiovascular disease (CVD). The purpose of the study was to observe the effects of high volume of exercise training on inflammatory mediators and their interaction with conventional CVD risk factors. Blood samples were collected from highly-trained men ( n = 16, 21.8 ± 4.0 years) as well as from nonactive men ( n = 20, 21.1 ± 1.1 years). NO concentration did not differ between groups while TNFα, 3-Nitro, oxLDL, and CRP levels were significantly higher in athletes compared to nonathletes. TNFα reached even 7-fold higher level in athletes and was highly correlated with CVD risk factor such as TG, lipoproteins LDL and HDL as well as CRP. Approximately 50% of physically active men demonstrated a 20% increase in non-HDL caused by high levels of TC and LDL. These findings suggest that athletes with a high exercise volume demonstrate increased levels of circulating biomarkers of vascular inflammation and may be more likely to have CVD.