P. H. Yuen

Learn More
The cytopathic infection of primary astrocytes with ts1, a neuroimmunopathogenic mutant of Moloney murine leukemia virus (MuLV), has been correlated to intracellular accumulation of viral precursor envelope protein gPr80env. To further study this specific virus-astrocyte interaction in a homogenous population, several immortal astrocyte lines were(More)
This paper provides a method for pricing options in the constant elasticity of variance (CEV) model environment using the Lie-algebraic technique when the model parameters are time-dependent. Analytical solutions for the option values incorporating time-dependent model parameters are obtained in various CEV processes with different elasticity factors. The(More)
Infection of murine splenocytes with Newcastle disease virus results in expression of the proopiomelanocortin gene as determined by dot and northern blot analysis of total cellular and poly(A)+ cytoplasmic RNA. These data provide the first evidence that the precursor protein for adrenocorticotropin and beta-endorphin can be synthesized by lymphoid cells.
The square root constant elasticity of variance (CEV) process has been paid little attention in previous research on valuation of barrier options. In this paper we derive analytical option pricing formulae of up-and-out options with this process using the eigenfunction expansion technique. We develop an efficient algorithm to compute the eigenvalues where(More)
The mode of action of interferon in de novo Moloney murine leukemia virus (Mo-MuLV) infection of mouse bone marrow/thymus (TB) cells was studied. Our results indicate that in interferon-treated cells, there is approximately a 2000 fold decrease in the production of infectious MuLV, but only a 10-20 fold decrease in the level of viral specific extracellular(More)
Recombinant virus 7 (R7), a spontaneous deletion mutant of SV7, which is itself a molecular clone of Moloney murine sarcoma virus 124 (MoMuSV 124), induces brain lesions and tumors of the subcutaneous tissue and spleen in all infected mice. In contrast, SV7 only induces tumors of the spleen and subcutaneous tissues. One of the genetic differences between R7(More)
In value-at-risk (VaR) methodology of option risk measurement, the determination of market values of the current option positions under various market scenarios is critical. Under the full revaluation and factor sensitivity approach which are accepted by regulators, accurate revaluation and precise factor sensitivity calculation of options in response to(More)
Our preliminary studies suggested that the novel gag-truncated mos (tmos) open reading frame (ORF) of R7, a spontaneous deletion mutant of Moloney murine sarcoma virus 124 (MoMuSV124), may be responsible for R7's unique ability to induce brain lesions in all R7-injected mice. However, when we replaced the gag-tmos ORF with either the MoMuSV124 or the(More)
The square root constant elasticity of variance (CEV) process has been paid little attention in previous research on valuation of barrier options. In this paper we derive analytical option pricing formulae of up-and-out options with this process using the eigenfunction expansion technique. We develop an efficient algorithm to compute numerical results from(More)
  • 1