• Corpus ID: 212747878

Options on infectious diseases

@article{Lesniewski2020OptionsOI,
  title={Options on infectious diseases},
  author={Andrew S. Lesniewski and Nicholas Lesniewski},
  journal={arXiv: Computational Finance},
  year={2020}
}
We present a parsimonious stochastic model for valuation of options on the fraction of infected individuals during an epidemic. The underlying stochastic dynamical system is a stochastic differential version of the SIR model of mathematical epidemiology. 
Epidemic control via stochastic optimal control
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A system of forward backward stochastic differential equations, which is amenable to numerical solution via Monte Carlo simulations, and a number of numerical solutions of the system under a variety of scenarios are presented.
Application of 3D bioprinting in the prevention and the therapy for human diseases
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3D bioprinting in infectious disease research and drug development could be a significant platform technology for the rapid and automated production of tissue/organ models and medicines in the near future.

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