ABSTRACT
Three new hexadepsipeptides (1-3), along with beauvericin (4), beauvericin D (5), and four 4-hydroxy-2-pyridone derivatives (6-9) were isolated from the endophytic fungus Fusarium sp. CPCC 400857 that derived from the stem of tea plant. Their structures were determined by extensive 1D and 2D NMR, and HRESIMS analyses. The absolute configuration of hexadepsipeptides were elucidated by the advanced Marfey's method and chiral HPLC analysis. Compounds 4, and 7-9 displayed the cytotoxicity against human pancreatic cancer cell line, AsPC-1 with IC50 values ranging from 3.45 to 29.69 µM, and 7 and 8 also showed the antiviral activity against the coronavirus (HCoV-OC43) with IC50 values of 13.33 and 6.65 µM, respectively.
ABSTRACT
In this paper, we conduct a fast calibration in the jump-diffusion model to capture the Bitcoin price dynamics, as well as the behavior of some components affecting the price itself, such as the risk of pitfalls and its ambiguous effect on the evolution of Bitcoin’s price. In addition, in our study of the Bitcoin option pricing, we find that the inclusion of jumps in returns and volatilities are significant in the historical time series of Bitcoin prices. The benefits of incorporating these jumps flow over into option pricing, as well as adequately capture the volatility smile in option prices. To the best of our knowledge, this is the first work to analyze the phenomenon of price jump risk and to interpret Bitcoin option valuation as “exceptionally ambiguous”. Crucially, using hedging options for the Bitcoin market, we also prove some important properties: Bitcoin options follow a convex, but not strictly convex function. This property provides adequate risk assessment for convex risk measure.