User profiles for A. Sepp

Armin Sepp

- Verified email at gsk.com - Cited by 1547

Artur Sepp

- Verified email at artursepp.com - Cited by 1091

The effect of graded levels of exercise on energy intake and balance in free-living women

RJ Stubbs, A Sepp, DA Hughes… - International journal of …, 2002 - nature.com
Aim: We assessed the effect of graded increases in exercised-induced energy expenditure (EE)
on appetite, daily energy intake (EI), total daily EE and body weight in six lean women …

The effect of graded levels of exercise on energy intake and balance in free-living men, consuming their normal diet

RJ Stubbs, A Sepp, DA Hughes… - European journal of …, 2002 - nature.com
Objective: To assess the effect of graded increases in exercised-induced energy expenditure
(EE) on appetite, energy intake (EI), total daily EE and body weight in men living in their …

[HTML][HTML] Microbead display by in vitro compartmentalisation: selection for binding using flow cytometry

A Sepp, DS Tawfik, AD Griffiths - FEBS letters, 2002 - Elsevier
In vitro compartmentalisation in an emulsion was used to physically link proteins to the DNA
that encodes them via microbeads. These microbeads can be selected for catalysis, or, as …

Credit value adjustment for credit default swaps via the structural default model

A Lipton, A Sepp - The Journal of Credit Risk, 2009 - papers.ssrn.com
We propose a structural default model to evaluate the counterparty risk by trading in credit
default swap (CDS) contracts. We model the joint evolution of the firm value of the entity …

Next generation immunotherapeutics—honing the magic bullet

…, T Batuwangala, C Plummer, A Sepp - Current opinion in …, 2009 - Elsevier
Most therapeutic antibodies in the clinic today are based on fully humanised immunoglobulins.
They have proven to be outstandingly effective, especially for the treatment of cancer, …

Pricing options on realized variance in the Heston model with jumps in returns and volatility

A Sepp - Journal of Computational Finance, 2008 - papers.ssrn.com
We develop analytical methodology for pricing and hedging options on the realized variance
under the Heston stochastic variance model (1993) augmented with jumps in asset returns …

Phosphoproteomic quantitation and causal analysis reveal pathways in GPVI/ITAM-mediated platelet activation programs

…, JM Cunliffe, J Klimek, J Pang, ALI Sepp… - Blood, The Journal …, 2020 - ashpublications.org
Platelets engage cues of pending vascular injury through coordinated adhesion, secretion,
and aggregation responses. These rapid, progressive changes in platelet form and function …

VIX option pricing in a jump-diffusion model

A Sepp - Risk magazine, 2008 - papers.ssrn.com
We first discuss the positive volatility skew observed in the implied volatilities of VIX options.
To model this feature, we apply the square root stochastic variance model with variance …

Application of physiologically based pharmacokinetic models for therapeutic proteins and other novel modalities

RH Rose, A Sepp, F Stader, KL Gill, C Liu, I Gardner - Xenobiotica, 2022 - Taylor & Francis
The past two decades have seen diversification of drug development pipelines and approvals
from traditional small molecule therapies to alternative modalities including monoclonal …

Analytical pricing of double-barrier options under a double-exponential jump diffusion process: applications of Laplace transform

A Sepp - International Journal of Theoretical and Applied …, 2004 - World Scientific
We derive explicit formulas for pricing double (single) barrier and touch options with time-dependent
rebates assuming that the asset price follows a double-exponential jump diffusion …