Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

In vitro characterization of human AML-reactive CTL clones generated from the naive subset of healthy donors and adoptive transfer into leukemia-engrafted NSG mice

Acute myeloid leukemia (AML) is a very aggressive cancer of the hematopoietic system. Chemotherapy and immunotherapeutical approaches including hematopoietic stem cell transplantation (HSCT) and donor lymphocyte infusion (DLI) are the only curative options available. The beneficial graft-versus-leukemia (GVL) effect of cellular immunotherapy is mostly mediated by donor-derived CD8+ T lymphocytes that recognize minor histocompatibility antigens (mHags) and leukemia-associated antigens (LAAs) presented on the surface of AML blasts (Falkenburg et al. 2008; Kolb 2008). A main complication is graft-versus-host disease (GVHD) that can be induced when cytotoxic T lymphocytes (CTLs) recognize broadly expressed antigens. To reduce the risk of GVHD, specific allogeneic T-cell therapy inducing selective GVL responses could be an option (Barrett & Le Blanc 2010; Parmar et al. 2011; Smits et al. 2011). This requires efficient in vitro strategies to generate AML-reactive T cells with an early differentiation phenotype as well as vigorous effector functions and humanized mouse models to analyze the anti-leukemic potential of adoptively transferred T cells in vivo. In this study, AML-reactive CTL clones and oligoclonal T-cell lines could be reliably generated from the naive subset of healthy HLA-class I-identical donors by stimulation with primary AML blasts in mini-mixed-lymphocyte / leukemia cultures (MLLCs) in eight different patient / donor pairs. These CTLs were promising candidates for cellular immunotherapy because of their relatively early differentiation phenotype and strong proliferative and lytic capabilities. The addition of the common γ-chain cytokine IL-21 to the stimulation protocol enabled more precursors to develop into potent leukemia-reactive CTLs, presumably by its beneficial effects on cell survival and antigen-specific proliferation during the first weeks of cultures. It also strengthened the early-stage phenotype. Three long-term cultured CTLs exemplarily transferred into leukemia-engrafted immunodeficient NSG mice mediated a significant reduction of the leukemic burden after a single transfusion. These results demonstrate that CTL clones with reactivity to patient-derived AML blasts can be isolated from the naive compartment of healthy donors and show potent anti-leukemic effects in vivo. The herein described allo-MLLC approach with in vitro “programmed” naive CTL precursors independent of a HSCT setting is a valuable alternative to the conventional method of isolating in vivo primed donor CTLs out of patients after transplantation (Kloosterboer et al. 2004; Warren et al. 2010). This would make leukemia-reactive CTLs already available at the time point of HSCT, when residual leukemia disease is minimal and the chances for complete leukemia eradication are high. Furthermore, leukemia-reactive CTLs effectively expanded by this in vitro protocol can be used as screening populations to identify novel candidate LAAs and mHags for antigen-specific immunotherapy.

CD137-selektierte leukämiereaktive T-Zellen gesunder Spender zur adoptiven Immuntherapie stammzelltransplantierter Leukämiepatienten = CD137-selected leukaemia-reactive T Cells from healthy donors for adoptive immunotherapy in stem-cell-transplanted leukaemia-patients

Bei stammzelltransplantierten Patienten, die ein Rezidiv ihrer Leukämie erleiden, kann eine Donor-Lymphozyten-Infusion (DLI) dauerhafte vollständige Leukämieremissionen induzieren. T-Zellen in der DLI vermitteln sowohl den potentiell kurativen Graft-versus-Leukaemia (GVL) Effekt, als auch die potentiell lebensbedrohliche Graft-versus-Host Disease (GVHD). Hingegen könnte die Infusion von leukämiereaktiven T-Zellen einen selektiven GVL Effekt und einen Langzeitschutz vor Rezidiven durch eine spezifisch gegen die Leukämie gerichtete Immunantwort und Immunität vermitteln. Unsere Arbeitsgruppe hat Protokolle zur in vitro Generierung leukämiereaktiver T-Zellen entwickelt, die hohe zytotoxische Aktivität gegen akute myeloische Leukämie-Blasten (AML) bei minimaler Reaktion auf mögliche GVHD Zielstrukturen zeigen. Für die klinische Anwendung sind diese Protokolle jedoch zu aufwändig, wobei vor allem eine erhebliche Verkürzung der Kulturzeit auf wenige Wochen erforderlich ist. Diese Verkürzung der in vitro Kulturzeit könnte das Wachstum von T-Zellen vom central memory oder frühen effector memory Phänotyp fördern, für die eine bessere in vivo Effektorfunktion und längere Persistenz im Rezipienten verglichen mit T-Zellen aus Langzeitkultur gezeigt werden konnte. Der Aktivierungsmarker und Kostimulations-Rezeptor CD137 kann zur Erkennung und Isolation antigenspezifischer T-Zellen genutzt werden, ohne dass dafür das von den T-Zellen erkannte Peptidepitop bekannt sein muss. Eine CD137-vermittelte Anreicherung mit Hilfe von clinical grade Materialien könnte verwendet werden, um DLI-Produkte mit leukämiespezifischen T-Zellen herzustellen, die sich sowohl durch eine effizientere T-Zell Generierung durch in vitro Selektion und Kostimulation, als auch durch eine verbesserte Spezifität des T-Zell-Produkts auszeichnen. Lymphozyten-Leukämie Cokulturen (mixed lymphocyte leukaemia cultures) wurden mit CD8 T-Zellen gesunder Spender und HLA-identischen oder einzel-HLA-mismatch AML-Blasten angesetzt und wöchentlich restimuliert. Nach zwei Wochen wurden die T-Zellen 12 Stunden nach Restimulation über den Marker CD137 positiv isoliert und anschließend separat weiterkultiviert. Die isolierten Fraktionen und unseparierten Kontrollen wurden im ELISPOT-Assay und im Chrom-Freisetzungstest an Tag 5 nach der Restimulation getestet. Es wurden keine konsistent nachweisbaren Vorteile im Hinblick auf Wachstum und Funktion der isolierten CD137-positiv Fraktion im Vergleich zur unseparierten Kontrolle gefunden. Verschiedene Isolationsmethoden, Patient-Spender-Systeme, Methoden zur Restimulation, Temperaturbedingungen, Zytokinkombinationen und Methoden der Zytokinzugabe sowie zusätzliche Feeder-Zellen oder AML-Blasten konnten Wachstum, funktionelle Daten und die deutlichen Zellverluste während der Isolation nicht entscheidend beeinflussen. Vitalfärbungen zeigten, dass aktivierungsinduzierter Zelltod CD137-positiver Zellen zu diesen Ergebnissen beitragen könnte. Im Gegensatz zur Stimulation mit AML-Blasten wurden erfolgreiche CD137-Anreicherungen für peptidstimulierte T-Zellen publiziert. Unterschiedliche CD137-Expressionskinetiken, aktivierungsinduzierter Zelltod und regulatorische T-Zellen sind mögliche Faktoren aufgrund derer die CD137-Anreicherung in diesem spezifischen Kontext ungeeinet sein könnte. Der stimulatorische Effekt eines CD137-Signals auf AML-reaktive CD8 T-Zellen wurde mit Hilfe von CD3/CD28 und CD3/CD28/CD137 Antikörper-beschichteten magnetischen beads untersucht. Für Nierenzellkarzinom-reaktive T-Zellen war die Stimulation mit CD3/CD28/CD137 beads genauso effektiv wie mit Tumorzellen und effektiver als mit CD3/CD28 beads. Beide Arten von beads waren für eine Stimulation während der ersten Wochen der Zellkultur geeignet, sodass ein zusätzliches CD137-Signal für die länger anhaltende Expansion tumorreaktiver T-Zellen zur klinischen Anwendung nützlich sein könnte. Die bead-Expansion veränderte die IFN-Sekretion im ELISPOT nicht, aber verursachte eine mäßige Verschlechterung der Zytotoxizität im Chrom-Freisetzungstest. Im Gegensatz dazu zeigten bei AML-reaktiven T-Zellen beide Arten von beads einen nicht apoptosevermittelten, dosisabhängigen zellschädigenden Effekt, der zu einer raschen Abnahme der Zellzahl in Kulturen mit beads führte. Unerwünschte Effekte auf die T-Zell-Funktionalität durch bead-Stimulation sind in der Literatur beschrieben, dennoch gibt es aktuell keine Veröffentlichungen, die eine fundierte Erklärung für den Effekt auf AML-reaktive T-Zellen bieten könnten. Abgesehen von Literaturdaten, die darauf hindeuten, dass CD137 ein vielversprechendes Kandidatenmolekül für die Anreicherung und Expansion von AML-reaktiven T-Zellen sein könnte, zeigen die eigenen Daten sowohl zur CD137-Isolation als auch zur bead-Stimulation, dass für diese spezielle Anwendung CD137 ein ungeeigneter Aktivierungsmarker und Kostimulations-Ligand ist.

Pyrene derivatives as donors and acceptors

Pyrene derivatives as donors and acceptorsrnrnAlmost 200 years have passed since pyrene was first discovered, and to this day it garners unbroken interest by chemists around the world. One of the most fascinating areas of pyrene chemistry is its selective functionalization, since it is still currently a challenge to specifically functionalize different positions on the molecule.[1]rnIn this work, two new patterns of pyrene substitution have been developed. Under suitable conditions, a fourfold bromination of 4,5,9,10 tetramethoxypyrene is possible to yield eightfold functionalized pyrenes. Based on these molecules a novel series of 1,3,4,5,6,8,9,10-substituted pyrene derivatives was achieved. Synthetic approaches to a non-quinoidal, strong pyrene-4,5,9,10-tetraone based acceptor have been discussed. It emerged that the chosen synthetic approach is suitable for intermediate acceptors, yet it failed very electron deficient pyrene derivatives. Donors based on 4,5,9,10-tetramethoxypyrene (2,7- and 1,3,6,8-substitued) have been prepared and studied as CT complexes. In the SFB/TR 49 these complexes were analyzed in the solid state. For the first time charge transfer in a non-TTF CT-complex was studied by HAXPES and NEXAFS.rnBased on the works of ZÖPHEL et al.[2] it was possible to obtain an asymmetric 4,9,10 substituted pyrene derivative. This was used as a building block to prepare a non-planar acceptor molecule as well as electron-rich rylene-type molecules. rnFinally, two separate series of molecules intended as emitters for OLEDs were presented. Thermally activated delayed fluorescence (TADF) in OLEDs attracted significant academic interest as it is considered a promising approach to improve the efficiency of fluorescent OLEDs.[3] Our molecules were designed to have a deep blue emission spectrum and a minimal singlet triplet energy gap (∆ES1->T1) while retaining a high fluorescence quantum yield ϕPL. The initial OD series has a small ∆ES1->T1, yet had an insufficient ϕPL for the use in OLEDs. The Py series emitters, in contrast, combine both desired properties and were successfully implemented in efficient OLED devices.rn[1]. T. M. Figueira-Duarte and K. Müllen, Chem. Rev., 2011, 111, 7260-7314.rn[2]. L. Zöphel, V. Enkelmann and K. Müllen, Org. Lett., 2013, 15, 804-807.rn[3]. H. Uoyama, K. Goushi, K. Shizu, H. Nomura and C. Adachi, Nature, 2012, 492, 234-238.

Observations and modeling of the Marginal Ice Zone

Global climate change in recent decades has strongly influenced the Arctic generating pronounced warming accompanied by significant reduction of sea ice in seasonally ice-covered seas and a dramatic increase of open water regions exposed to wind [Stephenson et al., 2011]. By strongly scattering the wave energy, thick multiyear ice prevents swell from penetrating deeply into the Arctic pack ice. However, with the recent changes affecting Arctic sea ice, waves gain more energy from the extended fetch and can therefore penetrate further into the pack ice. Arctic sea ice also appears weaker during melt season, extending the transition zone between thick multi-year ice and the open ocean. This region is called the Marginal Ice Zone (MIZ). In the Arctic, the MIZ is mainly encountered in the marginal seas, such as the Nordic Seas, the Barents Sea, the Beaufort Sea and the Labrador Sea. Formed by numerous blocks of sea ice of various diameters (floes) the MIZ, under certain conditions, allows maritime transportation stimulating dreams of industrial and touristic exploitation of these regions and possibly allowing, in the next future, a maritime connection between the Atlantic and the Pacific. With the increasing human presence in the Arctic, waves pose security and safety issues. As marginal seas are targeted for oil and gas exploitation, understanding and predicting ocean waves and their effects on sea ice become crucial for structure design and for real time safety of operations. The juxtaposition of waves and sea ice represents a risk for personnel and equipment deployed on ice, and may complicate critical operations such as platform evacuations. The risk is difficult to evaluate because there are no long-term observations of waves in ice, swell events are difficult to predict from local conditions, ice breakup can occur on very short time-scales and wave-ice interactions are beyond the scope of current forecasting models [Liu and Mollo-Christensen, 1988,Marko, 2003]. In this thesis, a newly developed Waves in Ice Model (WIM) [Williams et al., 2013a,Williams et al., 2013b] and its related Ocean and Sea Ice model (OSIM) will be used to study the MIZ and the improvements of wave modeling in ice infested waters. The following work has been conducted in collaboration with the Nansen Environmental and Remote Sensing Center and within the SWARP project which aims to extend operational services supporting human activity in the Arctic by including forecast of waves in ice-covered seas, forecast of sea-ice in the presence of waves and remote sensing of both waves and sea ice conditions. The WIM will be included in the downstream forecasting services provided by Copernicus marine environment monitoring service.

Dual-energy computed-tomography cholangiography in potential donors for living-related liver transplantation: initial experience

To report our initial experience with dual-energy computed-tomography (CT) cholangiography in potential donors for living-related liver transplantation.

A 10-year retrospective analysis of marginal bone-level changes around implants in periodontally healthy and periodontally compromised tobacco smokers

to compare the 10-year marginal bone loss rates around implants supporting single-unit crowns in tobacco smokers with and without a history of treated periodontitis.

Genome-wide DNA profiling of marginal zone lymphomas identifies subtype-specific lesions with an impact on the clinical outcome

Marginal zone B-cell lymphomas (MZLs) have been divided into 3 distinct subtypes (extranodal MZLs of mucosa-associated lymphoid tissue [MALT] type, nodal MZLs, and splenic MZLs). Nevertheless, the relationship between the subtypes is still unclear. We performed a comprehensive analysis of genomic DNA copy number changes in a very large series of MZL cases with the aim of addressing this question. Samples from 218 MZL patients (25 nodal, 57 MALT, 134 splenic, and 2 not better specified MZLs) were analyzed with the Affymetrix Human Mapping 250K SNP arrays, and the data combined with matched gene expression in 33 of 218 cases. MALT lymphoma presented significantly more frequently gains at 3p, 6p, 18p, and del(6q23) (TNFAIP3/A20), whereas splenic MZLs was associated with del(7q31), del(8p). Nodal MZLs did not show statistically significant differences compared with MALT lymphoma while lacking the splenic MZLs-related 7q losses. Gains of 3q and 18q were common to all 3 subtypes. del(8p) was often present together with del(17p) (TP53). Although del(17p) did not determine a worse outcome and del(8p) was only of borderline significance, the presence of both deletions had a highly significant negative impact on the outcome of splenic MZLs.

Effects of implant design on marginal bone changes around early loaded, chemically modified, sandblasted Acid-etched-surfaced implants: a histologic analysis in dogs

A minimal marginal bone loss around implants during early healing has been considered acceptable. However, the preservation of the marginal bone is related to soft tissue stability and esthetics. Implant designs and surfaces were evaluated to determine their impact on the behavior of the crestal bone. The purpose of this study is to evaluate histologic marginal bone level changes around early loaded, chemically modified, sandblasted acid-etched-surfaced implants with a machined collar (MC) or no MC (NMC).

Differential 3-year effects of first- versus second-generation antipsychotics on subjective well-being in schizophrenia using marginal structural models

This study examined the differential effects of first- (FGAs) versus second-generation antipsychotics (SGAs) on subjective well-being in patients with schizophrenia.

Genomic analysis of non-splenic marginal zone lymphomas (MZL) indicates similarities between nodal and extranodal MZL and supports their derivation from memory B-cells

Three distinct categories of marginal zone lymphomas (MZLs) are currently recognized, principally based on their site of occurrence. They are thought to represent unique entities, but the relationship of one subtype with another is poorly understood. We investigated 17 non-splenic MZLs (seven nodal, 10 extranodal) by gene expression profiling to distinguish between subtypes and determine their cell of origin. Our findings suggest biological inter-relatedness of these entities despite occurrence at different locations and associations with possibly different aetiologies. Furthermore, the expression profiles of non-splenic MZL were similar to memory B cells.

Dual-energy CT-cholangiography in potential donors for living-related liver transplantation: Improved biliary visualization by intravenous morphine co-medication

PURPOSE: To prospectively evaluate whether intravenous morphine co-medication improves bile duct visualization of dual-energy CT-cholangiography. MATERIALS AND METHODS: Forty potential donors for living-related liver transplantation underwent CT-cholangiography with infusion of a hepatobiliary contrast agent over 40min. Twenty minutes after the beginning of the contrast agent infusion, either normal saline (n=20 patients; control group [CG]) or morphine sulfate (n=20 patients; morphine group [MG]) was injected. Forty-five minutes after initiation of the contrast agent, a dual-energy CT acquisition of the liver was performed. Applying dual-energy post-processing, pure iodine images were generated. Primary study goals were determination of bile duct diameters and visualization scores (on a scale of 0 to 3: 0-not visualized; 3-excellent visualization). RESULTS: Bile duct visualization scores for second-order and third-order branch ducts were significantly higher in the MG compared to the CG (2.9±0.1 versus 2.6±0.2 [P<0.001] and 2.7±0.3 versus 2.1±0.6 [P<0.01], respectively). Bile duct diameters for the common duct and main ducts were significantly higher in the MG compared to the CG (5.9±1.3mm versus 4.9±1.3mm [P<0.05] and 3.7±1.3mm versus 2.6±0.5mm [P<0.01], respectively). CONCLUSION: Intravenous morphine co-medication significantly improved biliary visualization on dual-energy CT-cholangiography in potential donors for living-related liver transplantation.