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Enfortumab vedotin (EV) is a novel drug for the treatment of patients with advanced bladder cancer.1-4 Although EV may induce various cutaneous eruptions,1-4 miliaria-like eruptions as EV-induced cutaneous adverse events (cAEs) are rare. Enfortumab vedotin-induced cutaneous adverse events manifesting as miliaria-like eruptions with the presence of keratinocyte apoptosis in clinically intact skin Therefore, localized immune cell inflammation may have resulted in miliaria-like eruption, and the development of miliaria crystalline-like and miliaria rubra-like eruptions may have been associated with mild and moderate immune cell infiltration, respectively. [Extracted from the article]

The article discusses the role of CD103 negative memory T cells in making regulatory T-cell enriched environments in skin tumors. Topics discussed include obtaining T cells from basal cell carcinoma (BCC), cutaneous squamous cell carcinoma (SCC), the adjacent skin and the distant normal skin for flow cytometry; immunofluorescence studies that demonstrated a higher proportion of CD103 cells in the CD4+ cells in skin tumors; and the proportion of Treg that was increased in both BCC and SCC.

We propose a new method for approximating the expected quadratic variation of an asset based on its option prices. The quadratic variation of an asset price is often regarded as a measure of its volatility, and its expected value under pricing measure can be understood as the market's expectation of future volatility. We utilize the relation between the asset variance and the Black-Scholes implied volatility surface, and discuss the merits of this new model-free approach compared to the CBOE procedure underlying the VIX index. The interpolation scheme for the volatility surface we introduce is designed to be consistent with arbitrage bounds. We show numerically under the Heston stochastic volatility model that this approach significantly reduces the approximation errors, and we further provide empirical evidence from the Nikkei 225 options that the new implied volatility index is more accurate in predicting future volatility. [ABSTRACT FROM AUTHOR]