Detergent-resistant membranes (DRM), an experimental model used to study lipid rafts, are typically extracted from cells by means of detergent treatment and subsequent ultracentrifugation in density gradients, Triton X-100 being the detergent of choice in most of the works. Since lipid rafts are membrane microdomains rich in cholesterol, depletion of this component causes solubilization of DRM with detergent. In previous works from our group, the lack of effect of cholesterol depletion on DRM solubilization with Triton X-100 was detected in isolated rat brain synaptosomes. In consequence, the aim of the present work is to explore reasons for this observation, analyzing the possible role of the actin cytoskeleton, as well as the use of an alternative detergent, Brij 98, to overcome the insensitivity to Triton X-100 of cholesterol-depleted DRM. Brij 98 yields Brij-DRM that are highly dependent on cholesterol, since marker proteins (Flotillin-1 and Thy-1), as well as actin, appear solubilized after MCD treatment. Pretreatment with Latrunculin A results in a significant increase in Flotillin-1, Thy-1 and actin solubilization by Triton X-100 after cholesterol depletion. Studies with transmission electron microscopy show that combined treatment with MCD and Latrunculin A leads to a significant increase in solubilization of DRM with Triton X-100. Thus, Triton-DRM resistance to cholesterol depletion can be explained, at least partially, thanks to the scaffolding action of the actin cytoskeleton, without discarding differential effects of Brij 98 and Triton X-100 on specific membrane components. In conclusion, the detergent of choice is important when events that depend on the actin cytoskeleton are going to be studied.

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Having in view the pricing of commodity derivatives in Libor Market Model (LMM) setting, we first analyze the set of basic rates we need to formulate the model by using the spanning tree concept taken from graph theory. Next, we present an efficient procedure for Monte Carlo simulation of the dynamics of the rates associated to LMM, avoiding the presence of the rates dependent drifts (drift‐free simulation) and the presence of negative deflated bond prices and negative forward rates. The method is based upon a new parameterization of the martingales introduced by Glasserman and Zhao and it is extended to a Cross‐Market Model for commodities. Finally, a particular example of commodity derivative (spread option) pricing problem is considered. Copyright © 2014 John Wiley & Sons, Ltd.