Nonparametric Statistical Methods and the Pricing of Derivative Securities

In this review paper we summarise several nonparametric methods recently applied to the pricing of financial options. After a short introduction to martingale-based option pricing theory, we focus on two possible fields of application for nonparametric methods: the estimation of risk-neutral probabilities and the estimation of the dynamics of the underlying instruments in order to construct an internally consistent model.     

Synthesis of enantiomerically pure functionalised trianglamine macrocycles by N-acylation and N-alkylation reactions

The N-alkylation and N-acylation reactions of trianglamine macrocycles are described leading to an efficient synthesis of enantiomerically pure functionalised hexa-amide and hexa-amine trianglamine macrocycles.     

Tensor train completion: Local recovery guarantees via Riemannian optimization

In this work, we estimate the number of randomly selected elements of a tensor that with high probability guarantees local convergence of Riemannian gradient descent for tensor train completion. We derive a new bound for the orthogonal projections onto the tangent spaces based on the harmonic mean of the unfoldings' singular values and introduce a notion of core coherence for tensor trains. We also extend the results to tensor train completion with auxiliary subspace information and obtain the corresponding local convergence guarantees.     

A Jordan Curve Spanned by a Complete Minimal Surface

In this paper we construct complete (conformal) minimal immersions which admit continuous extensions to the closed disk, . Moreover, is a homeomorphism and is a (non-rectifiable) Jordan curve with Hausdorff dimension 1. It turns out that the set of Jordan curves constructed by the above procedure is dense in the space of Jordan curves of with the Hausdorff metric.     

π‐Expanded α,β‐Unsaturated Ketones: Synthesis,Optical Properties,and Two‐Photon‐Induced Polymerization

A library of π‐expanded α,β‐unsaturated ketones was designed and synthesized. They were prepared by a combination of Wittig reaction, Sonogashira reaction, and aldol condensation. It was further demonstrated that the double aldol condensation can be performed effectively for highly polarized styrene‐ and diphenylacetylene‐derived aldehydes. The strategic placement of two dialkylamino groups at the periphery of D ‐π‐A‐π‐D molecules resulted in dyes with excellent solubility. These ketones absorb light in the region 400–550 nm. Many of them display strong solvatochromism so that the emission ranges from 530–580 nm in toluene to the near‐IR region in benzonitrile. Ketones based on cyclobutanone as central moieties display very high fluorescence quantum yields in nonpolar solvents, which decrease drastically in polar media. Photophysical studies of these new functional dyes revealed that they possess an enhanced two‐photon absorption cross section when compared with simpler ketone derivatives. Due to strong polarization of the resulting dyes, values of two‐photon absorption cross sections on the level of 200–300 GM at 800 nm were achieved, and thanks to that as well as the presence of the keto group, these new two‐photon initiators display excellent performance so that the operating region is 5–75 mW in some cases.     

Molecular and conformational properties of comb-like polymers with ionically bound side chains studied in organic solvent

Conformational and dynamo-optical properties of a homologous series of poly(cetyltrimethylammonium 2-acrylamido-2-methylpropane sulfonates) with molecular masses ranging from 80 to 700?kDa were studied in chloroform solutions by viscometry, dynamic light scattering, sedimentation, and flow birefringence. The Mark–Kuhn–Houwink Equations for this polymer in chloroform were obtained; the values of hydrodynamic diameter and the Kuhn segment length as well as the value of intrinsic anisotropy of polarizability of the monomer unit were defined.     

Sharp Hardy Inequalities in Star-shaped Domains with Double Singular Kernels

Improved Hardy inequality with double singular kernel in bounded, star-shaped domains \(\Omega \subset R^n\) is proved. The case of singularity at an interior point and on the boundary of the domain is considered. The Hardy constant is optimal and the inequality is sharp due to the additional term.     

Singular Solutions to Conformal Hessian Equations

The authors show that for any e ∈]0,1[,there exists an analytic outside zero solution to a uniformly elliptic conformal Hessian equation in a ball B C R5 which belongs to C1'ε(B) \ C1'ε+(B).