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1.
Greg Orosi 《商业与工业应用随机模型》2015,31(4):515-527
In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
2.
Consider a semigroup generated by matrices associated with an edge-coloring of a strongly connected, aperiodic digraph. We
call the semigroup Lie-solvable if the Lie algebra generated by its elements is solvable. We show that if the semigroup is
Lie-solvable then its kernel is a right group. Next, we study the Lie algebra generated by the kernel. Lie algebras generated
by two idempotents are analyzed in detail. We find that these have homomorphic images that are generalized quaternion algebras.
We show that if the kernel is not a direct product, then the Lie algebra generated by the kernel is not solvable by describing
the structure of these algebras. Finally, we discuss an infinite class of examples that are shown to always produce strongly
connected aperiodic digraphs having kernels that are not right groups. 相似文献
3.
This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In
order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance
of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to
long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated
with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative
technique in assessing the performance and identifying efficient CTAs. 相似文献
4.
5.
Greg Gillen Albert Fahey Matt Wagner Christine Mahoney 《Applied Surface Science》2006,252(19):6537-6541
Thin monolayer and bilayer films of spin cast poly(methyl methacrylate) (PMMA), poly(2-hydroxyethyl methacrylate) (PHEMA), poly(lactic) acid (PLA) and PLA doped with several pharmaceuticals have been analyzed by dynamic SIMS using SF5+ polyatomic primary ion bombardment. Each of these systems exhibited minimal primary beam-induced degradation under cluster ion bombardment allowing molecular depth profiles to be obtained through the film. By combing secondary ion imaging with depth profiling, three-dimensional molecular image depth profiles have been obtained from these systems. In another approach, bevel cross-sections are cut in the samples with the SF5+ primary ion beam to produce a laterally magnified cross-section of the sample that does not contain the beam-induced damage that would be induced by conventional focussed ion beam (FIB) cross-sectioning. The bevel surface can then be examined using cluster SIMS imaging or other appropriate microanalysis technique. 相似文献
6.
E. Michalski 《Fresenius' Journal of Analytical Chemistry》1941,122(7-8):293
Ohne Zusammenfassung 相似文献
7.
M. Mikoŀajczyk J. Michalski A. Halpern R. Sochaxcka 《Monatshefte für Chemie / Chemical Monthly》1969,100(4):1266-1273
Zusammenfassung An den Modellverbindungen Dialkylchlorthiophosphat (RO)2P(S)Cl (R=Me, Et, n-Pr) und Diphenylchlorthiophosphat (PhO)2P(S)Cl wurde der Austausch Chlorid—Radiochlorid am Thiophosphorylzentrum untersucht. Die bimolekularen Geschwindigkeitskonstanten, die Aktivierungsenergien und Aktivierungsentropien wurden berechnet. Der Einfluß von Substituenten auf bimolekulare Substitutionsreaktionen am vierfach koordinierten Phosphoratom wurde diskutiert.
Mit 3 Abbildungen 相似文献
Chlorine isotopic exchange at phosphorus atoms, I.: Chloridothiophosphates
The chloride—radiochloride ion exchange at the thiophosphoryl centre has been studied using dialkylchloridothiophosphates (RO)2P(S)Cl (R=Me, Et, n-Pr) and diphenylphosphorochloridothionate, (PhO)2P(S)Cl, as model compounds. The bimolecular rate constants, energies and entropies of activation have been calculated. Effects of the substituents in the bimolecular displacement reaction on four-coordinated phosphorus atom have been discussed.
Mit 3 Abbildungen 相似文献
8.
9.
It is known that one-dimensional lattice problems with a discrete, finite set of states per site generically have periodic ground states (GSs). We consider slightly less generic cases, in which the Hamiltonian is constrained by either spin (S) or spatial (I) inversion symmetry (or both). We show that such constraints give rise to the possibility ofdisordered GSs over a finite fraction of the coupling-parameter space—that is, without invoking any nongeneric fine tuning of coupling constants, beyond that arising from symmetry. We find that such disordered GSs can arise for many values of the number of statesk at each site and the ranger of the interaction. The Ising (k=2) case is the least prone to disorder:I symmetry allows for disordered GSs (without fine tuning) only forr5, whileS symmetry never gives rise to disordered GSs. 相似文献
10.