Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function

This paper deals with the task of pricing European basket options in the presence of transaction costs. We develop a model that incorporates the illiquidity of the market into the classical two-assets Black-Scholes framework. We perform a numerical simulation using finite difference method. We consider a nonlinear multigrid method in order to reduce computational costs. The objective of this paper is to investigate a deterministic extension for the Barles' and Soner's model and to demonstrate the effectiveness of multigrid approach to solving a fully nonlinear two dimensional Black-Scholes problem.     

An operationally simple,fast and green synthesis of novel γ-hydroxyphosphonate and phosphine oxide derivatives

A green and versatile method for the preparation of γ-hydroxyphosphonate and phosphine oxide derivatives in 5?min, is accomplished through the reduction of γ-phosphonylketones with sodium borohydride supported on alumina, at room temperature, under solvent free conditions.     

Solid-state ion exchange of ammonium heptamolybdate tetrahydrate into ZSM-5 zeolite

Journal of Thermal Analysis and Calorimetry - Thermal decomposition (2 K min?1) of ammonium heptamolybdate tetrahydrate, performed between room temperature and...     

Bismuth(V) iron(III) tris(phosphate) oxide

Bi^V_0.4Fe₃^IIIO(PO₄)₃ crystallizes with two Fe atoms (one on an inversion centre and one on a mirror plane) displaying octahedral geometry and a third Fe atom (on a mirror plane) with trigonal bipyramidal coordination. Fe atoms are seen in oxy­gen‐bridged chains. Bi^V atoms are found in the interstitial sites between these chains. Bi shows sevenfold coordination, with Bi—O distances between 2.357 (7) and 2.529 (6) Å.     

Sensitivity of the Stability Bound for Ruin Probabilities to Claim Distributions

Methodology and Computing in Applied Probability - We are interested in the approximation of the ruin probability of a classical risk model using the strong stability method. Particularly, we study...     

Chemical composition and antioxidant activity of aerial parts of Ferula longipes Coss. ex Bonnier and Maury

This is the first study on the phytochemistry and antioxidant activity of Ferula longipes Coss. ex Bonnier and Maury (Apiaceae). A new flavonoid quercetin-3-O-α-L-rhamnopyranoside-7-O-ß-D-[2-O-caffeoyl]-glucopyranoside (1), along with 10 known compounds kaempferol-3-O-α-L-rhamnopyranoside (2), quercetin-3-O-α-L-rhamnopyranoside (3), kaempferol-3-O-ß-D-glucopyranoside-7-O-α-L-rhamnopyranoside (4), isorhamnetin-3-O-α-L-rhamnopyranoside-7-O-ß-D-glucopyranoside (5), quercetin-3-O-α-L-rhamnopyranoside-7-O-ß-D-glucopyranoside (6), isorhamnetin-3,7-di-O-β-D-glucopyranoside (7), apigenin (8), apigenin-7-O-ß-D-glucopyranoside (9), 3,5-dicaffeoylquinic acid (10), deltoin (11) were isolated from the aerial parts of Ferula longipes Coss. Structures elucidation was performed by comprehensive 1D and 2D NMR analyses, mass spectrometry and by comparison with literature data. The compounds 1, 3, 4, 6, 7 and 10 were evaluated for their antioxidant activity, compound 1 exhibited the best antiradical activity potential and showed IC₅₀ and A_0.5 values 5.70, 7.25, 5.00, and 2.63 μg/mL towards DPPH free radical-scavenging, ABTS, CUPRAC, and reducing power assays, respectively compared with BHA, BHT and ascorbic acid which were used as positive controls.     

Fenestranes in Synthesis: Unique and Highly Inspiring Scaffolds

The scaffold of fenestranes is quite unique, as it contains four condensed cycles and a distorted tetracoordinated central carbon atom with bond angles greater than the regular 109°28“. In this Minireview, a detailed overview on the developments regarding this compound class, including their synthesis, is given for the time period since 2006. In the past years, natural products that belong to the class of heterofenestranes have been isolated and their syntheses will also be discussed.     

GC Comparative Analysis of Leaf Essential Oils from Two Myrtle Varieties at Different Phenological Stages

The essential oils obtained from leaves of two Myrtus communis varieties (baetica and italica), growing wild in North Tunisia, were investigated by GC and GC–MS at their different phenological stages. The highest essential oil yield was observed at the flowering stage with 0.6% (w/w) for italica and 0.4% (w/w) for baetica and 49 compounds were identified. The main essential oil leaf compounds of both myrtle varieties, belonging to the monoterpene class, were α-pinene, 1,8-cineole, limonene and linalool and their percentages showed significant changes during the phenological stages.