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51.
One of the key parameters in modeling capital budgeting decisions for investments with embedded options is the project volatility. Most often, however, there is no market or historical data available to provide an accurate estimate for this parameter. A common approach to estimating the project volatility in such instances is to use a Monte Carlo simulation where one or more sources of uncertainty are consolidated into a single stochastic process for the project cash flows, from which the volatility parameter can be determined. Nonetheless, the simulation estimation method originally suggested for this purpose systematically overstates the project volatility, which can result in incorrect option values and non-optimal investment decisions. Examples that illustrate this issue numerically have appeared in several recent papers, along with revised estimation methods that address this problem. In this article, we extend that work by showing analytically the source of the overestimation bias and the adjustment necessary to remove it. We then generalize this development for the cases of levered cash flows and non-constant volatility. In each case, we use an example problem to show how a revised estimation methodology can be applied. 相似文献
52.
A. F. Isakovic A. Stein J. B. Warren S. Narayanan M. Sprung A. R. Sandy K. Evans‐Lutterodt 《Journal of synchrotron radiation》2009,16(1):8-13
Motivated by the anticipated advantageous performance of diamond kinoform refractive lenses for synchrotron X‐ray radiation studies, this report focuses on progress in designing, nanofabricating and testing of their focusing performance. The method involves using lift‐off and plasma etching to reproduce a planar definition of numerically determined kinoform refractive optics. Tests of the focusing action of a diamond kinoform refractive lens at the APS 8‐ID‐I beamline demonstrate angular control of the focal spot. 相似文献
53.
A. Ebenezer Martin 《合成通讯》2013,43(11):1778-1783
A novel method for the synthesis of 6,12‐dihydro‐2‐methylindolo[2,3‐b]carbazol‐6‐ones was developed from 1‐oxo‐2,3,4,9‐tetrahydro‐1H‐carbazol‐1‐one through methyl 6‐methyl‐2‐(1‐oxo‐2,3,4,9‐tetrahydro‐1H‐carbazol‐2‐yl)oxoacetate in good yields. This method provides an alternative path for the synthesis of this product using 2‐hydroxy methylene‐2,3,4,9‐tetrahydro‐1H‐carbazol‐1‐one. 相似文献
54.
Cellulose nanofibre aspect ratio controls the properties of sheets made from nanofibres and processing conditions, but aspect ratio is very difficult to measure. In this paper, aspect ratio was estimated from the gel point of a cellulose nanofibre suspension, the solids concentration at which the transition from a dilute to a semi-dilute suspension occurs. Four batches of cellulose nanofibres were tested. Two were produced from softwood fibres using ball milling. Commercially produced microfibrillated cellulose material was also used, both in as supplied form and after removal of the larger fibres by filtering. The average diameter measured from SEM images of fibres ranged from 33 to 73 nm. One sample was too heavily treated and an average dimension could not be measured. The gel-point was measured both from the height of a layer of cellulose nanofibres sedimented from a dilute suspension or from the lowest solids concentration at which a yield stress could be measured using a vane rheometer. The two methods were closely in agreement for all samples. Aspect ratio was then calculated using either the effective medium (EMT) or crowding number (CN) theories. Aspect ratio calculated with an assumed fibre density of 1,500 kg/m3, using the CN theory ranged from 155 to 60. Use of the EMT theory reduced the calculated aspect ratio by between 11 and 23 %. Reducing the assumed density in suspension from 1,500 to 1,166 kg/m3 reduced the calculated aspect ratio by 12–14 %. The heavily treated sample had by far the lowest aspect ratio. 相似文献
55.
Qin Dai Carl Walkey Warren C. W. Chan 《Angewandte Chemie (Weinheim an der Bergstrasse, Germany)》2014,126(20):5193-5196
In protein‐rich environments such as the blood, the formation of a protein corona on receptor‐targeting nanoparticles prevents target recognition. As a result, the ability of targeted nanoparticles to selectively bind to diseased cells is drastically inhibited. Backfilling the surface of a targeted nanoparticle with polyethylene glycol (PEG) molecules is demonstrated to reduce the formation of the protein corona and re‐establishes specific binding. The length of the backfilled PEG molecules must be less than the length of the ligand linker; otherwise, PEG interferes with the binding of the targeting ligand to its corresponding cellular receptor. 相似文献
56.
Duality, thermodynamics, and the linear programming problem in constraint-based models of metabolism
It is shown that the dual to the linear programming problem that arises in constraint-based models of metabolism can be given a thermodynamic interpretation in which the shadow prices are chemical potential analogues, and the objective is to minimize free energy consumption given a free energy drain corresponding to growth. The interpretation is distinct from conventional nonequilibrium thermodynamics, although it does satisfy a minimum entropy production principle. It can be used to motivate extensions of constraint-based modeling, for example, to microbial ecosystems. 相似文献
57.
Study of diffusion in erythrocyte suspension using internal magnetic field inhomogeneity 总被引:2,自引:1,他引:1
Lisitza NV Warren WS Song YQ 《Journal of magnetic resonance (San Diego, Calif. : 1997)》2007,187(1):146-154
Transport of water and ions through cell membranes plays an important role in cell metabolism. We demonstrate a novel technique to measure water transport dynamics using erythrocyte suspensions as an example. This technique takes advantage of inhomogeneous internal magnetic field created by the magnetic susceptibility contrast between the erythrocytes and plasma. The decay of longitudinal magnetization due to diffusion in this internal field reveals multi-exponential behavior, with one component corresponding to the diffusive exchange of water across erythrocyte membrane. The membrane permeability is obtained from the exchange time constant and is in good agreement with the literature values. As compared to the other methods, this technique does not require strong gradients of magnetic field or contrast agents and, potentially, can be applied in vivo. 相似文献
58.
We demonstrate that both oxyhemoglobin and deoxyhemoglobin have sequential two-color, two-photon absorption properties that can serve as endogenous contrasts in microvasculature imaging. Using a sensitive modulation transfer technique, we are able to image hemoglobin in red blood cells with micrometer resolution, both in vitro and in vivo. We show that excellent contrast from hemoglobin without any labeling can be obtained in tissue. 相似文献
59.
Antonio Dell'Isola Dr. Matthew M. W. McLachlan Dr. Benjamin W. Neuman Hawaa M. N. Al‐Mullah Alexander W. D. Binks Warren Elvidge Dr. Kenneth Shankland Dr. Alexander J. A. Cobb 《Chemistry (Weinheim an der Bergstrasse, Germany)》2014,20(37):11685-11689
An efficient synthesis of spirocyclic triazolooxazine nucleosides is described. This was achieved by the conversion of β‐D ‐psicofuranose to the corresponding azido‐derivative, followed by alkylation of the primary alcohol with a range of propargyl bromides, obtained by Sonogashira chemistry. The products of these reactions underwent 1,3‐dipolar addition smoothly to generate the protected spirocyclic adducts. These were easily deprotected to give the corresponding ribose nucleosides. The library of compounds obtained was investigated for its antiviral activity using MHV (mouse hepatitis virus) as a model wherein derivative 3 f showed the most promising activity and tolerability. 相似文献
60.
Dr. Christoph Kieninger Dr. Klaus Wurst Dr. Maren Podewitz Dr. Maria Stanley Dr. Evelyne Deery Dr. Andrew D. Lawrence Prof. Dr. Klaus R. Liedl Prof. Dr. Martin J. Warren Prof. Dr. Bernhard Kräutler 《Angewandte Chemie (Weinheim an der Bergstrasse, Germany)》2020,132(45):20304-20311
The (formal) replacement of Co in cobalamin ( Cbl ) by NiII generates nibalamin ( Nibl ), a new transition-metal analogue of vitamin B12. Described here is Nibl , synthesized by incorporation of a NiII ion into the metal-free B12 ligand hydrogenobalamin ( Hbl ), itself prepared from hydrogenobyric acid ( Hby ). The related NiII corrin nibyric acid ( Niby ) was similarly synthesized from Hby , the metal-free cobyric acid ligand. The solution structures of Hbl , and Niby and Nibl , were characterized by spectroscopic studies. Hbl features two inner protons bound at N2 and N4 of the corrin ligand, as discovered in Hby . X-ray analysis of Niby shows the structural adaptation of the corrin ligand to NiII ions and the coordination behavior of NiII. The diamagnetic Niby and Nibl , and corresponding isoelectronic CoI corrins, were deduced to be isostructural. Nibl is a structural mimic of four-coordinate base-off Cbls , as verified by its ability to act as a strong inhibitor of bacterial adenosyltransferase. 相似文献