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181.
We introduce trading restrictions in the well known Black-Scholes model and Cox-Ross-Rubinstein model, in the sense that hedging is only allowed at some fixed trading dates. As a consequence, the financial market is incomplete in both modified models. Applying Schweizer's (and Schäl's) variance-optimal criterion for pricing and hedging general claims, we first analyse the dynamic consistency of the strategies which minimize the variance of the total loss due to hedging a given claim. Then we establish some convergence results, when the number of trading dates is either kept fixed or increases to infinity. 相似文献
182.
Campbell IS Ton AT Mulligan CC 《Journal of the American Society for Mass Spectrometry》2011,22(7):1285-1293
An ambient mass spectrometric method based on desorption electrospray ionization (DESI) has been developed to allow rapid, direct analysis of contaminated water samples, and the technique was evaluated through analysis of a wide array of pharmaceutical and personal care product (PPCP) contaminants. Incorporating direct infusion of aqueous sample and thermal assistance into the source design has allowed low ppt detection limits for the target analytes in drinking water matrices. With this methodology, mass spectral information can be collected in less than 1 min, consuming ~100 μL of total sample. Quantitative ability was also demonstrated without the use of an internal standard, yielding decent linearity and reproducibility. Initial results suggest that this source configuration is resistant to carryover effects and robust towards multi-component samples. The rapid, continuous analysis afforded by this method offers advantages in terms of sample analysis time and throughput over traditional hyphenated mass spectrometric techniques. 相似文献
183.
In this paper, we develop the results in Rudnicki (Stoch. Process. Appl. 108:93–107, 2003) to a stochastic predator-prey system where the random factor acts on the coefficients of environment. We show that there
exists the density functions of the solutions and then, study the asymptotic behavior of these densities. It is proved that
the densities either converges in L
1 to an invariant density or converges weakly to a singular measure on the boundary. 相似文献
184.
Resink S Jose J Willemink RG Slump CH Steenbergen W van Leeuwen TG Manohar S 《Optics letters》2011,36(15):2809-2811
Recently, we presented a method using laser-induced ultrasound from an external absorber (passive element) to image the ultrasound transmission parameters of an object under photoacoustic tomographic investigation. The method suffers from long measurement times due to the requirement for a large number of views and consequently physical projections around the object. Here we propose and validate an approach that permits a multitude of views to be obtained within a limited projection scenario. The approach uses a plurality of spatially distributed external absorbers in the path of the light, that results in multiple laser-induced ultrasound sources to interrogate the object from a number of angles. This reduces the required number of rotation angles or physical projections around the object, permitting a considerable reduction in imaging time without significant degradation in image quality. The approach brings the concept of hybrid imaging of ultrasound transmission parameters together with photoacoustic imaging, into the realm of practical application. 相似文献
185.
This paper reports on the testing and development of a polypropylene (PP) nanocomposite systems with improved flame retardancy. The work utilizes the unique properties of sepiolite nanoclay (Sep) in combination with carbon nanotubes (CNTs) in order to develop an optimized ternary nanocomposite system. Thermogravimetric analysis (TGA) showed significant improvements to the residual char towards the later stages of the thermal ramp. The pyrolysis combustion flow calorimeter (PCFC) was employed to screen the various PP composites with respect to their potential flammability performance. The heat release capacity, which is an indicator of a materials fire hazard, did not show any reduction with the addition of nanofillers using the apparatus standard testing procedure. However, this changed by switching to a lower burn within the PCFC's furnace; this diverted oxygen to the pyrolysing sample. Using the results gained from TGA and the PCFC, the optimized ternary nanocomposite system (10 wt.% Sep + 2 wt.% CNT) was compounded on a larger scale and tested in the cone calorimeter. This showed a significant reduction of 82% in peak heat release rate in comparison to unfilled PP. Comparisons were also made between the testing of these samples in the PCFC and cone calorimeter. The main objectives were to develop a flame‐retardant PP nanocomposite ternary system as well as assessing the PCFC with traditional techniques. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
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Xiaochun Zhang Eric J. Goethals Ton Loontjens Frank Derks 《Macromolecular rapid communications》2000,21(8):472-475
Combination of hexa(chloromethyl)melamine (HCMM) and zinc chloride was found to be a multifunctional initiator system for the living cationic polymerization of isobutyl vinyl ether. HCMM was synthesized by reaction of hexa(methoxymethyl)melamine and boron trichloride. Characterization of the polymers by means of GPC and 1H NMR showed that initiation was rapid and quantitative and that the initiator is hexafunctional, leading to six‐armed star‐shaped polymers. 相似文献