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101.
Stefan Wörner Boryana Racheva-Iotova Stoyan Stoyanov 《Mathematical Methods of Operations Research》2002,55(2):247-263
Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option
analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation.
We therefore suggest to rework the building blocks of real option applications to corporate valuation.
We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important
in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data
of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric
α stable distribution serves as an over-all parameter to characterise the specific distribution. 相似文献
102.
The pion cloud renormalises the light-cone wavefunction of the nucleon which is measured in hard, exclusive photon-nucleon reactions. We discuss the leading twist contributions to high-energy exclusive reactions taking into account both the pion cloud and perturbative QCD physics. The nucleon’s electromagnetic form-factor at high Q2 is proportional to the bare nucleon probability Z and the cross-sections for hard (real at large angle or deeply virtual) Compton scattering are proportional to Z2. Our present knowledge of the pion-nucleon system is consistent with Z = 0.7 ± 0.2. If we apply just perturbative QCD to extract a light-cone wavefunction directly from these hard exclusive cross-sections, then the light-cone wavefunction that we extract measures the three valence quarks partially screened by the pion cloud of the nucleon. We discuss how this pion cloud renormalisation effect might be understood at the quark level in terms of the (in-)stability of the perturbative Dirac vacuum in low energy QCD. 相似文献
103.
The focus of this paper is on the following problem. Given a linear space F of complex-valued functions on a set X and a polynomial p(z), is there an algebraic composition operator on F whose characteristic polynomial equals p(z)? We show that the supply of all the polynomials p(z) for which the answer to this question is affirmative depends heavily on the structure of the space F. 相似文献
104.
V. M. Baev J. Eschner E. Paeth R. Schüler P. E. Toschek 《Applied physics. B, Lasers and optics》1992,55(6):463-477
A multi-mode diode laser with an external cavity is studied experimentally and theoretically for its application to intra-cavity spectroscopy. One facet of a typical Ga0.89Al0.11As laser diode was antireflection-coated by deposition of HfO2 such that 10–3 residual reflectivity was left over. This diode was placed in an external optical cavity. The emission spectrum of this diode laser is highly sensitive to any frequency-dependent loss in the cavity, and the detectivity of such a loss grows with the pump rate. Even close to threshold, the absorption at 780 nm of Rb atoms with a density of 5×1010 cm–3 has been detected. An adequate model for diode lasers based on rate equations and including frequency-dependent gain saturation is developed and applied to the calculations of output spectra. The sensitivity of these spectra to intra-cavity absorption is determined by the overall cavity loss — which is rather high — and the fraction of spontaneous emission in the total emission, in contrast with dye lasers where it is limited by nonlinear mode coupling. Various criteria for the sensitivity are suggested. The smallest detectable absorption with a perfectly antireflection-coated laser is 10–6 cm–1. Improvement of the characteristics of the laser diode would increase the sensitivity. 相似文献
105.
Örn Helgason Haraldur P. Gunnlaugsson Siguröur Steinthorsson Steen Mørup 《Hyperfine Interactions》1992,70(1-4):981-984
Mössbauer spectroscopy of basalt lava samples, exhibiting reversible thermal magnetization (JS-T) curves with Curie temperatures of about 580°C, has revealed considerable amounts of maghemite (γ-Fe2O3) in many samples. In view of the expected instability, of maghemite at temperatures above 350°C, this reversibility is rather surprising. Here we report Mössbauer studies on heated lava samples, showing high content of maghemite. The samples were kept at 600°C in oxidizing, reducing, and inactive atmospheres, respectively, for different lengths of time, and then analyzed with Mössbauer spectroscopy at room temperature. The Mössbauer spectra showed that maghemite is stable in the oxidizing atmosphere for at least several hours. In the inactive atmosphere a considerable amount of maghemite still exists after two hours heating. In the reducing atmosphere maghemite had transformed to magnetite after only 30 minutes. 相似文献
106.
We consider the least squares approximation of gridded 2D data by tensor product splines with free knots. The smoothing functional to be minimized—a generalization of the univariate Schoenberg functional—is chosen in such a way that the solution of the bivariate problem separates into the solution of a sequence of univariate problems in case of fixed knots. The resulting optimization problem is a constrained separable least squares problem with tensor product structure. Based on some ideas developed by the authors for the univariate case, an efficient method for solving the specially structured 2D problem is proposed, analyzed and tested on hand of some examples from the literature. 相似文献
107.
Brandau C. Bartsch T. Böhm S. Böhme C. Hoffknecht A. Kieslich S. Knopp H. Schippers S. Shi W. Müller A. Grün N. Scheid W. Steih T. Bosch F. Franzke B. Kozhuharov C. Krämer A. Mokler P. H. Nolden F. Steck M. Stöhlker T. Stachura Z. 《Hyperfine Interactions》2003,146(1-4):41-45
Hyperfine Interactions - An overview of measurements of dielectronic recombination (DR) with the heaviest lithiumlike ions is presented. The experiments have been carried out at the heavy ion... 相似文献
108.
Per Sjölin 《Mathematische Zeitschrift》2007,256(2):265-278
Generalized conjugate partial Fourier integrals are used to find jumps of functions. The rate of convergence is studied and
sharp results are obtained. 相似文献
109.
P. Thomsen-Schmidt K. Hasche G. Ulm K. Herrmann M. Krumrey G. Ade J. Stümpel I. Busch S. Schädlich A. Schindler W. Frank D. Hirsch M. Procop U. Beck 《Applied Physics A: Materials Science & Processing》2004,78(5):645-649
High-accuracy film thickness measurements in the range below 100 nm can be made by various complex methods like spectral ellipsometry (SE), scanning force microscopy (SFM), grazing incidence X-ray reflectometry (GIXR), or X-ray fluorescence analysis (XRF). The measurement results achieved with these methods are based on different interactions between the film and the probe. A key question in nanotechnology is how to achieve consistent results on a level of uncertainty below one nanometre with different techniques.Two different types of thickness standards are realised. Metal film standards for X-ray techniques in the thickness range 10 to 50 nm are calibrated by GIXR with monochromatised synchrotron radiation of 8048 eV. The results obtained at four different facilities show excellent agreement. SiO2 on Si standards for SE and SFM in the thickness range 6 to 1000 nm are calibrated by GIXR with monochromatised synchrotron radiation of 1841 eV and with a metrological SFM. Consistent results within the combined uncertainties are obtained with the two methods. Surfaces and interfaces of both types of standards are additionally investigated by transmission electron microscopy (TEM). PACS 61.10.Kw; 68.55.Jk; 06.20.Fn; 06.60.Mr; 07.79.Lh 相似文献
110.