Arbitrage‐free call option surface construction using regression splines

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.     

Amphiphilic block copolymer self‐assemblies of poly(NVP)‐b‐poly(MDO‐co‐vinyl esters): Tunable dimensions and functionalities

Functional, degradable polymers were synthesized via the copolymerization of vinyl acetate (VAc) and 2‐methylene‐1,3‐dioxepane (MDO) using a macro‐xanthate CTA, poly(N‐vinylpyrrolidone), resulting in the formation of amphiphilic block copolymers of poly(NVP)‐b‐poly(MDO‐co‐VAc). The behavior of the block copolymers in water was investigated and resulted in the formation of self‐assembled nanoparticles containing a hydrophobic core and a hydrophilic corona. The size of the resultant nanoparticles was able to be tuned with variation of the hydrophilic and hydrophobic segments of the core and corona by changing the incorporation of the macro‐CTA as well as the monomer composition in the copolymers, as observed by Dynamic Light Scattering, Static Light Scattering, and Transmission Electron Microscopy analyses. The concept was further applied to a VAc derivative monomer, vinyl bromobutanoate, to incorporate further functionalities such as fluorescent dithiomaleimide groups throughout the polymer backbone using azidation and “click” chemistry as postpolymerization tools to create fluorescently labeled nanoparticles. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 2699–2710     

Azobenzene‐Functionalized Cage Silsesquioxanes as Inorganic–Organic Hybrid,Photoresponsive, Nanoscale,Building Blocks

Mono‐ and octa‐azobenzene‐functionalized cage silsesquioxanes were easily synthesized by the reaction of 4‐bromoazobenzene with monovinyl‐substituted octasilsesquioxane and cubic octavinylsilsesquioxane through the Heck coupling reaction. Excited‐state energies obtained from time‐dependent density functional theory (TDDFT) and the CAM‐B3LYP functional correlate very well with experimental trans–cis photoisomerization results from UV/Vis spectroscopy. These azobenzene‐functionalized cages exhibit good thermal stability and are fluorescent with maximum emission at approximately 400 nm, making them potential materials for blue‐light emission.     

Crosslinking network of bio‐based bis‐functional epoxides derived from trans‐limonene oxide

The thiol‐ene reaction between trans‐limonene oxide (trans‐LO) and ethane‐1,2‐dithiol in the presence of triethylborane affords a bio‐based bis‐functional epoxide (bis‐trans‐LO). The crosslinking reaction of bis‐trans‐LO with branched polyethyleneimine (BPEI; M_n = 600; BPEI₆₀₀) at a feed ratio of bis‐trans‐LO/BPEI₆₀₀ = 57/43 (wt/wt) yields the corresponding network polymer with T_d10 (10% thermal decomposition temperature) of 304.7 °C in 98% yield. In contrast, negligible amounts of network polymer are obtained by the reaction of bis‐LO (bis‐functional epoxide derived from cis and trans‐LO) and BPEI₆₀₀ regardless of the feed ratio. The mechanical strengths as measured by direct tensile tests of the network polymers derived from bis‐trans‐LO and BPEI_600,1800 (M_n = 600 and 1800) were approximately 16 and 11 times higher than that of bis‐LO and BPEI₁₈₀₀, respectively. The tensile shear strengths of the metal‐to‐metal adhesive bonds induced by bis‐trans‐LO and BPEI_600,1800 were 9.5 and 14.1 MPa, respectively. DMA revealed that the storage modulus of the network polymer derived from bis‐trans‐LO and BPEI₁₈₀₀ in the rubber region was higher than that of the material prepared from bis‐LO and BPEI₁₈₀₀, indicating higher crosslink density of the bis‐trans‐LO/BPEI₁₈₀₀ system. © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2019 , 57, 2466–2473     

Assessing the nucleophilic character of 2-amino-4-arylthiazoles through coupling with 4,6-dinitrobenzofuroxan: Experimental and theoretical approaches based on structure-reactivity relationships

A kinetic study of the reactions of potentially bioactive 2-amino-4-arylthiazoles with highly reactive 4,6-dinitrobenzofuroxan (DNBF) is reported herein in acetonitrile solution. The complexation reaction was followed by recording the UV–vis spectra with time at λ_max = 482 nm. Electronic effects of substituents influencing the rate of reaction have been studied using structure-reactivity relationships. It is shown that the Hammett plot relative to the reaction of DNBF with 2-amino-4-(4-chlorophenyl)thiazole exhibit positive deviation from the log k₁ versus σ correlation, while it showed excellent linear correlation in terms of Yukawa–Tsuno equation. It has be noticed that the nonlinear Hammett plot observed for 2-amino-4-(4-chlorophenyl) thiazole is not attributed to a change in rate-determining step but is due to nature of electronic effect of substituent caused by the resonance of stabilization of substrates. The second-order rate constant (k₁) relating to the bond C–C and C-N forming step of the complexation processes of DNBF with 4-substituted-aminothiazoles and 2-amino-5-methyl-4-phenylthiazole, respectively, is fit into the linear relationship log k = s_N (N + E), thereby permitting the assessment of the nucleophilicity parameter (N) of the 2-amino-4-arylthiazoles of the range (4.90 < N < 6.85). 2-amino-4-arylthiazoles is subsequently ranked by positioning its reactivity on the general nucleophilicity scale developed recently by Mayr and coworkers (2003) leading an interesting and a direct comparison over a large domain of π-, σ -, and n-nucleophiles. The global electrophilicity/nucleophilicity reactivity indexes of the 2-amino-4-arylthiazoles have been investigated by means of a density functional theory (DFT) method. .     

Characterization of new Pt(IV)–thiazole complexes: Analytical,spectral, molecular modeling and molecular docking studies and applications in two opposing pathways

New thiazole derivatives were synthesized and fully characterized, then coordinated with PtCl₄ salt. Also, the newly synthesized Pt(IV) complexes were investigated analytically (elemental and thermogravimetric analyses), spectrally (infrared, UV–visible, mass, ¹H NMR, ¹³C NMR, X‐ray diffraction) as well as theoretically (kinetics, modeling and docking). The data extracted led to the establishment of the best chemical and structural forms. Octahedral geometry was the only formula proposed for all complexes, which is favorable for d⁶ systems. The molecular ion peaks from mass spectral analysis coincide with all analytical data, confirming the molecular formula proposed. X‐ray diffraction (XRD) and scanning electron microscopy (SEM) allowed discrimination of features between crystalline particles and other amorphous morphology. By applying Gaussian09 as well as HyperChem 8.2 programs, the best structural forms were obtained, as well as computed significant parameters. Computed parameters such as softness, hardness, surface area and reactivity led us towards application in two opposing pathways: tumor inhibition and oxidation activation. The catalytic oxidation for CO was conducted over PtO₂, which was yielded from calcination of the most reactive complex. The success of catalytic role for synthesized PtO₂ was due to its particulate size and surface morphology, which were estimated from XRD patterns and SEM images, respectively. The antitumor activity was tested versus HCT‐116 and HepG‐2 cell lines. Mild toxicity was recorded for two of the derivatives and their corresponding complexes. This degree of toxicity is more favorable in most cases, due to exclusion of serious side effects, which is coherently attached with known antitumor drugs.     

Purcell Effect and Nonlinear Behavior of the Emission in a Periodic Structure Composed of InAs Monolayers Embedded in a GaAs Matrix

Enhancement of spontaneous emission in a resonant Bragg quantum well (QW) structure with 60 periods of triple InAs monolayers embedded in a GaAs matrix is studied experimentally and theoretically. From measurements of the time‐resolved photoluminescence, besides the QW exciton at 1.47 eV, a specific super‐radiant (SR) emission demonstrating nonlinear properties is found. The SR mode shows a near‐quadratic dependence of intensity on excitation power, while its energy position follows the Bragg condition. It is revealed that the SR mode shows a peculiar non‐monotonic dependence of intensity on direction, with a maximum observed at approximately 40°. The enhancement in the SR emission at a specific direction is correlated well with suggested theoretical consideration of the modal Purcell factor for periodic quantum well structures.     

The energy-critical nonlinear wave equation with an inverse-square potential

We study the energy-critical nonlinear wave equation in the presence of an inverse-square potential in dimensions three and four. In the defocussing case, we prove that arbitrary initial data in the energy space lead to global solutions that scatter. In the focusing case, we prove scattering below the ground state threshold.     

Dinuclear gold (I)-di-N-heterocyclic carbene complexes: syntheses,structure, density functional theory calculation and photoluminescence study

The synthesis and characterizations for a series of dinuclear gold (I)-di-NHC complexes, 1–8 through the trans-metalation method of their respective silver (I)-di-NHC complexes, i–viii are reported (where NHC = N-heterocyclic carbene). The successful complexation of a series of unusual non-symmetrical and symmetrical di-NHC ligands, 3,3'-(ethane-1,2-diyl)-1-alkylbenzimidazolium-1'-butylbenzimidazolium (with alkyl = methyl, ethyl, propyl, butyl, pentyl, hexyl, heptyl, benzyl) with the gold (I) ions are suggested by elemental analysis, Fourier transform-infrared, ¹H- and ¹³C-NMR data. The ¹³C-NMR spectra of 1–8 show a singlet sharp peak in the range of 190.00–192.00 ppm, indicating the presence of a carbene carbon that bonded to the gold (I) ion. From single crystal X-ray diffraction data, the structure of complex 6 with the formula of [di-NHC-Au (I)]₂·2PF₆ is obtained [where NHC = 3,3'-(ethane-1,2-diyl)-1-hexylbenzimidazolium-1'-butylbenzimidazolium]. The photophysical study in solid state of 6 displays an intense photoluminescence with a strong emission maxima, λ_em = 480 nm, upon excitation at 340 nm at room temperature. Interestingly, the emission maximum at 77 K shows a structural character with a strong peak at 410 nm, a medium at 433 nm and a weak at 387 nm, accompanied by a tail band to about 500 nm.     

New organoruthenium metallates containing ferrocenecarboxalidine thiosemicarbazones and their nucleic acid/albumin binding and in vitro cytotoxicity

A string of four new hetero binuclear Ru(III) complexes of ferrocenecarboxaldehyde-4(N)-substituted thiosemicarbazones were synthesized and characterized by various spectral (infrared, ultraviolet–visible, Electron Paramagnetic Resonance (EPR) and High Resolution Mass Spectrometry (HR-MS) techniques. The binding abilities of the ligands/complexes with nucleic acid (calf thymus DNA, CT-DNA) and bovine serum albumin (BSA) were analyzed by absorption and emission titration methods. The complexes exhibited better DNA binding affinity than their parent ligands. The interaction with CT-DNA was found to be intercalative and with BSA static quenching mechanism was observed. All the synthesized Ru(III) complexes were subjected to study their in vitro cytotoxicity against MCF-7 (human breast cancer) and HT-29 (human colon cancer) cell lines. Among the four complexes, complex 3 [RuCp (FF-etsc)PPh₃]Cl exhibited the highest cytotoxicity in MCF-7 cells and complex 4 [RuCp (FF-ptsc)PPh₃]Cl was the most active on HT-29 cells.