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.     

The effects of resource limitation and consensual incentives on cooperation

Exploring the evolution of cooperation has been one of the most challenging topics and attracted increasing attention in various realms. Hereby, we institute an analytic model where the relationship between the common benefits and contributions is the typical saturation nonlinearity. We investigate the evolutionary dynamics of cooperation with and without consensual incentives respectively. The population always evolves to full defection when the incentives are absent. Cooperation, however, can be promoted by consensual incentives when the degree of cooperators' preferences for incentives is great. There exists an intermediate amount of resources at which the positive effect of consensual incentives on cooperation is minimized. Furthermore, there is a U-shape relationship between the degree of cooperators' preference for an incentive and the evolution of cooperation. A greater basin of full cooperation can be induced when the cooperators' preference for reward is more pronounced than that for punishment.     

Norbornene derivatives from a metal‐free,strain‐promoted cycloaddition reaction: New building blocks for ring‐opening metathesis polymerization reactions

The preparation of new ring opening metathesis polymerization (ROMP) monomers using a 1,3‐dipolar cycloaddition between aryl azides and norbornadiene is described. Various norbornenetriazolines, obtained through a solvent‐and catalyst‐free reaction, can subsequently be incorporated into polymer backbones through ROMP reactions. Furthermore, thermal decomposition of the triazoline moiety can allow for further polymer functionalization. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 2357–2362     

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     

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.     

HPLC with fluorescence detection assay of perampanel,a novel AMPA receptor antagonist,in human plasma for clinical pharmacokinetic studies

Perampanel (Fycompa®), a novel α‐amino‐3‐hydroxy‐5‐methyl‐4‐isoxazolepropionic acid (AMPA) receptor antagonist, is registered for the adjunctive treatment of patients (aged ≥12 years) with refractory partial‐onset seizures. To support therapeutic drug monitoring, a simple high‐performance liquid chromatography (HPLC) assay with fluorescence detection was developed to determine perampanel concentrations in human plasma and validated to support clinical trials. Human plasma samples (1.0 mL) were processed by liquid extraction using diethyl ether, followed by chromatographic separation on a YMC Pack Pro C₁₈ column (150 × 4.6 mm i.d., 5 µm) with isocratic elution of acetonitrile–water–acetic acid–sodium acetate (840:560:3:1.8, v/v/v/w) at a flow rate of 1.0 mL/min. Column eluent was monitored at excitation and emission wavelengths of 290 and 430 nm, respectively. The assay was linear (range 1.0–500 ng/mL) and this could be extended to 25 µg/mL by 50‐fold dilution integrity. No endogenous peaks were detected in the elution of analytes in drug‐free blank human plasma from six individuals and no interference was observed with co‐medications tested. Intra‐ and inter‐batch reproducibility studies demonstrated accuracy and precision within the acceptance criteria of bioanalytical guidelines. Validation data demonstrated that our assay is simple, selective, reproducible and suitable for therapeutic drug monitoring of perampanel. Copyright © 2015 John Wiley & Sons, Ltd.