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Investment projects and businesses can be entered or exited at a cost, and the theory of real option teaches us how to find optimal activity levels that should trigger entry or exit. However, in practice, different managers or owners operate under different constraints and might apply different thresholds to the same business. We are interested in the hedging of the risk related to the cost of sub-optimal entry or exit. We introduce a new class of derivative products that can hedge this risk. The pricing of these derivatives involves the joint law of a Brownian excursion and its supremum, which is calculated thanks to Bessel processes-related distribution laws. 相似文献
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Optimization of the Heck reaction of 4-bromoacetophenone with styrene by a polymer supported, sulfur-containing palladacycle, varying 6 factors at a total of 28 different levels, corresponding to 5760 different possibilities was undertaken. Conversion improved from 34%, with large observable leaching to 88% with no leaching. This was accomplished using a Design of Experiments approach facilitated by the Statistical Design Package, MODDE 7.0TM. 相似文献
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Catherine Cordier-Robert Thierry Grosdidier Gang Ji Jacques Foct 《Hyperfine Interactions》2006,168(1-3):951-957
Microstructured (atomized) and nanostructured (milled) Fe60Al40 powders together with their corresponding coatings synthesized by High Velocity Oxy-fuel (HVOF) or Atmospheric Plasma Spray (APS) thermal spraying techniques have been characterized by Mössbauer Spectroscopy (MS) and X-ray Diffraction (XRD). The evolution of the microstructure and the atomic ordering degree in the powders and coatings are discussed at the light of the various processing conditions. The operational correlation between the parameters of the duplex morphology of coatings and the processing parameters is discussed. 相似文献
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We close a gap in the proof of Theorem 4.1 in our paper “The complexity of counting graph homomorphisms” [Random Structures Algorithms 17 (2000), 260–289]. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004 相似文献
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All-electron full-potential linearized augmented plane-wave calculations of the surface energy, work function, and interlayer spacings of close-packed metal surfaces are presented, in particular, for the free-electron-like metal surfaces, Mg(0 0 0 1) and Al(1 1 1), and for the transition metal surfaces, Ti(0 0 0 1), Cu(1 1 1), Pd(1 1 1), and Pt(1 1 1). We investigate the convergence of the surface energy as a function of the number of layers in the slab, using the Cu(1 1 1) surface as an example. The results show that the surface energy, as obtained using total energies of the slab and bulk from separate calculations, converges well with respect to the number of layers in the slab. Obviously, it is necessary that bulk and surface calculations are performed with the same high accuracy. Furthermore, we discuss the performance of the local-density and generalized gradient approximations for the exchange-correlation functional in describing the various surface properties. 相似文献
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Motivated by the work of Crapo and Rota [6] on the lifting of a projective complex, we introduce a class of invariant operations associated to integral-weighted graphs, which we call graphical operations. Such operations generalize the sixth harmonic of a quadranguler set on a projective line. We determine the expansion of the graphical operations in terms of multi-linear bracket polynomials in a Grassmann-Cayley algebra. Reducibility and compositions of such invariant operations are also investigated with a number of examples.Supported by Courant Instructorship, New York University. 相似文献