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1.
Jose Manuel Corcuera Joao Guerra David Nualart Wim Schoutens 《Applied Mathematics and Optimization》2006,53(3):279-309
In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric
Levy process (taking into account jumps).
Except for the geometric Brownian model and the geometric Poissonian model, the
resulting models are incomplete and there are many equivalent martingale measures.
However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets
and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios
based in stocks
and bonds, showing that the new assets are superfluous for certain martingale measures
that depend on the utility function we use. 相似文献
2.
Formulas for calculating the spectral characteristics of waveguide arrays, which are incorporated into waveguide spectrum analyzers based on planar waveguides, channel waveguides, and fiber optical waveguides, are derived taking into account the contribution of both the waveguide dispersion and the material dispersion to the dispersion factor. These formulas are used to study the dependence of the dispersion factor on the waveguide-system parameters for specific models of waveguide arrays. It is shown that consideration of contributions of the waveguide dispersion and material dispersion can affect profoundly the spectral characteristics of waveguide arrays. 相似文献
3.
Enrique Saldívar‐Guerra Jos Bonilla Gregorio Zacahua Martha Albores‐Velasco 《Journal of polymer science. Part A, Polymer chemistry》2006,44(24):6962-6979
Mechanisms and simulations of the induction period and the initial polymerization stages in the nitroxide‐mediated autopolymerization of styrene are discussed. At 120–125 °C and moderate 2,2,4,4‐tetramethyl‐1‐piperidinyloxy (TEMPO) concentrations (0.02–0.08 M), the main source of radicals is the hydrogen abstraction of the Mayo dimer by TEMPO [with the kinetic constant of hydrogen abstraction (kh)]. At higher TEMPO concentrations ([N?] > 0.1 M), this reaction is still dominant, but radical generation by the direct attack against styrene by TEMPO, with kinetic constant of addition kad, also becomes relevant. From previous experimental data and simulations, initial estimates of kh ≈ 1 and kad ≈ 6 × 10?7 L mol?1 s?1 are obtained at 125 °C. From the induction period to the polymerization regime, there is an abrupt change in the dominant mechanism generating radicals because of the sudden decrease in the nitroxide radicals. Under induction‐period conditions, the simulations confirm the validity of the quasi‐steady‐state assumption (QSSA) for the Mayo dimer in this regime; however, after the induction period, the QSSA for the dimer is not valid, and this brings into question the scientific basis of the well‐known expression kth[M]3 (where [M] is the monomer concentration and kth is the kinetic constant of autoinitiation) for the autoinitiation rate in styrene polymerization. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 6962‐6979, 2006 相似文献
4.
5.
A parametric study of sandwich-type discharge chamber nitrogen lasers has been carried out. A non-monotonic dependence of the energy emitted by the laser and the discharge chamber thickness is found. Discharge chambers with = 1 have the best electro-optical efficiency. The ratio between the electrode gap,d, and is found to be a scaling parameter. The possible influence of wall ablation in the comportment is also discussed. 相似文献
6.
7.
A study has been made of the cationic electropolymerization of trans-anethole initiated by a direct electron transfer mechanism at a Pt anode in 1,2-dichloroethane solution with tetrabutylammonium perchlorate as supporting electrolyte. The electrochemical behaviour of the system has been preliminarily investigated by voltammetry at rotating and stationary Pt electrode and also by chronoamperometry. The results are consistent with an ECE oxidation process of anethole with formation first of a radical cation and finally of a dication. Polymerization experiments by electrolysis at the oxidation potential of the monomer have been also carried out both under continuous electrolysis and with short initial pulses of current. The results have been analysed and some kinetic parameters of the system have been evaluated. 相似文献
8.
M.C. Guerra A.M. Barbaro G.L. Biagi M.C. Pietrogrande P.A. Borea A. Andreani G.Cantelli Forti 《Journal of chromatography. A》1985,320(2)
The Rm values and retention times of a series of nitroimidazo[2,1-b]thiazoles were obtained by means of thin-layer and high-performance liquid chromatography, respectively. Extrapolated Rm and log k′ values were correlated in a statistically significant way with π values calculated according to the literature. 相似文献
9.
Seghezzo L Trupiano AP Liberal V Todd PG Figueroa ME Gutiérrez MA Da Silva Wilches AC Iribarnegaray M Guerra RG Arena A Cuevas CM Zeeman G Lettinga G 《Applied biochemistry and biotechnology》2003,109(1-3):167-180
A pilot-scale sewage treatment system consisting of two upflow anaerobic sludge bed (UASB) reactors followed by five waste stabilization ponds (WSPs) in series was studied under subtropical conditions. The first UASB reactor started up in only 1 mo (stable operation, high chemical oxygen demand [COD] removal efficiency, low volatile fatty acids concentration in the effluent, alkalinity ratio above 0.7, biogas production above 0.1 Nm3/kg of CODremoved). Removal efficiencies up to 90% were obtained in the anaerobic steps at a hydraulic retention time of 6 + 4 h (80% removal in the first step). Fecal coliform removal in the whole system was 99.9999% (99.94% in anaerobic steps and 99.98% in WSPs). COD balances over UASB reactors are provided. A minimum set of data necessary to build COD balances is proposed. Intermittent sludge washout was detected in the reactors with the COD balances. Sludge washout from single-step UASB reactors should be monitored and minimized in order to ensure constant compliance with discharge standards, especially when no posttreatment is provided. The system combined high COD and fecal coliform removal efficiency with an extremely low effluent concentration, complying with discharge standards, and making it an attractive option for sewage treatment in subtropical regions. 相似文献
10.
Swart M Fonseca Guerra C Bickelhaupt FM 《Journal of the American Chemical Society》2004,126(51):16718-16719
Recently, Vakonakis and LiWang (J. Am. Chem. Soc. 2004, 126, 5688) reported experimental evidence for stronger hydrogen bonds in RNA A:U than in DNA A:T base pairs, which was based on differences in NMR shielding for adenine C2. We have analyzed the proposed correlation between NMR shielding and hydrogen-bond strength using density functional theory. Although we agree with the conclusion that A:U is more strongly bound, we find no correlation between the hydrogen-bond strength and the NMR shielding of C2. Our study shows that NMR merely probes the presence/absence of the methyl group in thymine/uracil, without any relation to the strength of the hydrogen bonds involved. In other words, one cannot infer the Watson-Crick hydrogen-bond strength from the NMR shielding constant of adenine C2. 相似文献