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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.
Jnos Szanyi Ja Hun Kwak Sarah Burton Jose A. Rodriguez Charles H.F. Peden 《Journal of Electron Spectroscopy and Related Phenomena》2006,150(2-3):164-170
Adsorbed ionic NOx species formed upon the interaction of NO2 with dehydrated or hydrated Na- and Ba-Y, FAU zeolites were characterized using FT-IR/TPD, solid state NMR, and XANES techniques. NO2 disproportionates on both dehydrated catalyst materials forming NO+ and NO3− species. These ionic species are stabilized by their interactions with the negatively charged zeolite framework and the charge compensating cations (Na+ and Ba2+), respectively. Although the nature of the adsorbed NOx species formed on the two catalysts is similar, their thermal stabilities are strongly dependent on the charge compensating cations. In the presence of water in the channels of these zeolite materials new paths open for reactions between NO+ and H2O, and NO2 and H2O, resulting in significant changes in the adsorbed ionic species observed. These combined spectroscopic investigations afforded the understanding of the interactions between water and NO2 on these zeolite catalysts. 相似文献
3.
4.
Joaquin Barbera Anne-Marie Levelut Mercedes Marcos Pilar Romero Jose Luis Serrano 《Liquid crystals》1991,10(1):119-126
We present a comparative study of various metallomesogenic complexes, using X-ray diffraction methods. For a given ligand linked to different metal atoms (Cu, Ni, VO), the nature of this central atom influences mainly the magnetic susceptibilities of the mesophases. With different ligands, which keep the close neighbourhood of the metal atom unchanged, the apparent length of the mesogenic unit is longer for short ligands than for longer ones. This unexpected behaviour is qualitatively well explained by taking into account the global shape of the different complexes. 相似文献
5.
6.
K. C. Nicolaou Dionisios Vourloumis Tianhu Li Joaquin Pastor Nicolas Winssinger Yun He Sacha Ninkovic Francisco Sarabia Hans Vallberg Frank Roschangar N. Paul King M. Ray V. Finlay Pareskevi Giannakakou Pascal Verdier-Pinard Ernest Hamel 《Angewandte Chemie (International ed. in English)》1997,36(19):2097-2103
7.
8.
Carmen Izquierdo María Luisa Moyá Jose Luis Usero Julio Casado 《Monatshefte für Chemie / Chemical Monthly》1992,123(5):383-389
Summary A simple working method for the estimation of the aggregation numbers and core radii from weight measurements of sodium bis-2-ethylhexylsulphosuccinate (aerosol-OT orAOT)/decane/water microemulsions of several compositions is proposed.Starting out from the hypotheses that (i) the density of the water inside the droplets is the same as that of free water, (ii) all the surfactant is localized as interface, and (iii) the penetration of the organic phase into the interface is negligible, values for the aggregation number and core radii comparable to those determined using more sophisticated methods were obtained.The results/methodological simplicity ratio may be of great advantage in kinetic work on reaction mechanisms in microemulsions.
Abschätzung von Aggregationszahl und Radius von Mikroemulsionen
Zusammenfassung Es wird eine einfache Methode zur Abschätzung von Aggregationszahl und Core-Radius von Mikroemulsionen aus Gewichtsmessungen von Natriumbis-2-ethylhexylsulphosuccinat (aerosol-OT oderAOT)/Decan/Wasser-Mikroemulsionen verschiedener Zusammensetzung vorgeschlagen. Unter den Annahmen, daß (i) die Dichte von Wasser innerhalb der Aggregationen die gleiche als bei freiem Wasser ist, (ii) das ganze Emulsionsmittel in der Grenzfläche vorliegt und (iii) das Eindringen der organischen Phase in die Grenzfläche vernachlässigbar ist, können Werte für Aggregationszahlen und Core-Radien erhalten werden, die durchaus mit entsprechenden Werten aus aufwendigeren Methoden vergleichbar sind. Das Leistungsverhältnis (Ergebnisse/geringer Aufwand) ist sehr vorteilhaft und macht die Methode für kinetische Arbeiten zur Bestimmung von Reaktionsmechanismen in Mikroemulsionen interessant.相似文献
9.
We discuss the dynamical structure of the semidirect product of the Virasoro and affine Kac-Moody groups within the framework of a group quantization formalism. This formalism provides a realization of the Virasoro algebra acting on Kac-Moody Fock states which generalizes the Sugawara construction. We also give an explicit construction of the standard Kac-Moody group representations associated with strings on SU(2) and recover, in particular, the renormalization factor of L(z)
Research partially supported by the Conselleria de Cultura de la Generalitat Valenciana, the Plan de Formacion del Personal Investigador, the Comision Asesora de Investigacion Cientifica y Tecnica (CAICYT), and The British Council. 相似文献
10.
Reicher Fany Leitner Sirlei C. S. Sierakowski Maria R. Fontana Jose D. Correa Joao B. C. 《Applied biochemistry and biotechnology》1991,28(1):353-361
Stryphnodendron barbatiman (barbatimão) is a native tree that is found throughout the “Cerrados,” a region of Central Brazil. Plant seeds, on water extraction, furnished 28 g% galactomannan (dryweight basis), the monosaccharide composition of which (galactose to mannose ratio, 1.0:1.5) fits in the legume heteromannan group. This seed gum, after Sevag deproteinization, still retained 6 g% of associated protein and had a molecular weight of about 1.8 MD on gel filtration. A high intrinsic viscosity (1300 cP) was observed for the polysaccharide sample obtained after reflux of the crushed seeds in 80% aqueous methanol.
相似文献