1,964 research outputs found
An Hilbert space approach for a class of arbitrage free implied volatilities models
We present an Hilbert space formulation for a set of implied volatility
models introduced in \cite{BraceGoldys01} in which the authors studied
conditions for a family of European call options, varying the maturing time and
the strike price an , to be arbitrage free. The arbitrage free
conditions give a system of stochastic PDEs for the evolution of the implied
volatility surface . We will focus on the family obtained
fixing a strike and varying . In order to give conditions to prove an
existence-and-uniqueness result for the solution of the system it is here
expressed in terms of the square root of the forward implied volatility and
rewritten in an Hilbert space setting. The existence and the uniqueness for the
(arbitrage free) evolution of the forward implied volatility, and then of the
the implied volatility, among a class of models, are proved. Specific examples
are also given.Comment: 21 page
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Holistic facial composite systems: are they compatible with witness recall?
Facial composite systems offer a particular challenge to human-computer interaction as they must facilitate several cognitively complex tasks and also aid communication between the operator and the witness. This paper presents the findings from a survey conducted with UK police composite operators that explored some of the issues involved in composite construction. A particular emphasis was placed on the information that witnesses report and its compatibility with both the composite system interface and the underlying construction method used by the system
Direct measurements of helium and hydrogen ion concentration and total ion density to an altitude of 940 kilometers
Measurement of ion concentration and total ion density in exosphere using mass spectrometer and electrostatic prob
The Michigan Supreme Court - An Analysis of Recent Decisions
It is the purpose of this comment to attempt to determine and evaluate just what the court\u27s role has been. Attention will be directed to selected areas of non-statutory and statutory law, with specific emphasis placed upon the areas of contributory negligence and workmen\u27s compensation
Observation of the Faraday effect via beam deflection in a longitudinal magnetic field
We report the observation of the magnetic field induced circular differential
deflection of light at the interface of a Faraday medium. The difference in the
angles of refraction or reflection between the two circular polarization
components is a function of the magnetic field strength and the Verdet
constant. The reported phenomena permit the observation of the Faraday effect
not via polarization rotation in transmission, but via changes in the
propagation direction in refraction or in reflection. An unpolarized light beam
is predicted to split into its two circular polarization components. The light
deflection arises within a few wavelengths at the interface and is therefore
independent of pathlength
Cylindrical electrostatic probes employed on Alouette 2 and Explorer 31 satellites
Ionospheric electron temperature and density by cylindrical electrostatic probes aboard Explorer 31 and Alouette 2 satellite
A theoretical model of the ionosphere dynamics with interhemispheric coupling
Dynamic model for ionospheric plasma with interhemispheric couplin
Impact of prehospital care on outcomes in sepsis : a systematic review
Introduction: Sepsis is a common and potentially life-threatening response to an infection. International treatment guidelines for sepsis advocate that treatment be initiated at the earliest possible opportunity. It is not yet clear if very early intervention by ambulance clinicians prior to arrival at hospital leads to improved clinical outcomes among sepsis patients.
Methoda: We systematically searched the electronic databases MEDLINE, EMBASE, CINAHL, the Cochrane Library and PubMed up to June 2015. In addition, subject experts were contacted. We adopted the GRADE (grading recommendations assessment, development and evaluation) methodology to conduct the review and follow PRISMA (Preferred Reporting Items for Systematic Reviews and Meta-Analyses) recommendations to report findings.
Results: Nine studies met the eligibility criteria – one study was a randomized controlled trial while the remaining studies were observational in nature. There was considerable variation in the methodological approaches adopted and outcome measures reported across the studies. Because of these differences, the studies did not answer a unique research question and meta-analysis was not appropriate. A narrative approach to data synthesis was adopted.
Conclusion: There is little robust evidence addressing the impact of prehospital interventions on outcomes in sepsis. That which is available is of low quality and indicates that prehospital interventions have limited impact on outcomes in sepsis beyond improving process outcomes and expediting the patient’s passage through the emergency care pathway. Evidence indicating that prehospital antibiotic therapy and fluid resuscitation improve patient outcomes is currently lacking. [West J Emerg Med. 2017;17(4)427-437.
The Seiberg-Witten Map for a Time-dependent Background
In this paper the Seiberg-Witten map for a time-dependent background related
to a null-brane orbifold is studied. The commutation relations of the
coordinates are linear, i.e. it is an example of the Lie algebra type. The
equivalence map between the Kontsevich star product for this background and the
Weyl-Moyal star product for a background with constant noncommutativity
parameter is also studied.Comment: latex, 13 pages, references added and some misprints correcte
Tachyon Condensation on Noncommutative Torus
We discuss noncommutative solitons on a noncommutative torus and their
application to tachyon condensation. In the large B limit, they can be exactly
described by the Powers-Rieffel projection operators known in the mathematical
literature. The resulting soliton spectrum is consistent with T-duality and is
surprisingly interesting. It is shown that an instability arises for any
D-branes, leading to the decay into many smaller D-branes. This phenomenon is
the consequence of the fact that K-homology for type II von Neumann factor is
labeled by R.Comment: LaTeX, 17 pages, 1 figur
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