The fractional volatility model : no-arbitrage, leverage and completeness

When the volatility process is driven by fractional noise one obtains a model which is consistent with the empirical market data. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behaviors. Here, the no-arbitrage and completeness properties of the models are rigorously studied

A new convergent algorithm to approximate potentials from fixed angle scattering data

We introduce a new iterative method to recover a real compact supported potential of the Schr\"odinger operator from their fixed angle scattering data. The method combines a fixed point argument with a suitable approximation of the resolvent of the Schr\"odinger operator by partial sums associated to its Born series. Convergence is established for potentials with small norm in certain Sobolev spaces. As an application we show some numerical experiments that illustrate this convergence.Comment: 25 pages, 6 figure

Büchwald-Hartwig reaction applied to synthesis of new luminescent liquid crystal triarylamines derived from isoxazoles

© 2015 Taylor & Francis Group, LLC. The present work describes the synthesis and characterization of novel series of triarylamines isoxazoles (TAA) addressed to the organic photovoltaic materials. Diarylisoxazoles were synthesized by sequential [3+2] 1,3-dipolar cycloaddition reaction between arylnitrile oxides and selected arylalkenes followed by MnO2-oxidation. Isoxazoles were coupled to diarylamines by Büchwald-Hartwig reaction to afford desired compounds 6a-k. Some TAA display liquid-crystalline behaviour and UV-Vis absorption and fluorescence emission were analysed for all samples of TAA 6a-k