High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids

We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero correlation and non-smooth payoffs which are typical in option pricing. In all numerical experiments a comparative standard second-order discretisation is significantly outperformed. We conduct a numerical stability study which indicates unconditional stability of the scheme

An In vivo Model for Short-Term Evaluation of the Implantation Effects of Biomolecules or Stem Cells in the Dental Pulp

The continuously growing rodent incisor is a widely used model to investigate odontogenesis and mineralized tissue formation. This study focused on evaluating the mouse mandibular incisor as an experimental biological tool for analyzing in vivo the capacity of odontoblast-like progenitors or bioactive molecules to contribute to reparative dentinogenesis. We describe here a surgical procedure allowing direct access to the forming part of the incisor dental pulp Amelogenin peptide A+4 adsorbed on agarose beads, or dental pulp progenitor cells were implanted in the pulp following this procedure. After 10 days A+4 induced the formation of an osteodentin occluding almost the totality of the pulp compartment. Implantation of progenitor cells leads to formation of islets of osteodentin-like structures located centrally in the pulp. These pilot studies validate the incisor as an experimental model to test the capacity of progenitor cells or bioactive molecules to induce the formation of reparative dentin

Confidence-based Reasoning in Stochastic Constraint Programming

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the original problem being analysed; by solving this reduced problem, with a given confidence probability, we obtain assignments that satisfy the chance constraints in the original model within prescribed error tolerance thresholds. To achieve this, we blend concepts from stochastic constraint programming and statistics. We discuss both exact and approximate variants of our method. The framework we introduce can be immediately employed in concert with existing approaches for solving stochastic constraint programs. A thorough computational study on a number of stochastic combinatorial optimisation problems demonstrates the effectiveness of our approach.Comment: 53 pages, working draf

The French national prospective cohort of patients co-infected with HIV and HCV (ANRS CO13 HEPAVIH): Early findings, 2006-2010

<p>Abstract</p> <p>Background</p> <p>In France, it is estimated that 24% of HIV-infected patients are also infected with HCV. Longitudinal studies addressing clinical and public health questions related to HIV-HCV co-infection (HIV-HCV clinical progression and its determinants including genetic dimension, patients' experience with these two diseases and their treatments) are limited. The ANRS CO 13 HEPAVIH cohort was set up to explore these critical questions.</p> <p>To describe the cohort aims and organization, monitoring and data collection procedures, baseline characteristics, as well as follow-up findings to date.</p> <p>Methods</p> <p>Inclusion criteria in the cohort were: age > 18 years, HIV-1 infection, chronic hepatitis C virus (HCV) infection or sustained response to HCV treatment. A standardized medical questionnaire collecting socio-demographic, clinical, biological, therapeutic, histological, ultrasound and endoscopic data is administered at enrolment, then every six months for cirrhotic patients or yearly for non-cirrhotic patients. Also, a self-administered questionnaire documenting socio-behavioral data and adherence to HIV and/or HCV treatments is administered at enrolment and yearly thereafter.</p> <p>Results</p> <p>A total of 1,175 patients were included from January 2006 to December 2008. Their median age at enrolment was 45 years and 70.2% were male. The median CD4 cell count was 442 (IQR: 304-633) cells/μl and HIV RNA plasma viral load was undetectable in 68.8%. Most participants (71.6%) were on HAART. Among the 1,048 HIV-HCV chronically co-infected patients, HCV genotype 1 was predominant (56%) and cirrhosis was present in 25%. As of January, 2010, after a median follow-up of 16.7 months (IQR: 11.3-25.3), 13 new cases of decompensated cirrhosis, nine hepatocellular carcinomas and 20 HCV-related deaths were reported, resulting in a cumulative HCV-related severe event rate of 1.9/100 person-years (95% CI: 1.3-2.5). The rate of HCV-related severe events was higher in cirrhotic patients and those with a low CD4 cells count, but did not differ according to sex, age, alcohol consumption, CDC clinical stage or HCV status.</p> <p>Conclusion</p> <p>The ANRS CO 13 HEPAVIH is a nation-wide cohort using a large network of HIV treatment, infectious diseases and internal medicine clinics in France, and thus is highly representative of the French population living with these two viruses and in care.</p