Chromosome assignment of two cloned DNA probes hybridizing predominantly to human sex chromosomes

In situ hybridization experiments were carried out with two clones, YACG 35 and 2.8, which had been selected from two genomic libraries strongly enriched for the human Y chromosome. Besides the human Y chromosome, both sequences strongly hybridized to the human X chromosome, with few minor binding sites on autosomes. In particular, on the X chromosome DNA from clone YACG 35 hybridized to the centromeric region and the distal part of the short arm (Xp2.2). On the Y chromosome, the sequence was assigned to one site situated in the border region between Yq1.1 and Yq1.2. DNA from clone 2.8 also hybridized to the centromeric region of the X and the distal part of the short arm (Xq2.2). On the Y, however, two binding sites were observed (Yp1.1 and Yq1.2). The findings indicate that sex chromosomal sequences may be localized in homologous regions (as suggested from meiotic pairing) but also at ectopic sites

Sex chromosome positions in human interphase nuclei as studied by in situ hybridization with chromosome specific DNA probes

Two cloned repetitive DNA probes, pXBR and CY1, which bind preferentially to specific regions of the human X and Y chromosome, respectively, were used to study the distribution of the sex chromosomes in human lymphocyte nuclei by in situ hybridization experiments. Our data indicate a large variability of the distances between the sex chromosomes in male and female interphase nuclei. However, the mean distance observed between the X and Y chromosome was significantly smaller than the mean distance observed between the two X-chromosomes. The distribution of distances determined experimentally is compared with three model distributions of distances, and the question of a non-random distribution of sex chromosomes is discussed. Mathematical details of these model distributions are provided in an Appendix to this paper. In the case of a human translocation chromosome (XqterXp22.2::Yq11Y qter) contained in the Chinese hamster x human hybrid cell line 445 x 393, the binding sites of pXBR and CY1 were found close to each other in most interphase nuclei. These data demonstrate the potential use of chromosome-specific repetitive DNA probes to study the problem of interphase chromosome topography

A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing

Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L? constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first - and second-order optimality analysis. We prove the existence of local optimal solutions and of a Lagrange multiplier associated with the inequality constraints. Furthermore, we prove a sufficient second-order optimality condition and present some numerical results underlining the good properties of the numerical scheme. Dupire equation ; parameter identification ; optimal control ; optimality conditions ; SQP method ; primal-dual active set strateg