BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

In the recent project BENCHOP–the BENCHmarking project in Option Pricing we found that Stochastic and Local Volatility problems were particularly challenging. Here we continue the effort by introducing a set of benchmark problems for this type of problems. Eight different methods targeted for the Stochastic Differential Equation (SDE) formulation and the Partial Differential Equation (PDE) formulation of the problem, as well as Fourier methods making use of the characteristic function, were implemented to solve these problems. Comparisons are made with respect to time to reach a certain error level in the computed solution for the different methods. The implemented Fourier method was superior to all others for the two problems where it was implemented. Generally, methods targeting the PDE formulation of the problem outperformed the methods for the SDE formulation. Among the methods for the PDE formulation the ADI method stood out as the best performing one

Interplay Between Childhood Physical Abuse and Familial Risk in the Onset of Psychotic Disorders

Background: Childhood abuse is considered one of the main environmental risk factors for the development of psychotic symptoms and disorders. However, this association could be due to genetic factors influencing exposure to such risky environments or increasing sensitivity to the detrimental impact of abuse. Therefore, using a large epidemiological case-control sample, we explored the interplay between a specific form of childhood abuse and family psychiatric history (a proxy for genetic risk) in the onset of psychosis. Methods: Data were available on 172 first presentation psychosis cases and 246 geographically matched controls from the Aetiology and Ethnicity of Schizophrenia and Other Psychoses study. Information on childhood abuse was obtained retrospectively using the Childhood Experience of Care and Abuse Questionnaire and occurrence of psychotic and affective disorders in first degree relatives with the Family Interview for Genetic Studies. Results: Parental psychosis was more common among psychosis cases than unaffected controls (adjusted OR = 5.96, 95% CI: 2.09–17.01, P = .001). Parental psychosis was also associated with physical abuse from mothers in both cases (OR = 3.64, 95% CI: 1.06–12.51, P = .040) and controls (OR = 10.93, 95% CI: 1.03–115.90, P = .047), indicative of a gene-environment correlation. Nevertheless, adjusting for parental psychosis did not measurably impact on the abuse-psychosis association (adjusted OR = 3.31, 95% CI: 1.22–8.95, P= .018). No interactions were found between familial liability and maternal physical abuse in determining psychosis caseness. Conclusions: This study found no evidence that familial risk accounts for associations between childhood physical abuse and psychotic disorder nor that it substantially increases the odds of psychosis among individuals reporting abuse

Pleosporales

One hundred and five generic types of Pleosporales are described and illustrated. A brief introduction and detailed history with short notes on morphology, molecular phylogeny as well as a general conclusion of each genus are provided. For those genera where the type or a representative specimen is unavailable, a brief note is given. Altogether 174 genera of Pleosporales are treated. Phaeotrichaceae as well as Kriegeriella, Zeuctomorpha and Muroia are excluded from Pleosporales. Based on the multigene phylogenetic analysis, the suborder Massarineae is emended to accommodate five families, viz. Lentitheciaceae, Massarinaceae, Montagnulaceae, Morosphaeriaceae and Trematosphaeriaceae

Negative consequences associated with dependence in daily cannabis users

BACKGROUND: Cannabis is the most widely consumed illicit substance in America, with increasing rates of use. Some theorists tend to link frequency of use with cannabis dependence. Nevertheless, fewer than half of daily cannabis users meet DSM-IV-TR criteria for cannabis dependence. This study seeks to determine whether the negative aspects associated with cannabis use can be explained by a proxy measure of dependence instead of by frequency of use. RESULTS: Over 2500 adult daily cannabis users completed an Internet survey consisting of measures of cannabis and other drug use, in addition to measures of commonly reported negative problems resulting from cannabis use. We compared those who met a proxy measure of DSM-IV-TR criteria for cannabis dependence (N = 1111) to those who did not meet the criteria (N = 1770). Cannabis dependent subjects consumed greater amounts of cannabis, alcohol, and a variety of other drugs. They also had lower levels of motivation, happiness, and satisfaction with life, with higher levels of depression and respiratory symptoms. CONCLUSION: Although all of our subjects reported daily use, only those meeting proxy criteria for cannabis dependence reported significant associated problems. Our data suggest that dependence need not arise from daily use, but consuming larger amounts of cannabis and other drugs undoubtedly increases problems

Sialoadhesin Expressed on IFN-Induced Monocytes Binds HIV-1 and Enhances Infectivity

Background: HIV-1 infection dysregulates the immune system and alters gene expression in circulating monocytes. Differential gene expression analysis of CD14 + monocytes from subjects infected with HIV-1 revealed increased expression of sialoadhesin (Sn, CD169, Siglec 1), a cell adhesion molecule first described in a subset of macrophages activated in chronic inflammatory diseases. Methodology/Principal Findings: We analyzed sialoadhesin expression on CD14 + monocytes by flow cytometry and found significantly higher expression in subjects with elevated viral loads compared to subjects with undetectable viral loads. In cultured CD14 + monocytes isolated from healthy individuals, sialoadhesin expression was induced by interferon-a and interferon-c but not tumor necrosis factor-a. Using a stringent binding assay, sialoadhesin-expressing monocytes adsorbed HIV-1 through interaction with the sialic acid residues on the viral envelope glycoprotein gp120. Furthermore, monocytes expressing sialoadhesin facilitated HIV-1 trans infection of permissive cells, which occurred in the absence of monocyte selfinfection. Conclusions/Significance: Increased sialoadhesin expression on CD14 + monocytes occurred in response to HIV-1 infection with maximum expression associated with high viral load. We show that interferons induce sialoadhesin in primary CD14 + monocytes, which is consistent with an antiviral response during viremia. Our findings suggest that circulating sialoadhesinexpressing monocytes are capable of binding HIV-1 and effectively delivering virus to target cells thereby enhancing th

Women's sexual health and contraceptive needs after a severe obstetric complication ("near-miss"): a cohort study in Burkina Faso

BACKGROUND: Little is known about the reproductive health of women who survive obstetric complications in poor countries. Our aim was to determine how severe obstetric complications in Burkina Faso affect reproductive events in the first year postpartum. METHODS: Data were collected from a prospective cohort of women who either experienced life threatening (near-miss) pregnancy-related complications or an uncomplicated childbirth, followed from the end of pregnancy to one year postpartum or post-abortum. Documented outcomes include menses resumption, sexual activity resumption, dyspareunia, uptake of contraceptives, unmet needs for contraception and women's reproductive intentions.Participants were recruited in seven hospitals between December 2004 and March 2005 in six towns in Burkina Faso. RESULTS: Reproductive events were associated with pregnancy outcome. The frequency of contraceptive use was low in all groups and the method used varied according to the presence or not of a live baby. The proportion with unmet need for contraception was high and varied according to the time since end of pregnancy. Desire for another pregnancy was highest among near-miss women with perinatal death or natural abortion. Women in the near-miss group with induced abortion, perinatal death and natural abortion had significantly higher odds of subsequent pregnancy. Unintended pregnancies were observed mainly in women in the near-miss group with live birth and the uncomplicated delivery group. CONCLUSIONS: Considering the potential deleterious impact (on health and socio-economic life) of new pregnancies in near-miss women, it is important to ensure family planning coverage includes those who survive a severe complication

Careers in ecstasy use: do ecstasy users cease of their own accord? Implications for intervention development

<p>Abstract</p> <p>Background</p> <p>Ecstasy (MDMA, 3, 4-methylenodioxymethamphetamine) use is widespread in the Netherlands, with a lifetime prevalence of 4.3%, and two-thirds of dance party visitors being ecstasy users. However, research into Dutch ecstasy use patterns is lacking. In addition, recent studies suggest that ecstasy users cease their use automatically, which implies that interventions would do better to better focus on the promotion of harm reduction strategies than on inducing cessation. The current study addresses this process of ecstasy cessation.</p> <p>Methods</p> <p>32 participants from the Dutch dance scene were interviewed, and the results were systematically analysed using NVivo.</p> <p>Results</p> <p>Most ecstasy users had started to use out of curiosity. During use, users applied a host of harm reduction strategies, albeit inconsistently and sometimes incorrectly. Most users appeared to cease ecstasy use automatically because of loss of interest or changing life circumstances (e.g. a new job or relationship).</p> <p>Conclusion</p> <p>It appears that cessation of ecstasy use is largely determined by environmental variables and not by health concerns. This supports the idea that health promotion resources are better spent in trying to promote consistent and correct application of harm reduction practices than in trying to induce cessation.</p

Use of ecstasy and other psychoactive substances among school-attending adolescents in Taiwan: national surveys 2004–2006

<p>Abstract</p> <p>Background</p> <p>With the backdrop of a global ecstasy epidemic, this study sought to examine the trend, correlates, and onset sequence of ecstasy use among adolescents in Taiwan, where a well-established gateway drug such as marijuana is much less popular.</p> <p>Methods</p> <p>A multistage probability survey of school-attending adolescents in grades 7, 9, 10, and 12, aged 11–19 years, was conducted in 2004, 2005, and 2006. A self-administered anonymous questionnaire elicited response rates ranging from 94.3% to 96.6%. The sample sizes were 18232 respondents in 2004, 17986 in 2005, and 17864 in 2006.</p> <p>Results</p> <p>In terms of lifetime prevalence and incidence, ecstasy and ketamine by and large appeared as the first and second commonly used illegal drugs, respectively, among middle (grades 7 and 9) and high school students (grades 10 and 12) during the 3-year survey period; however, this order was reversed in the middle school-aged students starting in 2006. Having sexual experience, tobacco use, and betel nut use were factors consistently associated with the onset of ecstasy use across years. The majority of ecstasy users had been involved in polydrug use, such as the use of ketamine (41.4%–53.5%), marijuana (12.7%–18.7%), and methamphetamine (4.2%–9.5%).</p> <p>Conclusion</p> <p>From 2004 to 2006, a decline was noted in the prevalence and incidence rate of ecstasy, a leading illegal drug used by school-attending adolescents in Taiwan since the early 2000s. The emerging ketamine use trend may warrant more attention in the future.</p