The valuation of clean spread options: linking electricity, emissions and fuels

The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the use of a structural model as opposed to reduced-form models which fail to capture properly the fundamental dependencies between the economic factors entering the production process

On Eigenvalue spacings for the 1-D Anderson model with singular site distribution

We study eigenvalue spacings and local eigenvalue statistics for 1D lattice Schrodinger operators with Holder regular potential, obtaining a version of Minami's inequality and Poisson statistics for the local eigenvalue spacings. The main additional new input are regular properties of the Furstenberg measures and the density of states obtained in some of the author's earlier work.Comment: 13 page

Deconfining transition in two-flavor QCD

The order and the nature of the finite-temperature phase transition of QCD with two flavors of dynamical quarks is investigated. An analysis of the critical exponent of the specific heat is performed through finite-size and finite-mass scaling of various susceptibilities. Dual superconductivity of QCD vacuum is investigated using a disorder parameter, namely the v.e.v. of a monopole creation operator. Hybrid R simulations were run at lattice spatial sizes of $12^3$, $16^3$, $20^3$ and $32^3$ and temporal size $N_t=4$, with quark masses in the range $am_q = 0.3 - 0.01$.Comment: Lattice2003(topology), 3 page

Color confinement and dual superconductivity in unquenched QCD

We report on evidence from lattice simulations that confinement is produced by dual superconductivity of the vacuum in full QCD as in quenched QCD. Preliminary information is obtained on the order of the deconfining phase transition.Comment: 4 pages, to appear in the Proceedings of Quark Matter 02 - The XVI International Conference on Ultrarelativistic Nucleus-Nucleus Collision

Chiral transition and deconfinement in N_f = 2 QCD

The transition is studied by means of a disorder parameter detecting condensation of magnetic monopoles in the vacuum. The deconfining transition is found to coincide with the chiral transition and the susceptibility \rho, related to the disorder parameter, is consistent with a first order phase transition.Comment: 3 pages, 2 figures. Poster presented at Lattice2004(topology), Fermilab, June 21-26, 200

Monitorización con vídeo-EEG y ECG simultáneo para el diagnóstico diferencial de trastornos de conciencia transitorios. A propósito de un caso

We present the case of a 36 year-old woman, with history of transient consciousness disorders with vegetative state, interpreted as epileptic crises and treated with valproate for two years. After nine asymptomatic years, they reappeared associated with migraine, vomiting and some generalized convulsions. Electroencephalogram and cerebral magnetic resonance turned out normal, and treatment with zonisamide was started, without beneficial results. Later cardiological studies objectified a blockage of the left branch that coincided with dizziness. The study was completed with Video-EGG monitoring, where there was an episode that showed temporary right epileptiform activity, with a diagnosis established of focal epilepsy of unknown cause. At present, she remains asymptomatic with oxycarbazepine

Dominant negative phenotype of Bacillus thuringiensis Cry1Ab, Cry11Aa and Cry4Ba mutants suggest hetero-oligomer formation among different Cry toxins.

Background - Bacillus thuringiensis Cry toxins are used worldwide in the control of different insect pests important in agriculture or in human health. The Cry proteins are pore-forming toxins that affect the midgut cell of target insects. It was shown that non-toxic Cry1Ab helix a-4 mutants had a dominant negative (DN) phenotype inhibiting the toxicity of wildtype Cry1Ab when used in equimolar or sub-stoichiometric ratios (1:1, 0.5:1, mutant:wt) indicating that oligomer formation is a key step in toxicity of Cry toxins. Methodology/Principal Findings - The DN Cry1Ab-D136N/T143D mutant that is able to block toxicity of Cry1Ab toxin, was used to analyze its capacity to block the activity against Manduca sexta larvae of other Cry1 toxins, such as Cry1Aa, Cry1Ac, Cry1Ca, Cry1Da, Cry1Ea and Cry1Fa. Cry1Ab-DN mutant inhibited toxicity of Cry1Aa, Cry1Ac and Cry1Fa. In addition, we isolated mutants in helix a-4 of Cry4Ba and Cry11Aa, and demonstrate that Cry4Ba-E159K and Cry11Aa-V142D are inactive and completely block the toxicity against Aedes aegypti of both wildtype toxins, when used at sub-stoichiometric ratios, confirming a DN phenotype. As controls we analyzed Cry1Ab-R99A or Cry11Aa-E97A mutants that are located in helix a-3 and are affected in toxin oligomerization. These mutants do not show a DN phenotype but were able to block toxicity when used in 10:1 or 100:1 ratios (mutant:wt) probably by competition of binding with toxin receptors. Conclusions/Significance - We show that DN phenotype can be observed among different Cry toxins suggesting that may interact in vivo forming hetero-oligomers. The DN phenotype cannot be observed in mutants affected in oligomerization, suggesting that this step is important to inhibit toxicity of other toxin

Evolving temporal fuzzy association rules from quantitative data with a multi-objective evolutionary algorithm

A novel method for mining association rules that are both quantitative and temporal using a multi-objective evolutionary algorithm is presented. This method successfully identifies numerous temporal association rules that occur more frequently in areas of a dataset with specific quantitative values represented with fuzzy sets. The novelty of this research lies in exploring the composition of quantitative and temporal fuzzy association rules and the approach of using a hybridisation of a multi-objective evolutionary algorithm with fuzzy sets. Results show the ability of a multi-objective evolutionary algorithm (NSGA-II) to evolve multiple target itemsets that have been augmented into synthetic datasets

Anisotropic Lifshitz Point at O(ϵL2)O(\epsilon_L^2)

We present the critical exponents $\nu_{L2}$, $\eta_{L2}$ and $\gamma_{L}$ for an $m$-axial Lifshitz point at second order in an $\epsilon_{L}$ expansion. We introduced a constraint involving the loop momenta along the $m$-dimensional subspace in order to perform two- and three-loop integrals. The results are valid in the range $0 \leq m < d$. The case $m=0$ corresponds to the usual Ising-like critical behavior.Comment: 10 pages, Revte