1,421 research outputs found

    On Higher Derivatives of Expectations

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    It is understood that derivatives of an expectation E[ϕ(S(T))∣S(0)=x]E [\phi(S(T)) | S(0) = x] with respect to xx can be expressed as E[ϕ(S(T))π∣S(0)=x]E [\phi(S(T)) \pi | S(0) = x], where S(T)S(T) is a stochastic variable at time TT and π\pi is a stochastic weighting function (weight) independent of the form of ϕ\phi. Derivatives of expectations of this form are encountered in various fields of knowledge. We establish two results for weights of higher order derivatives under the dynamics given by (\ref{dynamics}). Specifically, we derive and solve a recursive relationship for generating weights. This results in a tractable formula for weights of any order.price sensitivities, greeks, malliavin calculus

    Parda and Female Sexuality

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    The Distribution of the Irreducibles in an Algebraic Number Field

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    The objective of this thesis is to study the distribution of the number of principal ideals generated by an irreducible element in an algebraic number field, namely in the non-unique factorization ring of integers of such a field. In particular we are investigating the size of M(x), defined as M ( x ) =∑ (α) α irred.|N (α)|≤≠ 1, where x is any positive real number and N (α) is the norm of α. We finally obtain asymptotic results for hl(x)

    THE EFFECT OF ANNEALING ON AMORPHOUS SILICON BASED SOLAR PHOTOVOLTAIC THERMAL SYSTEM (PV/T) AND APPROPRIATE GLOBAL DISPATCH STRATEGIES

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    Previous work has shown that high-temperature short-term spike thermal annealing of hydrogenated amorphous silicon (a-Si:H) photovoltaic thermal (PVT) systems results in higher electrical energy output. The relationship between temperature and performance of a-Si:H PVT is not simple as high temperatures during thermal annealing improves the immediate electrical performance following an anneal, but during the anneal it creates a marked drop in electrical performance. In addition, the power generation of a-Si:H PVT depends on both the environmental conditions and the Staebler-Wronski Effect kinetics. In order to improve the performance of a-Si:H PVT systems further, this paper reports on the effect of various dispatch strategies on system electrical performance. Utilizing experimental results from thermal annealing, an annealing model simulation for a-Si:Hbased PVT was developed and applied to different cities in the U.S. to investigate potential geographic effects on the dispatch optimization of the overall electrical PVT systems performance and annual electrical yield. The results showed that spike thermal annealing once per day maximized the improved electrical energy generation. In the outdoor operating condition this ideal behavior deteriorates and optimization rules are required to be implemented

    Tobacco Control for Women: A Human Rights Framework

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