223 research outputs found

    Fixed point subalgebras of lattice vertex operator algebras by an automorphism of order three

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    We study the fixed point subalgebra of a certain class of lattice vertex operator algebras by an automorphism of order 3, which is a lift of a fixed-point-free isometry of the underlying lattice. We classify the irreducible modules for the subalgebra. Moreover, the rationality and the C2C_2-cofiniteness of the subalgebra are established. Our result contains the case of the vertex operator algebra associated with the Leech lattice.Comment: 77 page

    Pricing Discrete Barrier Options under Stochastic Volatility

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    This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula and the duality formula in Malliavin calculus are effectively applied in pricing barrier options with discrete monitoring. To our knowledge, this paper is the first one that shows an analytical approximation for pricing discrete barrier options with stochastic volatility models. Furthermore, it provides numerical examples for pricing double barrier call options with discrete monitoring under Heston and ʒƉ-SABR models.

    "On Pricing Barrier Options with Discrete Monitoring"

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    This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula and the duality formula in Malliavin calculus are effectively applied in an asymptotic expansion approach. First, the paper derives an asymptotic expansion for generalized Wiener functionals. After it is applied to pricing path-dependent derivatives with discrete monitoring, the paper presents an analytic (approximation) formula for valuation of discrete barrier options under stochastic volatility environment. To our knowledge, this paper is the first one that shows an analytical approximation for pricing discrete barrier options with stochastic volatility models. Finally, it provides numerical examples for pricing double barrier call options with discrete monitoring under the Heston model.

    The first case of recurrent ultra late onset group B streptococcal sepsis in a 3-year-old child

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    AbstractGroup B streptococcus (GBS) is a commonly recognized cause of sepsis and meningitis in neonatal and young infants. Invasive GBS infection is classified into early onset GBS disease (EOD, day 0ā€“6), late onset GBS disease (LOD, day 7ā€“89) and ultra late onset GBS disease (ULOD, after 3 months of age). ULOD is uncommon and recurrence is especially rare. We present the first recurrent case of ULOD GBS sepsis in 3-year-old girl with a past medical history of hydrops fetalis and thoracic congenital lymphatic dysplasia. The first episode presented as sepsis at 2 years 8 months of age. The second episode occurred as sepsis with encephalopathy at 3 years 1 months of age. During each episode, the patient was treated using intravenous antimicrobials and her condition improved. Serotype examination was not performed in the first episode, but GBS type V was serotyped in the second episode. ULOD over 1year of age is quite rare and may recur

    An improved single-cell cDNA amplification method for efficient high-density oligonucleotide microarray analysis

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    A systems-level understanding of a small but essential population of cells in development or adulthood (e.g. somatic stem cells) requires accurate quantitative monitoring of genome-wide gene expression, ideally from single cells. We report here a strategy to globally amplify mRNAs from single cells for highly quantitative high-density oligonucleotide microarray analysis that combines a small number of directional PCR cycles with subsequent linear amplification. Using this strategy, both the representation of gene expression profiles and reproducibility between individual experiments are unambiguously improved from the original method, along with high coverage and accuracy. The immediate application of this method to single cells in the undifferentiated inner cell masses of mouse blastocysts at embryonic day (E) 3.5 revealed the presence of two populations of cells, one with primitive endoderm (PE) expression and the other with pluripotent epiblast-like gene expression. The genes expressed differentially between these two populations were well preserved in morphologically differentiated PE and epiblast in the embryos one day later (E4.5), demonstrating that the method successfully detects subtle but essential differences in gene expression at the single-cell level among seemingly homogeneous cell populations. This study provides a strategy to analyze biophysical events in medicine as well as in neural, stem cell and developmental biology, where small numbers of distinctive or diseased cells play critical roles

    A new equation to estimate basal energy expenditure of patients with diabetes

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    [Background & aims]Predictive equations for basal energy expenditure (BEE) derived from Caucasians tend to overestimate BEE in non-Caucasians. The aim of this study was to develop a more suitable method to estimate BEE in Japanese patients with diabetes using indices readily measured in clinical practice. [Methods]BEE was measured by indirect calorimetry under a strict basal condition in 68 Japanese patients with type 1 or type 2 diabetes. The best fitting equation was investigated by multiple regression analysis using of age, sex, and anthropometric indices. The resultant new equation was tested in a separate group of 60 Japanese patients with type 1 or type 2 diabetes, and the accuracy compared with existing equations. [Results]The best-fit equation was BEE [kcal/day] = 10 Ɨ (body weight)[kg] ā€“ 3 Ɨ (age)[y] + 125 (if male) + 750. Adjusted coefficient of determination was 81.0%. Root mean squared errors and accurate prediction in the validation set were 103 kcal/day and 78% for the new equation; 184 and 50 for Harris-Benedict; 209 and 38 for Oxford; 205 and 42 for Liu; and 140 and 63 for Ganpule. [Conclusions]This new equation is simpler and estimates BEE more accurately in Japanese patients with diabetes than the presently used equations do

    A wide spectrum of clinical and brain MRI findings in patients with SLC19A3 mutations

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    <p>Abstract</p> <p>Background</p> <p>SLC19A3 (solute carrier family 19, member 3) is a thiamin transporter with 12 transmembrane domains. Homozygous or compound heterozygous mutations in <it>SLC19A3 </it>cause two distinct clinical phenotypes, biotin-responsive basal ganglia disease and Wernicke's-like encephalopathy. Biotin and/or thiamin are effective therapies for both diseases.</p> <p>Methods</p> <p>We conducted on the detailed clinical, brain MRI and molecular genetic analysis of four Japanese patients in a Japanese pedigree who presented with epileptic spasms in early infancy, severe psychomotor retardation, and characteristic brain MRI findings of progressive brain atrophy and bilateral thalami and basal ganglia lesions.</p> <p>Results</p> <p>Genome-wide linkage analysis revealed a disease locus at chromosome 2q35-37, which enabled identification of the causative mutation in the gene <it>SLC19A3</it>. A pathogenic homozygous mutation (c.958G > C, [p.E320Q]) in <it>SLC19A3 </it>was identified in all four patients and their parents were heterozygous for the mutation. Administration of a high dose of biotin for one year improved neither the neurological symptoms nor the brain MRI findings in one patient.</p> <p>Conclusion</p> <p>Our cases broaden the phenotypic spectrum of disorders associated with <it>SLC19A3 </it>mutations and highlight the potential benefit of biotin and/or thiamin treatments and the need to assess the clinical efficacy of these treatments.</p
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