On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria

The paper generalizes and refines the Fundamental Theorem of Asset Pricing of Dalang, Morton and Willinger in the following two respects: (a) the result is extended to a model with portfolio constraints; (b) versions of the no-arbitrage criterion based on the bang-bang principle in control theory are developed.no arbitrage criteria, portfolio constraints, supermartingale measures, bang-bang control

PMR characterization of the water structure in tibetan milk mushroom zooglea: influence of medium hydration and hydrophobicity

The state of water in Tibetan milk mushroom zooglea with different degrees of hydration (h) was investigated using low-temperature PMR spectroscopy in air and in contact with the hydrophobic media polydimethylsiloxane PDMS-1000 and CHCl3 with added trifl uoroacetic acid (TFA). The maximum hydration of the zooglea amounted to h = 32 g/g (of dry matter). Water existed as polyassociates (clusters or domains) of strongly and weakly associated water. Bound water decomposed into clusters in the presence of TFA. The NMR spectra showed six types of bound water at h = 0.3 g/

Structural features of highly stable reproducible C₆₀ fullerene aqueous colloid solution probed by various techniques

The method of preparation of highly stable reproducible C₆₀ fullerene aqueous colloid solution is described. The structural organization of C₆₀ fullerenes in aqueous solution was studied and analyzed in detail using various techniques such as chemical analysis, UV/VIS spectroscopy, atomic force and scanning tunneling microscopy, dynamic light scattering, and zeta potential method