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Mixing Monte-Carlo and Partial Differential Equations for Pricing Options

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Chinese Annals of Mathematics,series b 2013年第2期34卷 255-276页

作者： Tobias LIPP grgoire LOEPER Olivier PIRONNEAU LJLL-UPMC Boite 187Place Jussieu75252 Paris cedex 5France bNP-Paribas 20 Boulevard des Italiens75009 ParisFrance

There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential *** the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston'*** is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method,and pricing the underlying asset by a partial differential equation with random coefficients,derived by Ito *** strategy is investigated for vanilla options,barrier options and American options with stochastic volatilities and jumps optionally.

关键词： Monte-Carlo Partial differential equations Heston model Financial mathematics. Option pricing

The vascular endothelial growth factor system-a new player in the pathogenesis and development of metabolic dysfunction-associated steatotic liver disease

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Hepatobiliary surgery and Nutrition 2023年第6期12卷 963-965页

作者： Henning grønbæk Anders Mellemkjær søren Nielsen Faidon Magkos Department of Hepatology&Gastroenterology Aarhus University HospitalAarhusDenmark Clinical Institute Aarhus UniversityAarhusDenmark steno Diabetes Center Aarhus Aarhus University HospitalAarhusDenmark Department of Nutrition Exercise and SportsUniversity of CopenhagenFrederiksbergDenmark

The pathogenesis of liver disease from simple steatosis-metabolic dysfunction-associated steatotic liver disease(MAsLD)-and the transition to inflammation and fibrosis-metabolic dysfunction-associated steatohepatitis(... 详细信息

关键词： Vascular endothelial growth factor b(VEGF-b) metabolic dysfunction-associated steatotic liver disease(MAsLD) non-alcoholic fatty liver disease(NAFLD)

Pressure and Temperature Dependences of Elastic Properties of grossular Garnet up to 17 GPa and 1 650 K

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Journal of Earth science 2010年第5期21卷 782-791页

作者： Yoshio Kono steeve gréaux Yuji Higo Hiroaki Ohfuji Tetsuo Irifune Geodynamics Research Center Ehime University JAsRI 1-1-1 Mikazuki-cho Sayo-gun Hyogo 679-5198 Japan

simultaneous ultrasonic elastic wave velocity and in situ synchrotron X-ray measurements on grossular garnet were carried out up to 17 GPa and 1 650 K. P- and s-wave vdoeities and bulk and shear modulus showed linear pressure and temperature dependence. These data yielded a pressure derivative of the bulk modulus of 4.42（7） and a shear modulus of 1.27（3）, which are in good agreement with those of garnets with variable chemical compositions. Temperature dependence of the bulk modulus of grossular （-1.36×10^-2 GPafK） is also similar to that of other garnets, while the temperature dependence of the shear modulus of grossular （-1.11×10^-2 GPa/K） is higher than those of magnesium end-member garnets and pyrolitic garnet.

关键词： elastic property grossular garnet high pressure high temperature.

soret and Dufour effects on unsteady MHD flow past an infinite vertical porous plate with thermal radiation

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Applied Mathematics and Mechanics(English Edition) 2010年第12期31卷 1481-1496页

作者： s.R.VEMPATI A.b.LAXMI-NARAYANA-GARI Department of Mathematics University College of ScienceOsmania University

The objective of the present study is to investigate the effect of flow parameters on the free convection and mass transfer of an unsteady magnetohydrodynamic flow of an electrically conducting, viscous, and incompressible fluid past an infinite vertical porous plate under oscillatory suction velocity and thermal radiation. The Dufour （diffusion thermo） and soret （thermal diffusion） effects are taken into account. The problem is solved numerically using the finite element method for the velocity, the temperature, and the concentration field. The expression for the skin friction, the rate of heat and mass transfer is obtained. The results are presented numerically through graphs and tables for the externally cooled plate （gr 〉 0） and the externally heated plate （gr 〈 0） to observe the effects of various parameters encountered in the equations.

关键词： mass transfer magnetohydrodynamic flow vertical plate suction velocity,soret and Dufour number thermal radiation finite element method

Restoration of Motor Function through Delayed Intraspinal Delivery of Human IL-10-Encoding Nucleoside-Modified mRNA after spinal Cord Injury

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Research 2023年第4期2023卷 131-144页

作者： LászlóGál Tamás bellák Annamária Marton Zoltán Fekécs Drew Weissman Dénes Török Rachana biju Csaba Vizler Rebeka Kristóf Mitchell b.beattie Paulo J.C.Lin Norbert Pardi Antal Nógrádi Krisztián Pajer Department of Anatomy Histology and EmbryologyAlbert Szent-Györgyi Medical SchoolUniversity of SzegedSzegedHungary National biotechnology Laboratory Institute of GeneticsBiological Research CentreSzegedHungary Institute of biochemistry Biological Research CentreSzegedHungary Department of Medicine University of PennsylvaniaPhiladelphiaPA19104USA Acuitas Therapeutics VancouverBCV6T 1Z3Canada

Efficient in vivo delivery of anti-inflammatory proteins to modulate the microenvironment of an injured spinal cord and promote neuroprotection and functional recovery is a great ***-modified messenger RNA(mRNA)has become a promising new modality that can be utilized for the safe and efficient delivery of therapeutic ***,we used lipid nanoparticle(LNP)-encapsulated human interleukin-10(hIL-10)-encoding nucleoside-modified mRNA to induce neuroprotection and functional recovery following rat spinal cord contusion *** administration of hIL-10 mRNA-LNP to rats led to a remarkable reduction of the microglia/macrophage reaction in the injured spinal segment and induced significant functional recovery compared to ***,hIL-10 mRNA treatment induced increased expression in tissue inhibitor of matrix metalloproteinase 1 and ciliary neurotrophic factor levels in the affected spinal segment indicating a time-delayed secondary effect of IL-105 d after *** results suggest that treatment with nucleoside-modified mRNAs encoding neuroprotective factors is an effective strategy for spinal cord injury repair.

关键词： protective Restoration utilized

Anisotropic stars in modified gravity:An extended gravitational decoupling approach

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Chinese Physics C 2022年第10期46卷 239-258页

作者： s.K.Maurya b.Mishra saibal Ray Riju Nag Department of Mathematical and Physical sciences College of Arts and ScienceUniversity of NizwaNizwaSultanate of Oman Department of Mathematics Birla Institute of Technology and Science-PilaniHyderabad CampusHyderabad 500078India Centre for Cosmology Astrophysics and Space Science(CCASS)GLA UniversityMathura 281406Uttar PradeshIndia Department of Mathematics and Physical sciences College of Arts and SciencesUniversity of NizwaNizwaSultanate of Oman

In this study,we conduct an investigation on decoupling gravitational sources under the framework of f(R,T)***,the complete geometric deformation technique is employed,which facilitates finding the exact solutions to the anisotropic astrophysical system smoothly without imposing any particular ansatz for the deformation *** addition,we used 5-dimensional Euclidean spacetime in order to describe the embedding Class Ⅰ spacetime in order to obtain a solvable spherical physical *** resulting solutions are both physically interesting and viable with new possibilities for ***,the present investigation demonstrates that the mixture of f(R,T)+CGD translates to a scenario beyond the pure gr realm and helps to enhance the features of the interior astrophysical aspects of compact stellar *** determine the physical acceptability and stability of the stellar system based on the obtained solutions,we conducted a series of physical tests that satisfied all stability criteria,including the nonsingular nature of density and pressure.

关键词： modified gravity embedding class I spacetime neutron stars

FPGA-based Real-Time simulation of Modular Multilevel Converter HVDC systems

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Journal of Energy and Power Engineering 2012年第7期6卷 1119-1125页

作者： Luc-André grégoire Jean bélanger Wei Li Opal-RT Technologies Montreal H3K 1 G6 Canada

AC-HVDC-AC energy conversion systems using MMC （modular multilevel converters） are becoming popular to integrate distributed energy systems to the main grid. such multilevel converters pose a serious problems for HIL （hardware in the loop） simulators required for control, protection design and testing due to the large number of cells that must be simulated individually using very small time steps. This paper demonstrates the advantages of using a very small time step to simulate a MMC topology. The MMC is implemented on FPGA （fiel-programmable gate array） to simulate fast transient with a time step of 250 ns. The AC network and HVDC bus is simulated on the PC, with a slower time step of 10 μs to 20 μs. The simulator architecture and the components simulated on the FPGA and on the PC will be discussed, as well as the method allowing the interconnection of this slow and fast system.

关键词： FPGA simulation modular multi-level voltage source converters (MMC) MMC converter real-time simulation HIL(hardware-in-the-loop).

Noninvasively diagnosing coronary artery disease with 61-channel MCG data

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Chinese science bulletin 2014年第11期59卷 1123-1128页

作者： Tuo Chen Chen Zhao shiqin Jiang Peter Van Leeuwen Dietrich grnemeyer school of Electronics and Information Engineering Tongji University grnemeyer Institute for Microtherapy Faculty of HealthUniversity Witten/Herdecke

Magnetocardiography(MCG) has been investigated as a tool for noninvasive detection of coronary artery disease(CAD). In this study, the area ratio of positive and negative magnetic induction extracted from an extrema circle in the magnetocardiogram was analyzed at specific time points in the cardiac cycle: P maximum, R peak, J point, T onset, T peak and T end. The area of the positive proportion of the magnetic field relative to the total area within a circle encompassing the field extrema was determined and proposed for fast-speed CAD diagnosis. MCG was performed with a 61-channel biomagnetometer in a shielded environment in 38 healthy subjects and 15 CAD patients. A notable difference in area ratio was found between healthy and CAD subjects at the peak time of T wave: 0.416 ± 0.090 versus0.465 ± 0.065(p = 0.013). Using a cutoff value of 0.4506resulted in a sensitivity and specificity of 86.7 % and 73.8 %,respectively. This approach may enable a fast-speed CAD diagnosis in a clinical setting.

关键词：冠心病诊断通道冠状动脉疾病 CAD 心动周期峰值时间面积率

shot-noise limited, supercontinuum-based optical coherence tomography

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Light(science & Applications) 2021年第7期10卷 1372-1384页

作者： shreesha Rao D.s. Mikkel Jensen Lars grüner-Nielsen Jesper Toft Olsen Peter Heiduschka björn Kemper Jürgen schnekenburger Martin Glud Mette Mogensen Niels Møller Israelsen Ole bang DTU Fotonik Dept.of Photonics EngineeringTechnical University of DenmarkØrsteds Plads2800 Kongens LyngbyDenmark NKT Photonics A/s Blokken 843460 BirkerødDenmark Department of Ophthalmology University of Münster Medical CentreDomagkstr.15D-48149 MünsterGermany biomedical Technology Center of the Medical Faculty University of MünsterMendelstr.17D-48149 MünsterGermany Department of Dermatology Bisbebjerg HospitalUniversity of CopenhagenBispebjerg Bakke 232400 Copenhagen NVDenmark

We present the first demonstration of shot-noise limited supercontinuum-based spectral domain optical coherence tomography(sD-OCT)with an axial resolution of 5.9μm at a center wavelength of 1370 *** supercontinuumbased sD-OCT systems cannot be operated in the shot-noise limited detection regime because of severe pulse-topulse relative intensity noise of the supercontinuum *** overcome this disadvantage,we have developed a low-noise supercontinuum source based on an all-normal dispersion(ANDi)fiber,pumped by a femtosecond *** noise performance of our 90 MHz ANDi fiber-based supercontinuum source is compared to that of two commercial sources operating at 80 and 320 MHz repetition *** show that the low-noise of the ANDi fiber-based supercontinuum source improves the OCT images significantly in terms of both higher contrast,better sensitivity,and improved *** sD-OCT imaging of skin,retina,and multilayer stacks we conclude that supercontinuumbased sD-OCT can enter the domain of shot-noise limited detection.

关键词： fiber optical pumped