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pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

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Applied Mathematics 2025年第1期16卷 113-142页

作者： Boris ter-Avanesov Gunter Meissner Mathematics of Finance program Math Department for Gunter Meissner & MS OR Methods in Finance Program IEOR Department Columbia Engineering Columbia University New York USA

Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.

关键词： Quanto Option Multi-Strike Option Stochastic Volatility (SV) Stochastic Correlation (SC) Stochastic Exchange Rates (SER) Cora Gora Correlation Risk

The impact of endocrine-disrupting chemicals on stem cells:Mechanisms and implications for human health

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Journal of Environmental Sciences 2025年第1期147卷 294-309页

作者： Juan p.Munoz Laboratorio de Bioquímica Departamento de QuímicaFacultad de CienciasUniversidad de TarapacáArica 1000007Chile

Endocrine-disrupting chemicals(EDCs)are compounds,either natural or man-made,that interferewith the normal functioning of the endocrine *** is increasing evidence that exposure to EDCs can have profound adverse effects on reproduction,metabolic disorders,neurological alterations,and increased risk of hormone-dependent *** cells(SCs)are integral to these pathological processes,and it is therefore crucial to understand how EDCs may influence SC *** review examines the literature on different types of EDCs and their effects on various types of SCs,including embryonic,adult,and cancer *** mechanisms through which EDCs may influence the phenotype of SCs are also ***,the possible implications of these effects on human health are *** available literature demonstrates that EDCs can influence the biology of SCs in a variety of ways,including by altering hormonal pathways,DNA damage,epigenetic changes,reactive oxygen species production and alterations in the gene expression *** disruptions may lead to a variety of cell fates and diseases later in adulthood including increased risk of endocrine disorders,obesity,infertility,reproductive abnormalities,and ***,the review emphasizes the importance of raising broader awareness regarding the intricate impact of EDCs on human health.

关键词： Endocrine-disrupting chemicals Stem cells Cancer stem cells Epigenetic Hormones

A planar defect spin sensor in a two-dimensional material susceptible to strain and electric fields

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npj Computational Materials 2023年第1期9卷 775-782页

作者： p.ter udvarhelyi Tristan Clua-provost Alrik Durand Jiahan Li James H.Edgar Bernard Gil Guillaume Cassabois Vincent Jacques Adam Gali Wigner Research Centre for physics P.O.Box 49H-1525 BudapestHungary Budapest University of Technology and Economics Institute of PhysicsDepartment of Atomic PhysicsMűegyetem rakpart 3.1111 BudapestHungary Laboratoire Charles Coulomb Universitéde Montpellier and CNRS34095 MontpellierFrance Tim Taylor Department of Chemical Engineering Kansas State UniversityManhattanKS 66506USA

The boron-vacancy spin defect(V_(B)^(-))in hexagonal boron nitride(hBN)has a great potential as a quantum sensor in a two-dimensional material that can directly probe various external perturbations in atomic-scale proximity to the quantum sensing ***,we apply first-principles calculations to determine the coupling of the VB electronic spin to strain and electric *** work unravels the interplay between local piezoelectric and elastic effects contributing to the final response to the electric *** theoretical predictions are then used to analyse optically detected magnetic resonance(ODMR)spectra recorded on hBN crystals containing different densities of V_(B)^(-) *** prove that the orthorhombic zero-field splitting parameter results from local electric fields produced by surrounding charge *** work paves the way towards applications of V_(B)^(-) centres for quantitative electric field imaging and quantum sensing under pressure.

关键词： defect quantum boron

Synergistic effects of constituents in rare earth-based composites:Enhanced structural,electrical and magnetic properties for water splitting applications

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Journal of Rare Earths 2025年第1期43卷 105-114,I0005页

作者： Chitralekha S.Shankar A.p.Singh Functional Materials Research Laboratory Department of PhysicsARSD CollegeUniversity of Delhi1021India Department of physics Multanimal Modi CollegeCh.Charan Singh UniversityMeerutU.PIndia

Rare earth-based Bi_(0.85)La_(0.15)FeO_(3)(BLFO)and NdMnO_(3)(NMO)particles were synthesised using the solidstate route,and their roles affecting structural,electrical,magnetic properties along with hydroelectric application in different concentrations i.e.,(1-x)BLFO:xNMO(where x=0,0.10,0.20,0.30 and 1.0)ceramics composites were investigated.X-ray diffraction analyses confirm the pure-phase formation of BLFO:NMO composites,featuring micrometer-scale crystallite *** transform infrared(FT-IR)spectra of BLFO:NMO composites reveal peak shifts with rising NMO content,indicating composite *** composites exhibit robust Maxwell-Wagner polarization and a pronounced composition-dependent *** addition of NMO to BLFO results in a rise in dielectric permittivity at lower frequencies,confirming relaxor behavior and indicating success in achieving the transition *** spectroscopy facilitates a clearer understanding of how charge carriers contribute to these composites and the impact of grain/grain *** saturation magnetization maximum value(i.e.,0.807 emu/g)was attained in *** coercivity decreases with the addition of NMO in *** results suggest the composite's enhanced suitability for microelectronics and hydropower cells,showing improved hydroelectric cell performance with increased NMO in BLFO,highlighting a notable ion diffusion mechanism.

关键词： Composites X-ray diffraction Relative permittivity Hydroelectric cell Rare earths

Crystallographically Selective Nanopatterning of Graphene on SiO_(2)

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Nano Research 2010年第2期3卷 110-116页

作者： p.ter Nemes-Incze Gábor Magda Katalin Kamarás Lászlóp.ter Biró Research Institute for Technical physics and Materials Science PO Box 49H-1525 BudapestHungary Budapest University of Technology and Economics(BME) PO Box 91H-1521 BudapestHungary Research Institute for Solid State physics and Optics Hungarian Academy of SciencesPO Box 49H-1525 BudapestHungary

Graphene has many advantageous properties,but its lack of an electronic band gap makes this two-dimensional material impractical for many nanoelectronic applications,for example,field-effect *** problem can be circumvented by opening up a confinement-induced gap,through the patterning of graphene into ribbons having widths of a few *** electronic properties of such ribbons depend on both their size and the crystallographic orientation of the ribbon ***,etching processes that are able to differentiate between the zigzag and armchair type edge terminations of graphene are highly sought *** this contribution we show that such an anisotropic,dry etching reaction is possible and we use it to obtain graphene ribbons with zigzag *** demonstrate that the starting positions for the carbon removal reaction can be tailored at will with precision.

关键词： Graphene atomic force microscopy(AFM) etching nanoribbon zigzag

Investigation of a NO_(x) emission from coal power plants in Texas, United States and its impact on the environment

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China Geology 2025年第1期8卷 107-116页

作者： Mikalai Filonchyk Michael p.p.terson Faculty of Geomatics Lanzhou Jiaotong UniversityLanzhou 730070China Gansu provincial Engineering Laboratory for National Geographic State Monitoring Lanzhou 730070China Department of Geography and Geology University of Nebraska OmahaOmaha NE 68182USA

Texas is the largest state by area in the US after Alaska,and one of the top states in the production and consumption of electricity with many coal-fired ***-fired power plants emit greater than 70% of pollutants in the energy *** coal is burned to produce electricity,nitrogen oxides(NO_(x))are released into the air,one of the main pollutants that threaten human health and lead to a large number of premature *** key to effective air quality management is the strict compliance of all plants with emission ***,not all Texas coal plants have the environmental equipment to lower pollutant *** dioxide(NO2)observations from the TROpOspheric Monitoring Instrument(TROpOMI)were used to evaluate the emissions for Texas power *** from both the Emissions and Generation Resource Integrated Database(EGRID)and the Emissions Database for Global Atmospheric Research(EDGAR)were used to examine *** was found that NOx emissions for Texas power plants range from 1.53 kt/year to 10.99 kt/year,with the Martin Lake,Limestone and Fayette power project stations being the top *** parish and Martin Lake stations have the strongest NOx fluxes,with both exhibiting significant seasonal *** of bottom-up inventories for EDGAR and EGRID show a high correlation(r=0.956)and a low root mean square error(0.766).A more reasonable control policy would lead to much reduced NOx emissions.

关键词： NO_(x)emission Enironmental pollution power plants TROpOMI EDGAR Human health EGRID. Texas

Unlocking hypoglycemia–associated brain microvascular dysfunction:critical insights from proteomic analysis

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Neural Regeneration Research 2025年第6期20卷 1707-1708页

作者： Siva S.V.p.Sakamuri Anil Sakamuri Department of Chemistry Auburn University at MontgomeryMontgomeryALUSA Vascular Biology Center and Department of Medicine Medical College of Georgia at Augusta UniversityAugustaGAUSA

Hypoglycemia-a critical complication linked to worsened brain function in diabetic subjects:Hypoglycemia is characterized by a decline in circulatory glucose levels below sta nda rd physiological *** hypoglycemia,classified as level 1 hypoglycemia,is defined by blood glucose levels below 70 mg/dL and can be effectively addressed through carbohydrate *** hypoglycemia,denoted by blood glucose levels less than 54 mg/dL,poses a life-threatening risk if left *** with type 1 and type 2 diabetes undergoing insulin treatment are particularly susceptible to hypoglycemia due to impaired counterregulatory mechanisms.

关键词： impaired intake critical

Small molecule inhibitor DDQ-treated hippocampal neuronal cells show improved neurite outgrowth and synaptic branching

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Neural Regeneration Research 2025年第9期20卷 2624-2632页

作者： Jangampalli Adi pradeepkiran priyanka Rawat Arubala p.Reddy Erika Orlov pHemachandra Reddy Department of Internal Medicine Texas Tech University Health Sciences CenterLubbockTXUSA Department of Nutritional Sciences College of Human SciencesTexas Tech UniversityLubbockTXUSA Department of pharmacology&Neuroscience Texas Tech University Health Sciences CenterLubbockTXUSA Department of Neurology Texas Tech University Health Sciences CenterLubbockTXUSA Department of Speech Language and Hearing SciencesTexas Tech University Health Sciences CenterLubbockTXUSA Department of public Health Texas Tech University Health Sciences CenterLubbockTXUSA

The process of neurite outgrowth and branching is a crucial aspect of neuronal development and *** and dendrites,sometimes referred to as neurites,are extensions of a neuron's cellular body that are used to start *** we explored the effects of diethyl(3,4-dihydroxyphenethylamino)(quinolin-4-yl)methylphosphonate(DDQ)on neurite developmental features in HT22 neuronal *** this work,we examined the protective effects of DDQ on neuronal processes and synaptic outgrowth in differentiated HT22cells expressing mutant Tau(mTau)*** investigate DDQ chara cteristics,cell viability,biochemical,molecular,western blotting,and immunocytochemistry were *** outgrowth is evaluated through the segmentation and measurement of neural *** neural processes can be seen and measured with a fluorescence microscope by manually tracing and measuring the length of the neurite *** neuronal processes can be observed and quantified with a fluorescent microscope by manually tracing and measuring the length of the neuronal ***-treated mTau-HT22 cells(HT22 cells transfected with cDNA mutant Tau)were seen to display increased levels of synaptophysin,MAp-2,andβ-***,we confirmed and noted reduced levels of both total and p-Tau,as well as elevated levels of microtubule-associated protein 2,β-tubulin,synaptophysin,vesicular acetylcholine transporter,and the mitochondrial biogenesis protein-pe roxisome prolife rator-activated receptor-gamma coactivator-1α.In mTa u-expressed HT22 neurons,we observed DDQ enhanced the neurite characteristics and improved neurite development through increased synaptic *** findings conclude that mTa u-HT22(Alzheimer's disease)cells treated with DDQ have functional neurite developmental chara *** key finding is that,in mTa u-HT22 cells,DDQ preserves neuronal structure and may even enhance nerve development function with mTa u inhibition.

关键词： diethyl(3 4-dihydroxyphenethylamino)(quinolin-4-yl)methylphosphonate(DDQ) hippocampal neuronal cells HT22 neurite outgrowth neuronal development small molecule

Revealing the topological phase diagram of ZrTe_(5) using the complex strain fields of microbubbles

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npj Computational Materials 2022年第1期8卷 1685-1691页

作者： Zoltán Tajkov Dániel Nagy Konrád Kandrai János Koltai LászlóOroszlány p.ter Süle Zsolt EHorváth p.ter Vancsó Levente Tapasztó p.ter Nemes-Incze Centre for Energy Research Institute of Technical Physics and Materials Science1121BudapestHungary Department of physics of Complex Systems ELTE Eötvös Loránd University1117BudapestHungary ELTE Eötvös Loránd University Department of Biological Physics1117BudapestHungary Budapest University of Technology and Economics 1111BudapestHungary

Topological materials host robust properties,unaffected by microscopic perturbations,owing to the global topological properties of the bulk electron *** in which the topological invariant can be changed by easily tuning external parameters are especially sought *** pentatelluride(ZrTe_(5))is one of a few experimentally available materials that reside close to the boundary of a topological phase transition,allowing the switching of its invariant by mechanical ***,we unambiguously identify a topological insulator–metal transition as a function of strain,by a combination of ab initio calculations and direct measurements of the local charge *** model quantitatively describes the response to complex strain patterns found in bubbles of few layer ZrTe_(5) without fitting parameters,reproducing the mechanical deformation-dependent closing of the band gap observed using scanning tunneling *** calculate the topological phase diagram of ZrTe_(5) and identify the phase at equilibrium,enabling the design of device architectures,which exploit the topological switching characteristics of the system.

关键词： density topological invariant