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Mixing Monte-Carlo and Partial Differential Equations for Pricing Options

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

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Prevalence of diverticulosis in recurrent Clostridium difficile infection

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World Journal of Gastroenterology 2010年第3期16卷 345-347页

作者： Michael J lipp Odelya E Pagovich David Rabin Albert D Min Brett B Bernstein Division of Digestive Diseases Beth Israel Medical Center Division of Medicine Beth Israel Medical Center

AIM:To re-evaluate the theory that colonic diverticulosis is associated with relapse of Clostridium difficile associated disease (CDAD) in light of data suggesting increasing rates of CDAD infection and ***: Charts were reviewed for patients with recurrent CDAD who had also had a prior colonoscopy or flexible sigmoidoscopy. An age and gender matched control group was used to compare the prevalence of ***: Twenty-two patients met the study criteria, and the prevalence of diverticulosis in patients with CDAD relapse was 23% compared to 32% in age and sex matched controls (P=0.44). A significant proportion of patients with CDAD relapse had comorbidities associated with immune ***: Diverticulosis does not appear to be associated with CDAD relapse.

关键词： Clostridium diff icile Diverticulosis Relapse Immune suppression Clostridium difficile associated disease

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Agenesis of the dorsal pancreas

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World Journal of Gastroenterology 2009年第3期15卷 376-377页

作者： Wolfgang J Schnedl Claudia Piswanger-Soelkner Sandra J Wallner Robert Krause Rainer W lipp Practice for General Internal Medicine Hauptstrasse 5A-8940 LiezenAustria Department of Internal Medicine Medical UniversityAuenbruggerplatz 15A-8036 GrazAustria Institute of Pathophysiology Center for Molecular MedicineHeinrichstrasse 31aA-8010 GrazAustria

During the last 100 years in medical literature,there are only 54 reports,including the report of Pasaoglu et al(World J Gastroenterol 2008;14:2915-2916),with clinical descriptions of agenesis of the dorsal pancreas in *** of the dorsal pancreas,a rare congenital pancreatic malformation,is associated with some other medical conditions such as hyperglycemia,abdominal pain,pancreatitis and a few other *** approximately 50% of reported patients with this congenital malformation,hyperglycemia was *** of hyperglycemia and diabetes mellitus in all patients with agenesis of the dorsal pancreas including description of fasting blood glucose,oral glucose tolerance test,glycated hemoglobin and medical treatment would be a future *** autosomal dominant transmission has been suggested in single families,more family studies including imaging technologies with demonstration of the pancreatic duct system are needed for evaluation of this *** this letter to the editor,we aim to increase available information for the better understanding of this rare disease.

关键词： Agenesis of dorsal pancreas Diabetesmellitus Glucose intolerance Abdominal pain Pancreatitis

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Discussion panel-Focus on operator opportunities, benefits and trials outcomes with planned enhancements of 3G / UMTS

Discussion panel-Focus on operator opportunities, benefits a...

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第五届中国（北京）IMT-2000移动通信国际论坛

作者： Jean-Pierre Bienaime John lipp Albert Lu Ching Chuang Shawn Sparling tobias Layer Bienaime Chairman UMTS Forum Director Business Development Mobile Communications Group Alcatel Asia Pacific Senior Director of Strategic Development Ericsson （China） Co. General Manager Strategic Technology and Product Marketing Global Telecom Solutions Sector Motorola （China） Electronics Director Product Marketing Nortel Networks Vice President E2E Solutions Siemens Mobile

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Determination of glycated hemoglobin in patients with advanced liver disease

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World Journal of Gastroenterology 2004年第15期10卷 2284-2286页

作者： Theresa Lahousen Karin Hegenbarth Rottraut Ille Rainer W.lipp Robert Krause Randie R. Little Wolfgang J.Schnedl Department of Psychiatry School of MedicineMedical University GrazAuenbruggerplatz 31A-8063 GrazAustria Department of Internal Medicine School of MedicineMedical University GrazAuenbruggerplatz 15A-8063 GrazAustria University of Missouri School of Medicine Department of Pathology and Child HealthOne Hospital DriveColumbiaMO 65212USA

AIM:To evaluate the glycated hemoglobin(HbA_(1c)) determination methods and to determine fructosamine in patients with chronic hepatitis,compensated cirrhosis and in patients with chronic hepatitis treated with ribavirin. METHODS:HbA_(1c) values were determined in 15 patients with compensated liver cirrhosis and in 20 patients with chronic hepatitis using the ion-exchange high performance liquid chromatography and the immunoassay methods. Fructosamine was determined using nitroblue tetrazolium. RESULTS:Forty percent of patients with liver cirrhosis had HbA_(1c) results below the non-diabetic reference range by at least one HbA_(1c)method,while fructosamine results were either within the reference range or *** percent of patients with chronic hepatitis(hepatic fibrosis) had HbA_(1c)results below the non-diabetic reference range by at least one HbA_(1c)*** patients with chronic hepatitis treated with ribavirin,50% of HbA_(1c)results were below the non-diabetic reference using at least one of the HbA_(1c)methods. CONCLUSION:Only evaluated in context with all liver function parameters as well as a red blood count including reticulocytes,HbA_(1c)results should be used in patients with advanced liver ***_(1c)and fructosamine measurements should be used with caution when evaluating long-term glucose control in patients with hepatic cirrhosis or in patients with chronic hepatitis and dbavidn treatment.

关键词： Antiviral Agents Fructosamine Hemoglobin A, Glycosylated Hepatitis C, Chronic Hepatitis, Chronic Humans Liver Cirrhosis Ribavirin

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