scholarly journals Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case

2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Miryana Grigorova ◽  
Peter Imkeller ◽  
Youssef Ouknine ◽  
Marie-Claire Quenez
Keyword(s):  
Continuous Case ◽  
Dynkin Games ◽  
The Right ◽  
Reflected Bsdes

scholarly journals Generalized Dynkin games and doubly reflected BSDEs with jumps

2016 ◽  
Vol 21 (0) ◽  
Author(s):  
Roxana Dumitrescu ◽  
Marie-Claire Quenez ◽  
Agnès Sulem
Keyword(s):  
Dynkin Games ◽  
Reflected Bsdes

Local risk minimization and numéraire

1999 ◽  
Vol 36 (04) ◽  
pp. 1126-1139 ◽  
Author(s):  
F. Biagini ◽  
M. Pratelli
Keyword(s):  
Stochastic Process ◽  
Stochastic Volatility ◽  
Contingent Claims ◽  
Continuous Case ◽  
Risk Minimization ◽  
Complete Markets ◽  
Local Risk ◽  
The Right

The ‘change of numéraire’ technique has been introduced by Geman, El Karoui and Rochet for pricing and hedging contingent claims in the case of complete markets. In this paper we study the ‘change of numéraire’ using the ‘locally risk-minimizing approach’, when the market is not complete. We prove that, if the stochastic process which represents the prices is continuous, the l.r.m. strategy is invariant by a change of numéraire (this result is false in the right-continuous case, as is shown by some counterexamples). We also give an extension of Merton's formula to the case of stochastic volatility.

Local risk minimization and numéraire

1999 ◽  
Vol 36 (4) ◽  
pp. 1126-1139 ◽  
Author(s):  
F. Biagini ◽  
M. Pratelli
Keyword(s):  
Stochastic Process ◽  
Stochastic Volatility ◽  
Contingent Claims ◽  
Continuous Case ◽  
Risk Minimization ◽  
Complete Markets ◽  
Local Risk ◽  
The Right

The ‘change of numéraire’ technique has been introduced by Geman, El Karoui and Rochet for pricing and hedging contingent claims in the case of complete markets. In this paper we study the ‘change of numéraire’ using the ‘locally risk-minimizing approach’, when the market is not complete. We prove that, if the stochastic process which represents the prices is continuous, the l.r.m. strategy is invariant by a change of numéraire (this result is false in the right-continuous case, as is shown by some counterexamples).We also give an extension of Merton's formula to the case of stochastic volatility.

Investor-State Dispute Settlement under NAFTA Chapter 11: The Shape of Things to Come?

1998 ◽  
Vol 35 ◽  
pp. 263-290
Author(s):  
J. Anthony VanDuzer
Keyword(s):  
Free Trade Agreement ◽  
Dispute Settlement ◽  
Trade Agreement ◽  
Minimum Standards ◽  
The North ◽  
State Behaviour ◽  
Nafta Chapter 11 ◽  
To Come ◽  
The Right

SummaryRecently, there has been a proliferation of international agreements imposing minimum standards on states in respect of their treatment of foreign investors and allowing investors to initiate dispute settlement proceedings where a state violates these standards. Of greatest significance to Canada is Chapter 11 of the North American Free Trade Agreement, which provides both standards for state behaviour and the right to initiate binding arbitration. Since 1996, four cases have been brought under Chapter 11. This note describes the Chapter 11 process and suggests some of the issues that may arise as it is increasingly resorted to by investors.

What face familiarity feelings say about the lateralization of specific entities within the core system

2019 ◽  
Vol 42 ◽  
Author(s):  
Guido Gainotti
Keyword(s):  
Temporal Lobe ◽  
Memory System ◽  
Core System ◽  
The Core ◽  
Memory Traces ◽  
Specific Memory ◽  
Target Article ◽  
Temporal Structures ◽  
The Right

Abstract The target article carefully describes the memory system, centered on the temporal lobe that builds specific memory traces. It does not, however, mention the laterality effects that exist within this system. This commentary briefly surveys evidence showing that clear asymmetries exist within the temporal lobe structures subserving the core system and that the right temporal structures mainly underpin face familiarity feelings.

Study of charge transfer in FeTi

1983 ◽  
Vol 41 ◽  
pp. 296-297
Author(s):  
J. Taft∅
Keyword(s):  
Charge Transfer ◽  
Charge Distribution ◽  
Electron Scattering ◽  
Periodic System ◽  
Electron Distribution ◽  
Scattering Amplitude ◽  
Transition Elements ◽  
Hartree Fock ◽  
Cscl Structure ◽  
The Right

It is well known that for reflections corresponding to large interplanar spacings (i.e., sin θ/λ small), the electron scattering amplitude, f, is sensitive to the ionicity and to the charge distribution around the atoms. We have used this in order to obtain information about the charge distribution in FeTi, which is a candidate for storage of hydrogen. Our goal is to study the changes in electron distribution in the presence of hydrogen, and also the ionicity of hydrogen in metals, but so far our study has been limited to pure FeTi. FeTi has the CsCl structure and thus Fe and Ti scatter with a phase difference of π into the 100-ref lections. Because Fe (Z = 26) is higher in the periodic system than Ti (Z = 22), an immediate “guess” would be that Fe has a larger scattering amplitude than Ti. However, relativistic Hartree-Fock calculations show that the opposite is the case for the 100-reflection. An explanation for this may be sought in the stronger localization of the d-electrons of the first row transition elements when moving to the right in the periodic table. The tabulated difference between fTi (100) and ffe (100) is small, however, and based on the values of the scattering amplitude for isolated atoms, the kinematical intensity of the 100-reflection is only 5.10-4 of the intensity of the 200-reflection.

New Dimensions in Freeze-Etching

1969 ◽  
Vol 27 ◽  
pp. 202-203 ◽  
Author(s):  
Russell L. Steere ◽  
Michael Moseley
Keyword(s):  
Fracture Surfaces ◽  
Aluminum Specimen ◽  
Specimen Holder ◽  
Freeze Etching ◽  
The Right

A redesigned specimen holder and cap have made possible the freeze-etching of both fracture surfaces of a frozen fractured specimen. In principal, the procedure involves freezing a specimen between two specimen holders (as shown in A, Fig. 1, and the left side of Fig. 2). The aluminum specimen holders and brass cap are constructed so that the upper specimen holder can be forced loose, turned over, and pressed down firmly against the specimen stage to a position represented by B, Fig. 1, and the right side of Fig. 2.

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