A New Approach to Minimal Variance Hedging of European Options

2021 ◽  
Author(s):  
Markus Hess
Keyword(s):  
European Options ◽  
New Approach ◽  
Minimal Variance

A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS

2010 ◽  
Vol 13 (02) ◽  
pp. 211-240 ◽  
Author(s):  
BAYE M. DIA
Keyword(s):  
Fourier Transform ◽  
Option Pricing ◽  
Inverse Fourier Transform ◽  
Option Price ◽  
Square Root ◽  
Option Prices ◽  
European Options ◽  
Dividend Yield ◽  
New Approach ◽  
Main Effects

This paper studies the option pricing problem in a class of models in which dividend yields follow a time-homogeneous diffusion. Within this framework, we develop a new approach for valuing options based on the use of a regularized Fourier transform. We derive a pricing formula for European options which gives the option price in the form of an inverse Fourier transform and propose two methods for numerically implementing this formula. As an application of this pricing approach, we introduce the Ornstein-Uhlenbeck and the square-root dividend yield models in which we explicitly solve the pricing problem for European options. Finally we highlight the main effects of a stochastic dividend yield on option prices.

The O–C diagrams of minor planets − a new approach to modelling the rotation

1999 ◽  
Vol 173 ◽  
pp. 185-188
Author(s):  
Gy. Szabó ◽  
K. Sárneczky ◽  
L.L. Kiss
Keyword(s):  
Error Analysis ◽  
Time Dependence ◽  
Theoretical Work ◽  
Minor Planet ◽  
Minor Planets ◽  
New Approach ◽  
Preliminary Results ◽  
Ccd Observations

AbstractA widely used tool in studying quasi-monoperiodic processes is the O–C diagram. This paper deals with the application of this diagram in minor planet studies. The main difference between our approach and the classical O–C diagram is that we transform the epoch (=time) dependence into the geocentric longitude domain. We outline a rotation modelling using this modified O–C and illustrate the abilities with detailed error analysis. The primary assumption, that the monotonity and the shape of this diagram is (almost) independent of the geometry of the asteroids is discussed and tested. The monotonity enables an unambiguous distinction between the prograde and retrograde rotation, thus the four-fold (or in some cases the two-fold) ambiguities can be avoided. This turned out to be the main advantage of the O–C examination. As an extension to the theoretical work, we present some preliminary results on 1727 Mette based on new CCD observations.

A New Approach to the Demonstration of Oxidase-Localization Using Tannic Acid Or Catechin

1973 ◽  
Vol 31 ◽  
pp. 698-699
Author(s):  
V. Mizuhira ◽  
Y. Futaesaku
Keyword(s):  
Cross Section ◽  
Tannic Acid ◽  
Elastic Fiber ◽  
The Other ◽  
New Approach ◽  
Tissue Block ◽  
Active Reaction ◽  
The Cross

Previously we reported that tannic acid is a very effective fixative for proteins including polypeptides. Especially, in the cross section of microtubules, thirteen submits in A-tubule and eleven in B-tubule could be observed very clearly. An elastic fiber could be demonstrated very clearly, as an electron opaque, homogeneous fiber. However, tannic acid did not penetrate into the deep portion of the tissue-block. So we tried Catechin. This shows almost the same chemical natures as that of proteins, as tannic acid. Moreover, we thought that catechin should have two active-reaction sites, one is phenol,and the other is catechole. Catechole site should react with osmium, to make Os- black. Phenol-site should react with peroxidase existing perhydroxide.

Processing Immunoperoxidase Labeled Cell Monolayers and Cryostat Sesctions For Electron Microscopy

1985 ◽  
Vol 43 ◽  
pp. 714-715
Author(s):  
K. Chien ◽  
R. Van de Velde ◽  
I.P. Shintaku ◽  
A.F. Sassoon
Keyword(s):  
Cell Monolayer ◽  
Cell Types ◽  
Surface Antigens ◽  
Immunoperoxidase Method ◽  
Reaction Step ◽  
Hot Plate ◽  
Air Drying ◽  
New Approach ◽  
Cell Monolayers ◽  
Glass Slides

Immunoelectron microscopy of neoplastic lymphoma cells is valuable for precise localization of surface antigens and identification of cell types. We have developed a new approach in which the immunohistochemical staining can be evaluated prior to embedding for EM and desired area subsequently selected for ultrathin sectioning.A freshly prepared lymphoma cell suspension is spun onto polylysine hydrobromide- coated glass slides by cytocentrifugation and immediately fixed without air drying in polylysine paraformaldehyde (PLP) fixative. After rinsing in PBS, slides are stained by a 3-step immunoperoxidase method. Cell monolayer is then fixed in buffered 3% glutaraldehyde prior to DAB reaction. After the DAB reaction step, wet monolayers can be examined under LM for presence of brown reaction product and selected monolayers then processed by routine methods for EM and embedded with the Chien Re-embedding Mold. After the polymerization, the epoxy blocks are easily separated from the glass slides by heatingon a 100°C hot plate for 20 seconds.

TEM study of a biofilm on copper corrosion

1996 ◽  
Vol 54 ◽  
pp. 220-221
Author(s):  
W. A. Chiou ◽  
N. Kohyama ◽  
B. Little ◽  
P. Wagner ◽  
M. Meshii
Keyword(s):  
Marine Bacterium ◽  
Culture Medium ◽  
Copper Alloys ◽  
Pure Copper ◽  
Localized Corrosion ◽  
Natural Seawater ◽  
Copper Corrosion ◽  
New Approach ◽  
The Past ◽  
Copper Tolerant

The corrosion of copper and copper alloys in a marine environment is of great concern because of their widespread use in heat exchangers and steam condensers in which natural seawater is the coolant. It has become increasingly evident that microorganisms play an important role in the corrosion of a number of metals and alloys under a variety of environments. For the past 15 years the use of SEM has proven to be useful in studying biofilms and spatial relationships between bacteria and localized corrosion of metals. Little information, however, has been obtained using TEM capitalizing on its higher spacial resolution and the transmission observation of interfaces. The research presented herein is the first step of this new approach in studying the corrosion with biological influence in pure copper.Commercially produced copper (Cu, 99%) foils of approximately 120 μm thick exposed to a copper-tolerant marine bacterium, Oceanospirillum, and an abiotic culture medium were subsampled (1 cm × 1 cm) for this study along with unexposed control samples.

High resolution at low voltage: A new approach

1989 ◽  
Vol 47 ◽  
pp. 76-77
Author(s):  
Arthur V. Jones
Keyword(s):  
Low Voltage ◽  
Emission Sources ◽  
New Approach ◽  
Design Concepts ◽  
Probe Diameter ◽  
Low Voltage Operation ◽  
Sufficient Intensity ◽  
Electron Microscopes ◽  
Scanning Electron Microscopes ◽  
Immersion Type

With the introduction of field-emission sources and “immersion-type” objective lenses, the resolution obtainable with modern scanning electron microscopes is approaching that obtainable in STEM and TEM-but only with specific types of specimens. Bulk specimens still suffer from the restrictions imposed by internal scattering and the need to be conducting. Advances in coating techniques have largely overcome these problems but for a sizeable body of specimens, the restrictions imposed by coating are unacceptable.For such specimens, low voltage operation, with its low beam penetration and freedom from charging artifacts, is the method of choice.Unfortunately the technical dificulties in producing an electron beam sufficiently small and of sufficient intensity are considerably greater at low beam energies — so much so that a radical reevaluation of convential design concepts is needed.The probe diameter is usually given by

New approach to drawing in dental anatomy

1968 ◽  
Vol 32 (3) ◽  
pp. 279-282
Author(s):  
JI Mock ◽  
JW Grenfell ◽  
WA Richter
Keyword(s):  
New Approach ◽  
Dental Anatomy

Errata

1969 ◽  
Vol 34 (2) ◽  
pp. 176-176
Keyword(s):  
Speech Audiometry ◽  
New Approach ◽  
Sentence Reading

In the November 1968 issue of this journal, Margaret M. Martyn’s name was misspelled Martin on page 315. In the same issue, page 325, column 2 (Jerger, Speaks, and Trammell, “A New Approach to Speech Audiometry”), the sentence reading “Whenever the loss is sloping, however, the PB area underestimates and the SSI area overestimates the amount of handicap” should read as follows: “Whenever the loss is sloping, however, the PB area overestimates and the SSI area underestimates the amount of the handicap.”

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