605 research outputs found
Rejoinder to a remark on Lin and Chang's paper 'Consistent modeling of S&P 500 and VIX derivatives'
No full textWe appreciate the thorough review and very useful comments of Cheng, Ibraimi, Leippold, and Zhang. The suggestions have helped significantly to improve our original approximation formula and lead us to provide an exact solution under the Lin and Chang (2010) framework and we thank the editor to give us an illustration chance. This rejoinder has two parts. The first presents a VIX option pricing formula in the stochastic volatility (SV) model. The numerical results using the authors' framework and notations are illustrated, too. The second is to explain our approximate formula in Lin and Chang (2010) and points out the limitation and calibrating technique of the approximation. (C) 2012 Elsevier B.V. All rights reserved
Foot-and-mouth disease entrance assessment model through air-passenger violations. Risk Anal
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Chi-Square and F Approximations of Hetelling's Generalized T0^2
No full textTitle: Chi-Square and F Approximations of Hetelling's Generalized T0^2, Author: Davin Y.N. Yip. Location: ThodeChi-square approximation of Retelling's generalized T0^2 have
been investigated by Professor Tiku. In this project, further results
on the approximation are presented and examined. Also, an F approximation
for the distribution of Retelling's generalized T0^2 is proposed. The
results are compared with other approximations and discussed.ThesisMaster of Science (MSc
Newly Discovered Native Orchids of Taiwan (VII)
No full text本文介紹3 種臺灣新發現的野生? (三伯肖頭蕊蘭、蔡氏玉鳳?、小麥脈??)。 Cephalantheropsis dolichopoda (Fukuy.) Lin則是源自Calanthe dolichopoda Fukuy. 的一個新組合名稱。環山羊耳?是未明種亦列入供未來之參考。In this report three new orchids to Taiwan, i.e., Cephalantheropsis longipes, Habenaria tsaiana and Nervilia linearilabia are presented. Cephalantheropsis dolichopoda (Fukuy.) Lin is a new combination from Calanthe dolichopoda Fukuy. Liparis sp. is an unknown species also included for reference
Abundantly expressed hepatic genes and their differential expression in liver of pre-laying and laying geese
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Soil organic matter and soil physicochemical properties associated with forest fires in central Taiwan.
No full textModeling The Elastic Differential Cross-section At Lhc
No full textAn empirical model for the pp elastic differential cross section is proposed. Inspired by early work by Barger and Phillips, we parametrize the scattering amplitude in building blocks, comprising of two exponentials with a relative phase, supplementing the dominant term at small -t with the proton form factor. This model suitably applies to LHC7 and ISR data, enabling to make simple predictions for higher LHC energies and to check whether asymptotia might be achieved. © Copyright owned by the author(s).Antchev, G., (2013) Europhys. Lett., 101, p. 21002Phillips, R.J.N., Barger, V.D., (1973) Phys. Lett., B46, p. 412Grau, A., Pacetti, S., Pancheri, G., Srivastava, Y.N., (2012) Phys. Lett., B714, p. 70D.A. Fagundes, A. Grau, S. Pacetti, G. Pancheri and Y.N. Srivastava, arXiv:1306.0452 [hep-ph]Amaldi, U., Schubert, K.R., (1980) Nucl. Phys., B166, p. 301Ambrosio, M., (1982) Phys. Lett., B115, p. 495Breakstone, A., (1984) Nucl. Phys., B248, p. 253Amos, N.A., (1985) Nucl. Phys., B262, p. 689Breakstone, A., (1985) Phys. Rev. Lett., 54, p. 2180Grau, A., Godbole, R.M., Pancheri, G., Srivastava, Y.N., (2009) Phys. Lett., B682, p. 55Achilli, A., (2011) Phys. Rev., D84, p. 094009Khuri, N.N., Kinoshita, T., (1965) Phys. Rev., 137, pp. B720Froissart, M., (1961) Phys. Rev., 123, p. 1053Martin, A., (1963) Phys. Rev., 129, p. 1432Abreu, P., (2012) Phys. Rev. Lett., 109, p. 06200
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