7,487 research outputs found
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
No full textWe study the Leland model for hedging portfolios in the presence of a constant proportional transaction costs coefficient. The modified Leland's strategy recently defined by the second author, contrarily to the classical one, ensures the asymptotic replication of a large class of payoff. In this setting, we prove a limit theorem for the deviation between the real portfolio and the payoff. As Pergamenshchikov did in the framework of the usual Leland's strategy, we identify the rate of convergence and the associated limit distribution. This rate turns out to be improved using the modified strategy and non periodic revision dates.Asymptotic hedging ; Leland-Lott strategy ; Transaction costs ; Martingale limit theorem.
Plan du Port Western à la côte sud de la Nle.-Hollande (Détroit de Bass) [cartographic material] /
No full textMap of Western Port in Victoria. Relief shown by soundings and hachures.; In lower left margin: Grave par Ambroise Tardieu.; In lower right margin: Ecrit par Besancon et Hacq.; Plate 6 from: Voyage de la corvette l'Astrolabe execute pendant les annees 1826-1827-1828-1829 sous le commandement de M. Jules Dumont d'Urville, Capitaine de Vaisseau. Atlas. Paris : Publie par J. Tastu, editeur, 1833.; Tooley, 510; Also available online http://nla.gov.au/nla.map-ra113-s34
Carte particulière de la Baie Tasman Île Tavaï-Pounamou, Nouvelle-Zélande, reconnue par le Capitaine de frégate Dumont D'Urville [cartographic material] /
No full textMap of Tasman Bay, New Zealand showing track of l'Astrolabe in 1827. Relief shown by soundings and hachures.; In lower left margin: Grave par Ambroise Tardieu.; In lower right margin: Ecrit par Besancon et Hacq.; Plate 12 from: Voyage de la corvette l'Astrolabe execute pendant les annees 1826-1827-1828-1829 sous le commandement de M. Jules Dumont d'Urville, Capitaine de Vaisseau. Atlas. Paris : Publie par J. Tastu, editeur, 1833.; Prime meridian: Paris.; Tooley, 516; Also available online http://nla.gov.au/nla.map-ra113-s40
Plan de l'Anse de l'Astrolabe dans la Baie de Tasman, (Détroit de Cook) [cartographic material] /
No full textMap of Astrolabe Roadstead, New Zealand. Relief shown by soundings and hachures.; In lower left margin: Grave par Chassant.; In lower right margin: Ecrit par Besancon et Hacq.; Plate 14 from: Voyage de la corvette l'Astrolabe execute pendant les annees 1826-1827-1828-1829 sous le commandement de M. Jules Dumont d'Urville, Capitaine de Vaisseau. Atlas. Paris : Publie par J. Tastu, editeur, 1833.; Tooley, 518; Also available online http://nla.gov.au/nla.map-ra113-s42
Plan général du Port du Roi Georges sur la côte occidentale de la Nouvelle-Hollande [cartographic material] /
No full textMap of King George Sound in Western Australia. Relief shown by hachures and soundings.; In lower left margin: Grave par Caplin.; In lower right margin: Ecrit par Besancon et Hacq.; Plate 3 from: Voyage de la corvette l'Astrolabe execute pendant les annees 1826-1827-1828-1829 sous le commandement de M. Jules Dumont d'Urville, Capitaine de Vaisseau. Atlas. Paris : Publie par J. Tastu, editeur, 1833.; Tooley, 507; Also available online http://nla.gov.au/nla.map-ra113-s31. Vue de l'atterage du Port du Roi Georges, Bald-head restant au N. 28* 0, a trois lieues
Report of surface observation from a fixed land station _ SUPP _ DIRNE : METZ-NANCY-LORRAINE ,NANCY-ESSEY, BESANCON, LUXEUIL, DORANS, DOLE TAVAUX SA
No full text---- The bulletin collects SYNOP reports:FM 12 (SYNOP, Report of surface observation from a fixed land station).(Refer to WMO No.306 - Manual on Codes for the definition of WMO international codes)---- The SMFR33 TTAAii Data Designators decode (2) as:T1 (S): Surface data.T2 (M): Main synoptic hour.A1A2 (FR): France.(2: Refer to WMO No.386 - Manual on the GTS - Attachment II.5)---- The bulletin collects reports from stations:Metz.Nancy.Lorraine.aeroport, Nancy-essey, Besancon, Luxeuil, Dorans and Dole-tavau
MRI pattern of progressive multifocal leukoencephalopathy (PML) in AIDS. Pathological correlations
No full textProgressive multifocal leukoencephalopathy (PML) is a demyelinating disease which occurs in immunodepressed subjects and is particularly frequent in AIDS. Some authors having drawn attention to the protein aspect of the disease and claimed that AIDS may lose its basic characteristics and affect the grey matter as well as the white matter, we reviewed a series of 8 patients who had been biopsied and/or autopsied and had been examined at least once by MRI. In this series, contrary to what is regularly observed in toxoplasmic abcesses we did not find any lesion of the grey matter or any mass effect. On the other hand, we confirmed that PLM is not multifocal in all cases and that it course may be interrupted by prolonged remissions. The MRI criteria for PML therefore are reliable, provided multiple T2-weighted slices in coronal plane are performed, clearly showing the anatomy of the white fibres affected. However, it must be borne in mind that HIV-infected patients often have other associated brain pathologies, especially when the immune deficiency increases.INST PASTEUR HOP,F-75015 PARIS 15,FRANCEHOP HENRY DUNANT,PARIS,FRANCEFAC MED & PHARM BESANCON,F-25030 BESANCON,FRANCEESCOLA PAULISTA MED SCH,BR-04023 SAO PAULO,BRAZILHOP LARIBOISIERE,F-75475 PARIS 10,FRANCEHOP ST ANNE,F-75674 PARIS 14,FRANCEHOP HENRI MONDOR,F-94010 CRETEIL,FRANCEESCOLA PAULISTA MED SCH,BR-04023 SAO PAULO,BRAZILWeb of Scienc
Observer Based Predictive Controller for Hall-Heroult Process
No full textHall-Héroult process is a complex electrolysis procedure to produce aluminum at industrial scale. Due to the extreme operational conditions, it is difficult to continuously measure and precisely control this process. This results into limitations in the efficiency. This paper proposes a linear predictive control strategy for process states regulation. The solution relies on the use of an estimator and considers the process constraints to enhance productivity. Based on real industrial conditions, a tuning procedure is discussed and the proposed control approach is illustrated and tested in different simulation scenarios
Groundwater vulnerability assessment at the tectonic boundary of a karst aquifer (L’Aquila-Scoppito Plain, Central Italy)
No full textDISCOVERY OF MASSIVE YOUNG STELLAR OBJECTS IN THE GALACTIC CENTER WITH WARM CO GAS ABSORPTION
No full textAuthor Institution: IPAC/CALTECH; OHIO STATE U.; CALTECH; NASA/GODDARD SPACE FLIGHT CENTER; SETI INSTITUTE; ST. ANDREWS U., UK; OBS. BESANCON, FRANCE; HARVARD-SMITHSONIAN CENTER FOR ASTROPHYSICS; SPITZER SCIENCE CENTER, CALTECHWe report the detection of several molecular gas-phase and ice absorption features in three photometrically-selected young stellar object (YSOs) candidates in the central 280~pc of the Milky Way. Our spectra, obtained with the Infrared Spectrograph (IRS) onboard the {\it Spitzer Space Telescope}, reveal gas-phase absorption from CO (15.0 m), CH (13.7 m) and HCN (14.0 m). We attribute this absorption to warm, dense gas in the massive YSOs. We also detect strong and broad 15.2 m CO ice absorption features, with an absorption profile indicating the presence of thermally processed CO ice. Our IRS observations demonstrate the youth of these objects, and provide the first spectroscopic identification of massive YSOs in the Galactic Center
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