1,721,000 research outputs found
The value of embedded real options : evidence from consumer automobile lease contracts — a note
No full textGiaccotto et al. [2007. Journal of Finance 62, 411–445] provide a simple model for pricing the cancellation and the purchase options typically embedded in automobile lease contracts, assuming constant interest rates. They show that the cancellation option is worthless because of a penalty applied if the lease is terminated before maturity. We extend their results by developing a model with stochastic interest rates, and show that the cancellation option has a significant value also in presence of the penalty. We provide sufficient conditions to make the cancellation option worthless in our more general framework
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Sulla soluzione diffusiva dell'equazione di Richards
No full textGli approcci tradizionali alla modellazione dell'innesco dei fenomeni franosi conseguenti a eventi di pioggia si basano comunemente sull'assunzione di condizioni stazionarie o quasi-stazionarie per il deflusso subsuperficiale, accoppiata con uno schema di analisi di stabilità a "pendio indefinito". Recenteente, studi condotti da Iverson[2000] hanno in qualche modo rilassato tale ipotesi, considerando il contributo all'instabilità dato dalla redistribuzione delle pressioni interstiziali nella direzione normale al pendio, modellato attraverso un modello di diffusione lineare derivato dalle equazioni di Richards. In questo studio verifichiamo l'applicabilità di tale schema ad alcuni casi reali in cui sono state stimate le proprietà idrauliche del suolo mirando alla determinazione delle scale temporali degli eventi di pioggia più critiche per la stabilità dei pendii.
Ci occupiamo inoltre della variabilità spaziale di tali proprietà e della sua influenza sull'accuratezza dell'approccio. Lo studio è stato condotto sulla base della soluzione analitica di Iverson (2000) e di suoi sviluppi recenti (D'Odorico et al.), di cui si rappresenta un'estensione al caso in cui si abbia fondo impermeabile a profondità finita, e su soluzioni numeriche 1D sviluppate dagli autori.
Lo schema di diffusione lineare dell'equazione di Richards è stato confrontato con soluzioni numeriche approssimate 1D dell'equazione di Richards, approssimando la diffusività idraulica con una procedura di ottimizzazione in modo da ottenere con il metodo semplificato valori della pressione massima paragonati con i valori numerici e istante di picco.
I risultati ottenuti forniscono importanti indicazioni sull'applicabilità di schemi semplificati (come quello di Iverson) in situazioni dove forti gradienti spaziali delle proprietà idrauliche del suolo rendano complicata l'identificazione di ben distinte scale temporali per l'innesco delle frane
Thermodynamics of fractal networks
No full textOptimal channel networks are fractal structures that bear a striking resemblance to real rivers. They are obtained by minimizing an energy functional associated with spanning trees. We show that large network development effectively occurs al zero temperature since the entropy scales subdominantly with system size compared to the energy. Thus these networks develop under generic conditions and freeze into a static scale-free structure. We suggest a link of optimal channel networks with self-organized critical systems and critical phenomena which exhibit spatial and temporal fractality, the former under generic conditions and the latter on fine tuning
Partial melting of carbonatic ultracataclasites due to seismic faulting (Southern Grigna, Central Alps, Italy)
No full text
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
a flexible numerical approach to solving a generalized Richards' equation problem and some applications
No full textA numerical program has been developed to study the motion of a fluid (e.g. rainfall water) within a porous medium (e.g. soil) in unsaturated conditions; the motion was considered to be one- dimensional vertically downward in first approximation. The motion is governed by Richards’ Equation, which is integrated numerically by the program with a typical implicit finite-difference Crank-Nicholson scheme. The program can also integrate simultaneously the heat transport equation within the soil, with the same numerical scheme, which is generally suitable for parabolic problems. The problem is highly nonlinear because both equations’ coefficients (hydraulic and thermal conductivities, hydraulic and thermal capacities, etc) and source-sink terms can depend on the solution its
elf, above all on the value of suction head. These dependencies are expressed by parametric relationships [Van Genuchten, Gardner, Brooks and Coorey, et al.] whose parameters are time-invariant but can be space-variant. The main goal of this work is to model the local behaviour of pressure head in space (at different soil depths) and time, with two purposes. The first one, which is strictly hydrological, is to estimate water volumes contained in soil and surface and subsurface fluxes in the vadose zones; the second one is the characterisation (by using an indefinite slope model) of the variations of hillslope safety factor due to the variations of water pressure head and soil effective stresses during severe rainfall events
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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