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An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks potx

An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks potx

An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks potx

... Jackwerth and Rubinstein (1996) and Pan (2002). An Equilibrium Model of Rare-Event Premiums149 An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks Jun LiuAnderson ... and Pan (2003), Liu, Longstaff, and Pan (2003) and Das and Uppal (2001). Dufresne and Hugonnier (2001) study the impact of event risk on pricing and hedging of contingent claims.The Review of ... School at UCLAJun PanMIT Sloan School of Management, CCFR and NBERTan WangSauder School of Business at UBC and CC FRThis article studies the asset pricing implication of imprecise knowledge...
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Báo cáo

Báo cáo " Moving parabolic approximation model of point clouds and its application " pdf

... reconstructions of the surface, and estimates of normal and curvature information, are accurate for precise point clouds and robust in the presence of noise. As an application, our proposed model is ... 1Department of Naval Architecture and Ocean Engineering Seoul National University, Seoul 151-744, Korea 2Department of Naval Architecture and Ocean Engineering and Research Institute of Marine ... VNU Journal of Science, Natural Sciences and Technology 24 (2008) 179-185 179 Moving parabolic approximation model of point clouds and its application Zhouwang Yang1, Tae-wan Kim2* 1Department...
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Báo cáo khoa học: Structural flexibility of the methanogenic-type seryl-tRNA synthetase active site and its implication for specific substrate recognition pptx

Báo cáo khoa học: Structural flexibility of the methanogenic-type seryl-tRNA synthetase active site and its implication for specific substrate recognition pptx

... wild-type and tRNA (lane 2,0.12 lM; lane 3, 0.3 lM; lane 4, 0.6 lM; lane 5, 1.2 lM, lane 6,2.4 lM); lanes 7–10, R347A and tRNA (lane 7, 0.12 lM; lane 8,0.3 lM; lane 9, 0.6 lM; lane 10, 1.2 ... flexibility of the methanogenic-type seryl-tRNAsynthetase active site and its implication for specificsubstrate recognitionSilvija Bilokapic1, Jasmina Rokov Plavec1, Nenad Ban2 and Ivana Weygand-Durasevic11 ... Kmvalues for serylation wereestimated for the expressed tRNAs and for in vitrotranscribed tRNACGAas a reference. The Km and kcatvalues for both isoacceptors were similar and compara-ble...
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Báo cáo khoa học:

Báo cáo khoa học: "An Ensemble Model that Combines Syntactic and Semantic Clustering for Discriminative Dependency Parsing" pptx

... baseline.The ensemble model outperforms all of the individ-ual models and does so very consistently across bothfirst-order and second-order dependency models.Error Analysis To better understand the contri-bution ... Nivre and McDonald, 2008; Attardi and Dell’Orletta, 2009; Surdeanu and Manning, 2010).Essentially, all of these approaches combine dif-ferent dependency parsing systems, i.e. transition-based and ... Dell’Orletta, 2009; Surdeanu and Man-ning, 2010), or their training is integrated, e.g. usingstacking (Nivre and McDonald, 2008; Attardi and Dell’Orletta, 2009; Surdeanu and Manning, 2010).Our work...
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Báo cáo khoa học:

Báo cáo khoa học: "A Comparative Study of Hypothesis Alignment and its Improvement for Machine Translation System Combination" pot

... Proceedings of the 47th Annual Meeting of the ACL and the 4th IJCNLP of the AFNLP, pages 941–948,Suntec, Singapore, 2-7 August 2009.c2009 ACL and AFNLPA Comparative Study of Hypothesis Alignment and ... intersection of the two word alignments, and then continuously add new links between backbone and hypothesis if and only if both of the two words of the new link are un-aligned and this link ... Tables 3 and 4, we can see that the intersection word alignment-based expansion method improves the performance in all the dev and test sets for both tasks by 0.2-0.57 BLEU-score and the improvements...
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Báo cáo khoa học: NMR and molecular dynamics studies of an autoimmune myelin basic protein peptide and its antagonist Structural implications for the MHC II (I-Au)–peptide complex from docking calculations ppt

Báo cáo khoa học: NMR and molecular dynamics studies of an autoimmune myelin basic protein peptide and its antagonist Structural implications for the MHC II (I-Au)–peptide complex from docking calculations ppt

... van Nuland2, Anastasios Troganis3, Theodore Tselios4,Spyros Deraos4, John Matsoukas4, Ioannis P. Gerothanassis1 and Alexandre M. J. J. Bonvin21Department of Chemistry, Section of ... 3413NMR and molecular dynamics studies of an autoimmune myelin basicprotein peptide and its antagonistStructural implications for the MHC II (I-Au)–peptide complex from dockingcalculationsAndreas ... b-sheets and alarge proportion of irregular coil.Correspondence to I. P. Gerothanassis, Department of Chemistry,Section of Organic Chemistry and Biochemistry, University of Ioannina, Ioannina...
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Evolution of the Earth    and its Atmosphere   and its Atmosphere

Evolution of the Earth and its Atmosphere and its Atmosphere

... atmosphere, enabling plants and animals to leave the the atmosphere, enabling plants and animals to leave the oceans, and survive and evolve on land.oceans, and survive and evolve on land.♦Between ... years ago and 350 million years ago, Between 450 million years ago and 350 million years ago, land plants and amphibian animals began to appear, and land plants and amphibian animals began to ... ultraviolet radiation and high levels of methane.ultraviolet radiation and high levels of methane. Evolution of the Earth Evolution of the Earth and its Atmosphere and its Atmosphere 600...
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River Water Quality Analysis of Hadano Basin and its Relationship with Nonpoint Sources of Pollution

River Water Quality Analysis of Hadano Basin and its Relationship with Nonpoint Sources of Pollution

... unit loads of pollution (Table 3) from paddy field and cultivated land for COD, TN and TP. For TDS, the area of paddy field and cultivated land were summed up. While selecting the explanatory ... quality and land use in a small river basin running through the urbanizing area of Central Japan, Limnology, 9, 19-26. Banadda E. N., Kansiime F., Kigobe M., Kizza M. and Nhapi I. (2009). Landuse-based ... unit loads of pollution (Table 3). The area of paddy field was converted to the equivalent area of cultivated land based on their ratio of unit loads of pollution for COD, TP and TN, and were...
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An experimental investigation of heat transfer and fluid flow in a rectangular duct with inclined discrete ribs

An experimental investigation of heat transfer and fluid flow in a rectangular duct with inclined discrete ribs

... ISHMT-ASME and 15th National Conference on Heat and Mass transfer conference, Jan12-14, Pune, 2000. [23] Zhang, Y. M., Gu, W. Z. and Han, J. C., “Heat transfer and friction in rectangular channels ... and the flow analysis results. References [1] Saini J.S. Use of artificial roughness for Enhancing Performance of Solar air heater Proceedings of XVII National and VI ISHME/ASME Heat and ... Solanki S.C. and Saini J.S. Heat transfer coefficient and friction factor correlation for the transitional flow regime in rib-roughened rectangular duct. Int. Journal of Heat and Mass Transfer1999;...
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A comparison on cohesive devices between the gift of the magi and its two vietnamese translation versions

A comparison on cohesive devices between the gift of the magi and its two vietnamese translation versions

... &&%B@Vinh universityForeign languages departmentA comparison on cohesive devicesbetween the gift of the magi and its twoVietnamese translation versions(So sánh các phép liên ... B#5!:‹8$ @C#5w7‹8CC#5!C‹8 @!#5!@!‹8 Table 7: Handling of lexical cohesion in the original text and 2 translationversions. '2.5.$/'$''&$/'. ... He(('5,$'#$8!Ahappens, a relation of cohesion is set up, and the two elements, thepresupposing and the presupposed, are thereby at least potentiallyintegrated...
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