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Upper and Lower Bounds on Put Option

Upper and Lower Bounds on Put Option

Ngày tải lên : 29/10/2013, 18:05
... Lecture Upper and Lower Bounds on Put Options Proof of Put-Call Parity by No-Arbitrage Principle Example on Arbitrage Opportunity Sergei Fedotov (University of Manchester) 20912 2010 2/8 Upper and Lower ... that ΠT > with non-zero probability Sergei Fedotov (University of Manchester) 20912 2010 3/8 Upper and Lower Bounds on Put Option Reminder from lecture • Arbitrage opportunity arises when a zero ... time t = 0: Sergei Fedotov (University of Manchester) S0 + P0 − C0 = Ee −rT 20912 2010 3/8 Upper and Lower Bounds on Put Option Reminder from lecture • Arbitrage opportunity arises when a zero...
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Báo cáo khoa học: "Estimating Upper and Lower Bounds on the Performance of Word-Sense Disambiguation Programs" docx

Báo cáo khoa học: "Estimating Upper and Lower Bounds on the Performance of Word-Sense Disambiguation Programs" docx

Ngày tải lên : 17/03/2014, 08:20
... Upper and Lower Bounds 5.1 Lower Bounds W e could be in a better position to address the question o f the relative difficulty of interest if we could establish a rough estimate of the upper and ... establish upper and lower bounds on the level of performance that we could expect to obtain We estimated the lower bound by positing a simple baseline system which ignored context and simply ... London and Glasgow Smadja, F and K McKoown (1990), "Automatically Extracting and Representing Collocations for Language Generation," ACL, pp 252259 Small, S and C Rieger (1982), "Parsing and Comprehending...
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Management of acute upper and lower gastrointestinal bleeding potx

Management of acute upper and lower gastrointestinal bleeding potx

Ngày tải lên : 17/03/2014, 15:20
... and nurses It will also be of interest to patients who have suffered from acute GI bleeding and to their carers Management of acute upper and lower gastrointestinal bleeding 1.3 definitions Upper ... between gastroenterology and the referring consultant 11 Management of acute upper and lower gastrointestinal bleeding 4 Resuscitation and initial management 4.1 AIRWAY, BREATHING and CIRCULATION Patients ... compared the efficacy and complications of cyanoacrylate injection and banding ligation for the management of bleeding gastric varices 27 Management of acute upper and lower gastrointestinal...
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New Developments in Upper and Lower Genital Tract Cancer potx

New Developments in Upper and Lower Genital Tract Cancer potx

Ngày tải lên : 22/03/2014, 11:20
... necrotic tumor; and the essential support of family and her primary-care physician More recently, the tumor blocked her femoral veins, causing blood clots and lymphedema of her lower limbs She ... in the vaginal vault area and pelvis, she was given adjuvant radiation therapy to the pelvis and upper vaginal vault This was started two months after her surgery, and was completed over a six-week ... traditional management was surgery, first and foremost As well, the NCIC is also running OV14, where patients are randomized to carboplatin and paclitaxel, the current standard chemotherapy treatment, to...
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Báo cáo hóa học: " Computer simulations of neural mechanisms explaining upper and lower limb excitatory neural coupling Huang and Ferris" docx

Báo cáo hóa học: " Computer simulations of neural mechanisms explaining upper and lower limb excitatory neural coupling Huang and Ferris" docx

Ngày tải lên : 19/06/2014, 08:20
... patterns of contralateral CPGs (upper left and lower right, upper right and lower left) were in-phase while bilateral CPGs (upper left and upper right, lower left and lower right) were out-of-phase ... (ex from upper to lower and from lower to upper CPGs) The upper limb CPG tonic descending drive was set to c up = and the lower limb CPG tonic descending drive was set to c lo = The lower limb ... generated alternating flexor and extensor muscle bursts of the upper left and lower right CPGs that were inphase (Figure 5) Likewise, the upper right and lower left limb flexor and extensor bursts were...
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CONSTRUCTION OF UPPER AND LOWER SOLUTIONS FOR SINGULAR DISCRETE INITIAL AND BOUNDARY VALUE PROBLEMS potx

CONSTRUCTION OF UPPER AND LOWER SOLUTIONS FOR SINGULAR DISCRETE INITIAL AND BOUNDARY VALUE PROBLEMS potx

Ngày tải lên : 23/06/2014, 00:20
... Agarwal, D O’Regan, and P J Y Wong, Positive Solutions of Differential, Difference and Integral Equations, Kluwer Academic Publishers, Dordrecht, 1999 P Habets and F Zanolin, Upper and lower solutions ... Agarwal, D O’Regan, V Lakshmikantham, and S Leela, Existence of positive solutions for singular initial and boundary value problems via the classical upper and lower solution approach, Nonlinear ... Agarwal, D Jiang, and D O’Regan, A generalized upper and lower solution method for singular discrete initial value problems, Demonstratio Math 37 (2004), no 1, 115–122 R P Agarwal, H L¨ , and D O’Regan,...
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Báo cáo toán học: "On the upper and lower chromatic numbers of BSQSs(16)" ppt

Báo cáo toán học: "On the upper and lower chromatic numbers of BSQSs(16)" ppt

Ngày tải lên : 07/08/2014, 06:22
... coloured with the colours (1), (2) and (3) is 20 and the number of bi-chromatic blocks coloured with the colours (2) and (3) is at least and so |TX1 ∪X2 ∪X3 | ≥ 27 and this is absurd Let us consider ... introduced by Erd˝s and Hajnal in 1966 [3] o In this paper the concepts of strict colouring and upper and lower chromatic numbers are applied to a particular t-design called a Steiner quadruple system ... for ≤ i ≤ 2; If dH (x) = |{b ∈ B : x ∈ b and b ⊆ H}| and δH (x) = |{b ∈ B : x ∈ b − {x} and b ⊆ X − H}|, then dH (x) + δH (x) = f (v, h) − f (v, h − 1) Upper chromatic number of BSQS(16) Let us...
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Báo cáo toán học: "Upper and lower bounds for Fv (4, 4; 5)" pps

Báo cáo toán học: "Upper and lower bounds for Fv (4, 4; 5)" pps

Ngày tải lên : 08/08/2014, 11:20
... integers k and a1 , a2 , · · ·, ar , Fv (a1 , a2 , · · ·, ar ; k) exists if and only if k > max{a1 , · · ·, ar } Recently Dudek and R¨dl gave a o new proof with a relatively small upper bound ... Kolev and Nenov [7] proved that Fv (4, 4; 5) 26 Later in 2007, Kolev [5] pushed down this bound to 25 In [12], Nenov proved that Fv (4, 4; 5) 16 In this note, we will improve the upper and lower ... to show that F (4, 4; 5) 23 The lower bound For a graph G, a complete graph K and vertex set S ⊆ V (G), we say that S is (G, +v, K) maximal if and only if K G[S] and K ⊆ G[S ∪ {v}], for every vertex...
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Báo cáo y học: " Visor flap for total upper and lower lip reconstruction: a case report" pdf

Báo cáo y học: " Visor flap for total upper and lower lip reconstruction: a case report" pdf

Ngày tải lên : 11/08/2014, 17:21
... the first noma patient managed at our hospital, and the valuable lessons learnt This is also the first report of a total upper and lower lip, beard and moustache reconstruction using a scalp visor ... eventually lost both his upper and lower lips, parts of the maxilla and some teeth, as well as the ability to open his mouth Concurrently, he had developed difficulties with eating and speech On examination, ... [13,14] Gousheh et al used occipital scalp island flaps for total upper lip reconstruction [15] There is no previous report of a simultaneous total upper and lower lip reconstruction, in a patient with...
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Tài liệu Báo cáo khoa học: Treatment of neutral glycosphingolipid lysosomal storage diseases via inhibition of the ABC drug transporter, MDR1 Cyclosporin A can lower serum and liver globotriaosyl ceramide levels in the Fabry mouse model doc

Tài liệu Báo cáo khoa học: Treatment of neutral glycosphingolipid lysosomal storage diseases via inhibition of the ABC drug transporter, MDR1 Cyclosporin A can lower serum and liver globotriaosyl ceramide levels in the Fabry mouse model doc

Ngày tải lên : 19/02/2014, 07:20
... on tissue Gb3 GSLs were extracted from kidney and liver of control and CsA-treated Fabry mice after weeks recovery post ERT, and from CsA-treated and untreated wildtype mice The Gb3 content was ... lanes and 3, GSL standards: from the top GlcCer, LacCer, Gb3,Gb4,Gb5 (Forssman), GM3, GM2,GM1; lanes and 4, lipid extract of wild-type liver; (F, G) lane 1, GSL standards; lanes and 4, lipid extracts ... mouse serum and the small volumes available precluded the use of TLC overlay to detect Gb3 A more sensitive VT1-based ELISA assay was used [38] This assay was linear < 60 ng standard Gb3 and was...
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Báo cáo khoa học: Function of microRNA-375 and microRNA-124a in pancreas and brain doc

Báo cáo khoa học: Function of microRNA-375 and microRNA-124a in pancreas and brain doc

Ngày tải lên : 29/03/2014, 22:21
... Baroukh and E Van Obberghen Function of miR-375 and 124a in pancreas and brain Fig Schematic representation of the functional and common implications of miR-375 and miR-124a in pancreas and brain ... French government works N N Baroukh and E Van Obberghen Function of miR-375 and 124a in pancreas and brain A B Fig Human (hsa) and mouse (mmu) miR-375 (A) and miR-124a isoform (B) miRNA sequences ... works 6511 Function of miR-375 and 124a in pancreas and brain N N Baroukh and E Van Obberghen abundant in the upstream sequences of two important miRNAs, miR-1 and miR -124 [44] The miR-375 gene is...
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báo cáo hóa học:" Review Article An Overview of the Lower and Upper Solutions Method with Nonlinear Boundary Value Conditions" doc

báo cáo hóa học:" Review Article An Overview of the Lower and Upper Solutions Method with Nonlinear Boundary Value Conditions" doc

Ngày tải lên : 21/06/2014, 11:20
... nondecreasing in t ∈ I Kiguradze uses in 24 regular lower and upper solutions and explain that it is possible to get the same results for lower and upper solutions whose first derivatives are not absolutely ... Coster and P Habets, Two-Point Boundary Value Problems: Lower and Upper Solutions, vol 205 of Mathematics in Science and Engineering, Elsevier, Amsterdam, The Netherlands, 2006 13 C De Coster and ... “The lower and upper solutions method for boundary value problems,” in Handbook of Differential Equations, pp 69–160, Elsevier/North-Holland, Amsterdam, The Netherlands, 2004 14 C De Coster and...
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Báo cáo hóa học: "ON LOWER AND UPPER SOLUTIONS WITHOUT ORDERING ON TIME SCALES" potx

Báo cáo hóa học: "ON LOWER AND UPPER SOLUTIONS WITHOUT ORDERING ON TIME SCALES" potx

Ngày tải lên : 22/06/2014, 22:20
... periodicity and boundedness of trigonometric functions, properties of Fuˇ ´k spectrum and the existence cı of intersections of lower and upper solutions (for the survey on lower and upper solutions, ... we present the basic definitions and notations for lower and upper solutions and we amend the existing results for well-ordered pairs Let us first define lower and upper solutions for BVP (1.6) Definition ... satisfy the assumptions (i) and (ii) from Theorem 3.2 Assume that α1 and α2 are lower solutions and β1 and β2 are upper solutions of (1.6) which satisfy α1 β1 , α2 β2 , (4.1) and assume that there...
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STABILITY OF PERIODIC SOLUTIONS OF FIRST-ORDER DIFFERENCE EQUATIONS LYING BETWEEN LOWER AND UPPER pptx

STABILITY OF PERIODIC SOLUTIONS OF FIRST-ORDER DIFFERENCE EQUATIONS LYING BETWEEN LOWER AND UPPER pptx

Ngày tải lên : 23/06/2014, 00:20
... asymptotically stable from above Note that α ≡ −1 and β ≡ is a pair of lower and upper solutions that are no solutions of this problem and conditions (H) and (H f ) hold in [α,β] for N = Remark 4.4 ... (2005), no 1, 45–57 E N Dancer, Upper and lower stability and index theory for positive mappings and applications, Nonlinear Anal 17 (1991), no 3, 205–217 E N Dancer and P Hess, Stability of fixed ... (1991), 125–139 C De Coster and P Habets, Upper and lower solutions in the theory of ODE boundary value problems: classical and recent results, Non-Linear Analysis and Boundary Value Problems...
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Cambridge.University.Press.Upper.Motor.Neurone.Syndrome.and.Spasticity.Clinical.Management.and.Neurophysiology.Jun.2008.pdf

Cambridge.University.Press.Upper.Motor.Neurone.Syndrome.and.Spasticity.Clinical.Management.and.Neurophysiology.Jun.2008.pdf

Ngày tải lên : 21/09/2012, 11:02
... Hutchinson and H Kerr Graham Index 241 Geoff Sheean The measurement of spasticity 64 Garth R Johnson and Anand D Pandyan Physiotherapy management of spasticity 79 Roslyn N Boyd and Louise Ada Seating and ... This page intentionally left blank Upper Motor Neurone Syndrome and Spasticity Second Edition Upper Motor Neurone Syndrome and Spasticity Clinical Management and Neurophysiology Second Edition ... techniques and surgery We have also stressed the importance of adequate measurement techniques and, indeed, Chapter has been completely rewritten by Garth R Johnson and Arnand D Pandyan We hope...
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English vocab in use upper intermediate and advnaced

English vocab in use upper intermediate and advnaced

Ngày tải lên : 04/10/2012, 11:20
... For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit ... www.tailieuduhoc.org For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit ... www.tailieuduhoc.org For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit www.tailieuduhoc.org For more material and information, please visit...
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Báo cáo y học: "Prohormones for prediction of adverse medical outcome in community-acquired pneumonia and lower respiratory tract infections"

Báo cáo y học: "Prohormones for prediction of adverse medical outcome in community-acquired pneumonia and lower respiratory tract infections"

Ngày tải lên : 25/10/2012, 10:02
... infection and inflammation; the atrial-natriuretic peptide proANP and proET-1 as markers of cardiac and endothelial function, and the vasopressin precursor copeptin as a marker of stress and fluid ... PS, BM and MCC had the idea and initiated the study MCC, WZ, HCB, MW, PS, US, and BM designed the study and wrote the protocol PS, US, KR, RT, CF, IW, SN, CB, TF, RS, CH, TB, CH, MK, WZ and BM ... 91.1%, 87.6% and 86.1% of patients, respectively Calibration of PSI score and CURB65 score Both PSI and CURB65 significantly overestimated the mortality risk in CAP patients (P = 0.003 and 0.01 for...
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Báo cáo y học: "Primary lower limb lymphedema: a focus on its functional, social and emotional impac"

Báo cáo y học: "Primary lower limb lymphedema: a focus on its functional, social and emotional impac"

Ngày tải lên : 25/10/2012, 11:40
... investigation, and current treatment of lower limb lymphedema Arch Surg 2003; 138:152-61 Smeltzer DM, Stickler GB, Schirger A Primary lymphedema in children and adolescents: a follow-up study and review ... that may suffer from the same problem”, and when information on his professional status was asked he added: “I could not spend too much time standing up and I lost my job” Case presentation The ... vitality, mental health, social functioning, and general health SF-36 metric patterns of the two patients were registered and are shown in Table and a description of these two cases follows below...
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A study on the opportunities for and constraints on developing students’ oral skills at an upper-secondary school

A study on the opportunities for and constraints on developing students’ oral skills at an upper-secondary school

Ngày tải lên : 07/11/2012, 14:44
... (Seliger and Shohamy, 1990) which consist of a number of specific and defined questions determined beforehand, and allow some elaboration in questions and answers After the questionnaires and class ... teaching and learning at Doluong Upper- Secondary School and the Research methodology The methodology includes the participants and instruments of the study Chapter 3: Data analysis and discussion ... the activity and must plan it, organize it, start it, monitor it, time it and conclude it The teacher is active and, remaining sensitive to the atmosphere and pace of the group and noting persistent...
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