117 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza


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Conceptual advances in the field of membrane transport have, in the main, utilized artificial membranes, both planar and vesicular. Systems of biological interest,viz., cells and organelles, resemble vesicles in size and geometry. Methods are, therefore, required to extend the results obtained with planar membranes to liposome systems. In this report we present an analysis of a fluorescence technique, using the divalent cation probe chlortetracycline, in small, unilamellar vesicles, for the study of divalent cation fluxes. An ion carrier (X537 A) and a pore former (alamethicin) have been studied. The rate of rise of fluorescence signal and the transmembrane ion gradient have been related to transmembrane current and potential, respectively. A second power dependence of ion conduction-including the electrically silent portion thereof — on X537 A concentration, has been observed. An exponential dependence of ldquocurrentrdquo on ldquotransmembrane potentialrdquo in the case of alamethicin is also confirmed. Possible errors in the technique are discussed.

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The electronic absorption and i.r. spectroscopic studies are reported for the hydrogen bonding systems involving alcohol and various ketones. It is shown that the hydrogen bonding abilities of ketones are determined by the extent of delocalization of the lone pair electrons in their non-bonding molecular orbitals. Evidence for the formation of very weak intermolecular hydrogen bonds between alcohol and the π-electron part of the dicarbonyls has also been presented from the i.r. studies in the 3400–3700 cm−1 region.

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Several iron(II, III) complexes of N, N'-di(2-)pyridyl thiourea have been synthesized. The preparation of the complexes from iron(III) salts proceeds through a reduction of iron(III) to iron(II) followed by a subsequent reoxidation. The Moumlssbauer, electronic and infrared spectra of these complexes have been measured. The results are concordant with the coordination of pyridine nitrogens and thiocarbonyl sulfur yielding polymeric complexes. A variable temperature NMR study of the free ligand shows that two conformation are accessible for it in solution at subambient temperatures.

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Abstract is not availabe.

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Among different methods, the transmission-line or the impedance tube method has been most popular for the experimental evaluation of the acoustical impedance of any termination. The current state of method involves extrapolation of the measured data to the reflecting surface or exact locations of the pressure maxima, both of which are known to be rather tricky. The present paper discusses a method which makes use of the positions of the pressure minima and the values of the standing-wave ratio at these points. Lippert's concept of enveloping curves has been extended. The use of Smith or Beranek charts, with their inherent inaccuracy, has been altogether avoided. The existing formulas for the impedance have been corrected. Incidentally, certain other errors in the current literature have also been brought to light.Subject Classification: 85.20.

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Analogies between the properties of black holes (in the framework of strong gravity) and those of elementary particles are discussed especially in connection with recent works on black holes with gauge charges and blackhole thermodynamics.

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For the experimental evaluation of the acoustical impedance of a termination by the impedance-tube method at low frequencies, the length of the impedance tube is a problem. In the present paper, the method of exact analysis of standing waves developed by the authors for the stationary medium as well as for mean flow, has been extended for measurement of the acoustical impedance of a termination at low frequencies. The values of the tube attenuation factor and the wave number at the low frequency of interest are established from the experiment conducted, with the given impedance tube, at a higher frequency. Then, exciting the tube at the desired low frequency it is sufficient to measure sound pressure at three differenct locations (not necessarily the minima) in order to evaluate reflection coefficient and hence the impedance of the termination at that frequency.

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The transmission-line or the impedance-tube method for the measurement of the acoustic impedance of any termination involves a search for various minima and maxima of pressure. For this purpose, arrangement has to be made for the microphone to travel along the length of the impedance tube, and this complicates the design of the tube considerably. The present paper discusses a method which consists in evaluating the tube attenuation factor at any convenient frequency by making use of measured SPL's at two (or more) fixed locations with a rigid termination, calculating the tube attenuation factor and wave number at the required frequency of interest with or without mean flow (as applicable), and finally evaluating the impedance of the given termination by measuring and using SPL's at three (or more) fixed locations. Thus, the required impedance tube is considerably smaller in length, simpler in design, easier to manufacture, cheaper in cost and more convenient to use. The design of the tube is also discussed. Incidentally, it is also possible to evaluate the impedance at any low frequency without having to use a larger impedance tube.

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A survey of the literature on lanthanide coordination compounds reveals that ligands involving ether oxygens as donor atoms have received very little attention [ 11. Only recently have the complexes of lanthanides with cyclic polyethers been characterized [l-3]. We report in this communication that interaction of rareearth perchlorates with two new ligands namely N,N,N’,N’-tetramethyl-u-carboxamido-Oanisamide (TMCA) and N,N’-di-t-butyl-crcarboxamido- 0-anisamide (DTBCA). The two ligands are potentially tridentate possessing two amide moieties and an ether linkage in between. The isolated complexes have been characterized by analysis, electrolytic conductance, infrared and electronic spectra. The ‘H and “C NMR spectra for the diamagnetic La3+ and Y3+ complexes are also discussed.

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The accretion disk around a compact object is a nonlinear general relativistic system involving magnetohydrodynamics. Naturally, the question arises whether such a system is chaotic (deterministic) or stochastic (random) which might be related to the associated transport properties whose origin is still not confirmed. Earlier, the black hole system GRS 1915+105 was shown to be low-dimensional chaos in certain temporal classes. However, so far such nonlinear phenomena have not been studied fairly well for neutron stars which are unique for their magnetosphere and kHz quasi-periodic oscillation (QPO). On the other hand, it was argued that the QPO is a result of nonlinear magnetohydrodynamic effects in accretion disks. If a neutron star exhibits chaotic signature, then what is the chaotic/correlation dimension? We analyze RXTE/PCA data of neutron stars Sco X-1 and Cyg X-2, along with the black hole Cyg X-1 and the unknown source Cyg X-3, and show that while Sco X-1 and Cyg X-2 are low dimensional chaotic systems, Cyg X-1 and Cyg X-3 are stochastic sources. Based on our analysis, we argue that Cyg X-3 may be a black hole.

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We investigate the transition of a radiatively inefficient phase of a viscous two temperature accreting flow to a cooling dominated phase and vice versa around black holes. Based on a global sub-Keplerian accretion disk model in steady state, including explicit cooling processes self-consistently, we show that general advective accretion flow passes through various phases during its infall towards a black hole. Bremsstrahlung, synchrotron and inverse Comptonization of soft photons are considered as possible cooling mechanisms. Hence the flow governs a much lower electron temperature similar to 10(8) - 10(9.5) K compared to the hot protons of temperature similar to 10(10.2) - 10(11.8) K in the range of the accretion rate in Eddington units 0.01 less than or simiar to (M) over dot less than or similar to 100. Therefore, the solutions may potentially explain the hard X-rays and the gamma-rays emitted from AGNs and X-ray binaries. We finally compare the solutions for two different regimes of viscosity and conclude that a weakly viscous flow is expected to be cooling dominated compared to its highly viscous counterpart which is radiatively inefficient. The flow is successfully able to reproduce the observed minosities of the under-fed AGNs and quasars (e.g. Sgr A*), ultra-luminous X-ray sources (e.g. SS433), as well as the highly luminous AGNs and ultra-luminous quasars (e.g. PKS 0743-67) at different combinations of the mass accretion rate and ratio of specific heats.

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We discuss two temperature accretion disk flows around rotating black holes. As we know that to explain observed hard X-rays the choice of Keplerian angular momentum profile is not unique, we consider the sub-Keplerian regime of the disk. Without any strict knowledge of the magnetic field structure, we assume the cooling mechanism is dominated by bremsstrahlung process. We show that in a range of Shakura-Sunyaev viscosity parameter 0.2 greater than or similar to alpha greater than or similar to 0.0005, flow behavior varies widely, particularly by means of the size of disk, efficiency of cooling and corresponding temperatures of ions and electrons. We also show that the disk around a rotating black hole is hotter compared to that around a Schwarzschild black hole, rendering a larger difference between ion and electron temperatures in the former case. With all the theoretical solutions in hand, finally we reproduce the observed luminosities (L) of two extreme cases-the under-fed AGNs and quasars (e.g. Sgr A') with L greater than or similar to 10(33) erg/s to ultra-luminous X-ray sources with L similar to 10(41) erg/s, at different combinations of mass accretion rate, ratio of specific heats, Shakura-Sunyaev viscosity parameter and Kerr parameter, and conclude that Sgr A' may be an intermediate spinning black hole.

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We investigate viscous two-temperature accretion disc flows around rotating black holes. We describe the global solution of accretion flows with a sub-Keplerian angular momentum profile, by solving the underlying conservation equations including explicit cooling processes self-consistently. Bremsstrahlung, synchrotron and inverse Comptonization of soft photons are considered as possible cooling mechanisms. We focus on the set of solutions for sub-Eddington, Eddington and super-Eddington mass accretion rates around Schwarzschild and Kerr black holes with a Kerr parameter of 0.998. It is found that the flow, during its infall from the Keplerian to sub-Kepleria transition region to the black hole event horizon, passes through various phases of advection: the general advective paradigm to the radiatively inefficient phase, and vice versa. Hence, the flow governs a much lower electron temperature similar to 10(8)-10(9.5) K, in the range of accretion rate in Eddington units 0.01 less than or similar to (M) over dot less than or similar to 100, compared to the hot protons of temperature similar to 10(10.2)-10(11.8) K. Therefore, the solution may potentially explain the hard X-rays and gamma-rays emitted from active galactic nuclei (AGNs) and X-ray binaries. We then compare the solutions for two different regimes of viscosity. We conclude that a weakly viscous flow is expected to be cooling dominated, particularly at the inner region of the disc, compared to its highly viscous counterpart, which is radiatively inefficient. With all the solutions in hand, we finally reproduce the observed luminosities of the underfed AGNs and quasars (e. g. Sgr A*) to ultraluminous X-ray sources (e. g. SS433), at different combinations of input parameters, such as the mass accretion rate and the ratio of specific heats. The set of solutions also predicts appropriately the luminosity observed in highly luminous AGNs and ultraluminous quasars (e. g. PKS 0743-67).