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


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In 1984 Jutila [5] obtained a transformation formula for certain exponential sums involving the Fourier coefficients of a holomorphic cusp form for the full modular group SL(2, Z). With the help of the transformation formula he obtained good estimates for the distance between consecutive zeros on the critical line of the Dirichlet series associated with the cusp form and for the order of the Dirichlet series on the critical line, [7]. In this paper we follow Jutila to obtain a transformation formula for exponential sums involving the Fourier coefficients of either holomorphic cusp forms or certain Maass forms for congruence subgroups of SL(2, Z) and prove similar estimates for the corresponding Dirichlet series.

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We study the accretion of modified Chaplygin gas upon different types of black holes. Modified Chaplygin gas is one of the best candidates for a combined model of dark matter and dark energy. In addition, from a field theoretical point of view the modified Chaplygin gas model is equivalent to that of a scalar field having a self-interacting potential. We formulate the equations related to both spherical accretion and disc accretion, and respective winds. The corresponding numerical solutions of the flow, particularly of velocity, are presented and analysed. We show that the accretion-wind system of modified Chaplygin gas dramatically alters the wind solutions, producing faster winds, upon changes in physical parameters, while accretion solutions qualitatively remain unaffected. This implies that modified Chaplygin gas is more prone to produce outflow which is the natural consequence of the dark energy into the system.

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A new formula for the solution of the general Abel Integral equation is derived, and an important special case is checked with the known result.

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Black carbon (BC) aerosol mass concentrations measured using an aethalometer at Anantapur, a semi-arid tropical station in the southern part of peninsular India, from August 2006 to July 2007 are analyzed. Seasonal and diurnal variations of BC in relation to changes in the regional meteorological conditions have been studied along with the mass fraction of BC to the total aerosol mass concentration (M-t) and fine particle mass (FPM) concentration in different months. The data collected during the study period shows that the annual average BC mass concentration at Anantapur is 1.97 +/- 0.12 mu g m(-3). Seasonal variations of BC aerosol mass concentration showed high during the dry (winter and summer) seasons and low during the post-monsoon followed by the monsoon seasons. Diurnal variations of BC aerosols attain a gradual build up in BC concentration from morning and a sharp peak occurs between 07:00 and 09:00 h almost an hour after local sunrise and a broad nocturnal peak from 19:00 to 21:00 h with a minimum in noon hours. The ratio of BC to the fine particle mass concentration was high during the dry season and low during the monsoon season. The regression analysis between BC mass concentration and wind speed indicates that, with increase in wind speeds the BC mass concentrations would decrease and vice-versa. Aerosol BC mass concentration shows a significant positive correlation with total mass concentration (M-t) and aerosol optical depth (ACID, tau(p)) at 500 nm. (C) 2010 Elsevier B.V. All rights reserved.

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Partial substitution of Cu in the chain by the phosphate ion stabilizes LnSr(2)Cu(3)O(7) (Ln = Gd, Dy or Ho) in the 123 structure. The LnSr(2)Cu(2.8)(PO4)(0.2)O-y derivatives exhibit incommensurately modulated structures. The holmium oxy-phosphate derivative has been rendered superconducting by the partial substitution of Ho by Ca.

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The reactions of the mononuclear cyclodiphosphazane complexes, cis-[Mo(CO)(4){cis-[PhNP(OR)](2)}(2)] with [Mo(CO)(4)(nbd)] (nbd = norbornadiene). [Mo(CO)(4)(NHC5H10)(2)] or [MCl(2)(cod)] (cod = cycloocta-1,5-diene) afforded the homobimetallic complexes; [Mo-2(CO)(8){mu-cis-[PhNP(OR)](2)}(2)] (R = C(5)H(4)Me-p 5 or CH2CF3 6) or the heterobimetallic complexes. [Mo-2(CO)(8){mu-cis-[PhNP(OE)](2)}(2)MCl(2)] (R = C(6)H(4)Me-p; M = Pd 7 or Pt 8). In all the above complexes, the two metal moieties are bridged by two cyclodiphosphazane ligands. The reactions of the mononuclear complexes, cis-[M(CO)(4)(A){cis-[PhNP(OC(6)H(4)Me-p)](2)}] with (M'Cl-2(cod)] afforded the trinuclear complexes, cis-[M'Cl-2[M(CO)(4)(A){cis-[PhNP(OC(6)H(4)Me-p)](2)}](2)] (M' = Pd, M = Mo, A = P(OMe)(3) 10; M' = Pt, M = Mo. A = P(OMe)(3) 11; M' = Pd. M = W. A = NHC5H10 12; M' = Pt, M = W. A = NHC5H10 13). The structure of the complex 5 has been determined by single-crystal X-ray crystallography.

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The structure of N-3-benzoyl-2',3'-di-O-benzoyluridine, C30H24N2O9, has two molecules in the asymmetric unit. The uracil bases of both the molecules are in the anti conformation with respect to the ribose moiety and the furanosyl rings adopt a C3'-endo conformation. The orientation about the C4'-C5' bond is gauche-gauche. The two crystallographically independent molecules are linked through several C-H ... O hydrogen bonds. The nucleoside molecules pack as columns along the a axis and these columns repeat along the c axis.

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[1] During a comprehensive aerosol field campaign, simultaneous measurements were made of aerosol spectral optical depths, black carbon mass concentration (M-b), total (M-t) and size segregated aerosol mass concentrations over an urban continental location, Bangalore (13 degreesN, 77 degreesE, 960 m msl), in India. Large amounts of BC were observed; both in absolute terms and fraction of total mass (similar to11%) and submicron mass (similar to23%) implying a significantly low single scatter albedo. The aerosol visible optical depth (tau(p)) was in the range 0.24 to 0.45. Estimated surface forcing is as high as -23 W m(-2) and top of the atmosphere (TOA) forcing is +5 Wm(-2) during relatively cleaner periods (tau(p) similar to 0.24). The net atmospheric absorption translates to an atmospheric heating of similar to0.8 K day(-1) for cleaner periods and similar to1.5 K day(-1) for less cleaner periods (tau(p) similar to 0.45). Our observations raise several issues, which may have impacts to regional climate and monsoon.

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The non-resonant perturbation formula for the measurement of interaction impedance of a folded-waveguide slow-wave structure was derived for the relevant electromagnetic field configuration at the axis of the beam-hole of the structure. Efficacy of the theory was benchmarked through virtual measurement using 3D electromagnetic modeling in CST-studio.

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Electrochemically deposited Cu-Ni black coatings on molybdenum substrate from ethylenediaminetetraacetic acid (EDTA) bath solution are shown to exhibit good optical properties (alpha = 0.94, epsilon = 0.09). The deposit is characterized by X-ray diffraction (XRD), transmission electron microscopy (TEM) and X-ray photoelectron spectroscopy (XPS). Cu is present in metallic and +2 oxidation states in the as-prepared Cu-Ni black coating, whereas Ni2+ as well as Ni3+ species are observed in the same coating. Cu and Ni are observed in their metallic state after 10 and 20 min sputtering. X-ray initiated Auger electron spectroscopy (XAES) of Cu and Ni also agrees well with XPS investigations. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Nucleoside diphosphate kinases (NDK) are characterized by high catalytic turnover rates and diverse substrate specificity. These features make this enzyme an effective activator of a pro-drug an application that has been actively pursued for a variety of therapeutic strategies. The catalytic mechanism of this enzyme is governed by a conserved histidine that coordinates a magnesium ion at the active site. Despite substantial structural and biochemical information on NDK, the mechanistic feature of the phospho-transfer that leads to auto-phosphorylation remains unclear. While the role of the histidine residue is well documented, the other active site residues, in particular the conserved serine remains poorly characterized. Studies on some homologues suggest no role for the serine residue at the active site, while others suggest a crucial role for this serine in the regulation and quaternary association of this enzyme in some species. Here we report the biochemical features of the Staphylococcus aureus NDK and the mutant enzymes. We also describe the crystal structures of the apo-NDK, as a transition state mimic with vanadate and in complex with different nucleotide substrates. These structures formed the basis for molecular dynamics simulations to understand the broad substrate specificity of this enzyme and the role of active site residues in the phospho-transfer mechanism and oligomerization. Put together, these data suggest that concerted changes in the conformation of specific residues facilitate the stabilization of nucleotide complexes thereby enabling the steps involved in the ping-pong reaction mechanism without large changes to the overall structure of this enzyme. (C) 2011 Elsevier B.V. All rights reserved.

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Using the fact the BTZ black hole is a quotient of AdS(3) we show that classical string propagation in the BTZ background is integrable. We construct the flat connection and its monodromy matrix which generates the non-local charges. From examining the general behaviour of the eigen values of the monodromy matrix we determine the set of integral equations which constrain them. These equations imply that each classical solution is characterized by a density function in the complex plane. For classical solutions which correspond to geodesics and winding strings we solve for the eigen values of the monodromy matrix explicitly and show that geodesics correspond to zero density in the complex plane. We solve the integral equations for BMN and magnon like solutions and obtain their dispersion relation. We show that the set of integral equations which constrain the eigen values of the monodromy matrix can be identified with the continuum limit of the Bethe equations of a twisted SL(2, R) spin chain at one loop. The Landau-Lifshitz equations from the spin chain can also be identified with the sigma model equations of motion.

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We investigate the variation of the gas and the radiation pressure in accretion disks during the infall of matter to the black hole and its effect to the flow. While the flow far away from the black hole might be non-relativistic, in the vicinity of the black hole it is expected to be relativistic behaving more like radiation. Therefore, the ratio of gas pressure to total pressure (beta) and the underlying polytropic index (gamma) should not be constant throughout the flow. We obtain that accretion flows exhibit significant variation of beta and then gamma, which affects solutions described in the standard literature based on constant beta. Certain solutions for a particular set of initial parameters with a constant beta do not exist when the variation of beta is incorporated appropriately. We model the viscous sub-Keplerian accretion disk with a nonzero component of advection and pressure gradient around black holes by preserving the conservations of mass, momentum, energy, supplemented by the evolution of beta. By solving the set of five coupled differential equations, we obtain the thermo-hydrodynamical properties of the flow. We show that during infall, beta of the flow could vary up to similar to 300%, while gamma up to similar to 20%. This might have a significant impact to the disk solutions in explaining observed data, e.g. super-luminal jets from disks, luminosity, and then extracting fundamental properties from them. Hence any conclusion based on constant gamma and beta should be taken with caution and corrected. (C) 2011 Elsevier B.V. All rights reserved.