A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.

Characterisation of bifunctional ruthenium(ii) complexes, potential DNA photo-probes. Presence of folded and unfolded conformers

Novel bifunctional ruthenium(n) complexes, [Ru(TAP)2(POQ-Nmet)]2+ and [Ru(BPY)2(POQ-Nmet)]2+(la, 2a), containing a metallic and an organic moiety, have been prepared as photoprobes and photoreagents of DNA(TAP = 1,4,5,8-tetraazaphenanthrene, POQ-Nmet = 5-[6-(7-chloroquinolin-4-yl)-3-thia-6-azaheptanamido]-l,10phenanthroline). The ES mass spectrometry and 'H NMR data in organic solvents indicate that the quinoline moiety exists in both the protonated and non-protonated form. Moreover, the comparison of the NMR data with those of the corresponding monofunctional complexes(without quinoline) evidences that [Ru(TAP).2(POQ-Nmet)]2+ and [Ru(BPY)J(POQ-Nmet)]2+ are unfolded when the quinoline unit is protonated whereas deprotonation permits folding of the molecule. In the folded state the spatial proximity of the electron donor(the organic moiety) and electron acceptor(the metallic moiety) in [Ru(TAP)2(POQ-Nmet)]2+ favours intramolecular photo-induced electron transfer, which has been shown in a previous study to be responsible for the very low luminescence of la in non-protonating solutions. The restoration of the luminescence by protonation of the quinoline moiety as observed previously is in agreement with the unfolding of the molecule demonstrated in this work. The existence of such folding-unfolding processes related to protonation is crucial for studies of la with DNA. © The Royal Society of Chemistry 2000.

On the structural alterations of phage proteins synthesized in the presence of pancreatic ribonuclease.

Journal Article

Regularized iterative and noniterative procedures for object restoration in the presence of noise :an error analysis

An analysis is carried out, using the prolate spheroidal wave functions, of certain regularized iterative and noniterative methods previously proposed for the achievement of object restoration (or, equivalently, spectral extrapolation) from noisy image data. The ill-posedness inherent in the problem is treated by means of a regularization parameter, and the analysis shows explicitly how the deleterious effects of the noise are then contained. The error in the object estimate is also assessed, and it is shown that the optimal choice for the regularization parameter depends on the signal-to-noise ratio. Numerical examples are used to demonstrate the performance of both unregularized and regularized procedures and also to show how, in the unregularized case, artefacts can be generated from pure noise. Finally, the relative error in the estimate is calculated as a function of the degree of superresolution demanded for reconstruction problems characterized by low space–bandwidth products.

Object Restoration Beyond the Rayleigh Limit in the Presence of Noise

info:eu-repo/semantics/published