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.

Paclitaxel versus doxorubicin as first-line single-agent chemotherapy for metastatic breast cancer: a European Organization for Research and Treatment of Cancer Randomized Study with cross-over.

PURPOSE: To compare the efficacy of paclitaxel versus doxorubicin given as single agents in first-line therapy of advanced breast cancer (primary end point, progression-free survival ¿PFS) and to explore the degree of cross-resistance between the two agents. PATIENTS AND METHODS: Three hundred thirty-one patients were randomized to receive either paclitaxel 200 mg/m(2), 3-hour infusion every 3 weeks, or doxorubicin 75 mg/m(2), intravenous bolus every 3 weeks. Seven courses were planned unless progression or unacceptable toxicity occurred before the seven courses were finished. Patients who progressed within the seven courses underwent early cross-over to the alternative drug, while a delayed cross-over was optional for the remainder of patients at the time of disease progression. RESULTS: Objective response in first-line therapy was significantly better (P =.003) for doxorubicin (response rate ¿RR, 41%) than for paclitaxel (RR, 25%), with doxorubicin achieving a longer median PFS (7.5 months for doxorubicin v 3.9 months for paclitaxel, P <.001). In second-line therapy, cross-over to doxorubicin (91 patients) and to paclitaxel (77 patients) gave response rates of 30% and 16%, respectively. The median survival durations of 18.3 months for doxorubicin and 15.6 months for paclitaxel were not significantly different (P =.38). The doxorubicin arm had greater toxicity, but this was counterbalanced by better symptom control. CONCLUSION: At the dosages and schedules used in the present study, doxorubicin achieves better disease and symptom control than paclitaxel in first-line treatment. Doxorubicin and paclitaxel are not totally cross-resistant, which supports further investigation of these drugs in combination or in sequence, both in advanced disease and in the adjuvant setting.

Cross-cultural dimensions of meaning in the evaluation of events in world history? Perceptions of historical calamities and progress in cross-cultural data from 30 societies

The universality versus culture specificity of quantitative evaluations (negative-positive) of 40 events in world history was addressed using World History Survey data collected from 5,800 university students in 30 countries/societies. Multidimensional scaling using generalized procrustean analysis indicated poor fit of data from the 30 countries to an overall mean configuration, indicating lack of universal agreement as to the associational meaning of events in world history. Hierarchical cluster analysis identified one Western and two non-Western country clusters for which adequate multidimensional fit was obtained after item deletions. A two-dimensional solution for the three country clusters was identified, where the primary dimension was historical calamities versus progress and a weak second dimension was modernity versus resistance to modernity. Factor analysis further reduced the item inventory to identify a single concept with structural equivalence across cultures, Historical Calamities, which included man-made and natural, intentional and unintentional, predominantly violent but also nonviolent calamities. Less robust factors were tentatively named as Historical Progress and Historical Resistance to Oppression. Historical Calamities and Historical Progress were at the individual level both significant and independent predictors of willingness to fight for one’s country in a hierarchical linear model that also identified significant country-level variation in these relationships. Consensus around calamity but disagreement as to what constitutes historical progress is discussed in relation to the political culture of nations and lay perceptions of history as catastrophe.

Nuclear ingredients for cross section calculation of exotic nuclei

The increasing need for cross sections far from the valley of stability, especially for applications such as nuclear astrophysics, poses a challenge for nuclear reaction models. So far, predictions of cross sections have relied on more or less phenomenological approaches, depending on parameters adjusted to available experimental data or deduced from systematic relations. While such predictions are expected to be reliable for nuclei not too far from the experimentally known regions, it is clearly preferable to use more fundamental approaches, based on sound physical bases, when dealing with very exotic nuclei. Thanks to the high computer power available today, all major ingredients required to model a nuclear reaction can now be (and have been) microscopically (or semi-microscopically) determined starting from the information provided by an effective nucleon-nucleon interaction. All these microscopic ingredients have been included in the latest version of the TALYS nuclear reaction code (http://www.talys.eu/).

Randomised, prospective and cross-over comparison of Buseriline by intranasal spray versus D-triptoreline by intramuscular injection in long protocol, in in vitro fertilisation

info:eu-repo/semantics/nonPublished

Plastid microsatellites for the study of genetic variability in the widespread Cephalanthera longifolia, C. damasonium and C. rubra (Neottieae, Orchidaceae), and cross-amplification in other Cephalanthera species

Plastid microsatellite loci developed for Cephalanthera longifolia were used to examine the level of genetic variation within and between populations of the three widespread Cephalanthera species (C. damasonium, C. longifolia and C. rubra). The most detailed sampling was in C. longifolia (42 localities from Ireland to China; 147 individuals). Eight haplotypes were detected. One was detected in the vast majority of individuals and occurred from Ireland to Iran. Three others were only found in Europe (Ireland to Italy, England to Italy and Austria to Croatia). Two were only found in the Middle East and two only in Asia. In C. damasonium, 21 individuals from 10 populations (England to Turkey) were sampled. Only one haplotype was detected. In C. rubra, 34 individuals from eight populations (England to Turkey) were sampled. Although it was not possible to amplify all loci for all samples of this species, nine haplotypes were detected. Short alleles for the trnS-trnG region found in two populations of C. rubra were characterized by sequencing and were caused by deletions of 26 and 30 base pairs. At this level of sampling, it appears that C. rubra shows the greatest genetic variability. Cephalanthera longifolia, C. rubra and C. damasonium have previously been characterized as outbreeding, outbreeding with facultative vegetative reproduction and inbreeding, respectively. Patterns of genetic variation here are discussed in the light of these reproductive system differences. The primers used in these three species of Cephalanthera were also demonstrated to amplify these loci in another five species (C. austiniae, C. calcarata, C. epipactoides, C. falcata and C. yunnanensis). Although it is sometimes treated as a synonym of C. damasonium, the single sample of C. yunnanensis from China had a markedly different haplotype from that found in C. damasonium. All three loci were successfully amplified in two achlorophyllous, myco-heterotrophic species, C. austinae and C. calcarata. © 2010 The Linnean Society of London.

The effect of prenatal or early postnatal irradiation on the production of anti-arsonate antibodies and Cross-reactive idiotypes

Preliminary studies on the long-term effects of prenatal and early postnatal irradiation on the immune response to arsonate were performed using A/J mice. Pregnant mice were irradiated (0·5 Gy, X-rays) or sham-irradiated on a single occasion during gestation (between day 5 and 18 post-conception). Alternatively, newborn mice received the same treatment between day 2 and 7 after birth. Mice were immunized with keyhole limpet haemocyanin-arsonate (KLH-Ars) in adjuvant from 2 months after birth. The levels of specific antibodies to arsonate (anti-Ars) were measured by radioimmunoassay. In addition, the Ars-related cross-reactive idiotype (CRIA) was measured by the haemagglutination technique. In the primary response the titre of anti-Ars was reduced in animals that had been irradiated between day 12 and 15 of gestation. In the second response, in contrast, they had increased levels of anti-Ars. After immunization with KLH-Ars, high levels of CRIA were observed in all groups. However, in mice irradiated 18-20 days after conception the level of CRIA was often much higher than the level of anti-Ars, indicating that a large proportion of the CRIA-positive molecules were not specific for Ars. Thus, in this particular case, some specificity of the immune response was lost after irradiation. The expression of recurrent idiotypes may be a sensitive indicator of immunological perturbations after irradiation. © 1988 Informa UK Ltd All rights reserved: reproduction in whole or part not permitted.

Measurement of the cross section and angular correlations for associated production of a Z boson with b hadrons in pp collisions at √s = 7 TeV

A study of proton-proton collisions in which two b hadrons are produced in association with a Z boson is reported. The collisions were recorded at a centre-of-mass energy of 7TeV with the CMS detector at the LHC, for an integrated luminosity of 5:2 fb-1. The b hadrons are identified by means of displaced secondary vertices, without the use of reconstructed jets, permitting the study of b-hadron pair production at small angular separation. Differential cross sections are presented as a function of the angular separation of the b hadrons and the Z boson. In addition, inclusive measurements are presented. For both the inclusive and differential studies, different ranges of Z boson momentum are considered, and each measurement is compared to the predictions from different event generators at leading-order and next-to-leading-order accuracy. Copyright CERN.

Cross-sectional study of 168 patients with hepatorenal tyrosinaemia and implications for clinical practice

Background: Hepatorenal tyrosinaemia (Tyr 1) is a rare inborn error of tyrosine metabolism. Without treatment, patients are at high risk of developing acute liver failure, renal dysfunction and in the long run hepatocellular carcinoma. The aim of our study was to collect cross-sectional data. Methods. Via questionnaires we collected retrospective data of 168 patients with Tyr 1 from 21 centres (Europe, Turkey and Israel) about diagnosis, treatment, monitoring and outcome. In a subsequent consensus workshop, we discussed data and clinical implications. Results: Early treatment by NTBC accompanied by diet is essential to prevent serious complications such as liver failure, hepatocellular carcinoma and renal disease. As patients may remain initially asymptomatic or develop uncharacteristic clinical symptoms in the first months of life newborn mass screening using succinylacetone (SA) as a screening parameter in dried blood is mandatory for early diagnosis. NTBC-treatment has to be combined with natural protein restriction supplemented with essential amino acids. NTBC dosage should be reduced to the minimal dose allowing metabolic control, once daily dosing may be an option in older children and adults in order to increase compliance. Metabolic control is judged by SA (below detection limit) in dried blood or urine, plasma tyrosine (<400 μM) and NTBC-levels in the therapeutic range (20-40 μM). Side effects of NTBC are mild and often transient. Indications for liver transplantation are hepatocellular carcinoma or failure to respond to NTBC. Follow-up procedures should include liver and kidney function tests, tumor markers and imaging, ophthalmological examination, blood count, psychomotor and intelligence testing as well as therapeutic monitoring (SA, tyrosine, NTBC in blood). Conclusion: Based on the data from 21 centres treating 168 patients we were able to characterize current practice and clinical experience in Tyr 1. This information could form the basis for clinical practice recommendations, however further prospective data are required to underpin some of the recommendations.

Cross-correlation frequency resolved optical gating analysis of broadband continuum generation in photonic crystal fiber: Simulations and experiments

Numerical simulations are used to study the temporal and spectral characteristics of broadband supercontinua generated in photonic crystal fiber. In particular, the simulations are used to follow the evolution with propagation distance of the temporal intensity, the spectrum, and the cross-correlation frequency resolved optical gating (XFROG) trace. The simulations allow several important physical processes responsible for supercontinuum generation to be identified and, moreover, illustrate how the XFROG trace provides an intuitive means of interpreting correlated temporal and spectral features of the supercontinuum. Good qualitative agreement with preliminary XFROG measurements is observed. © 2002 Optical Society of America.