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.

Extraction of polydispersity information from photon correlation data

Photon correlation spectroscopy (PCS) is a light-scattering technique for particle size diagnosis. It has been used mainly in the investigation of hydrosol particles since it is based on the measurement of the correlation function of the light scattered from the Brownian motion of suspended particles. Recently this technique also proved useful for studying soot particles in flames and similar aerosol systems. In the case of a polydispersed system the problem of recovering the particle size distribution can be reduced to the problem of inverting the Laplace transform. In this paper we review several methods introduced by the authors for the solution of this problem. We present some numerical results and we discuss the resolution limits characterizing the reconstruction of the size distributions. © 1989.

Extraction of polydispersity information in photon correlation spectroscopy

info:eu-repo/semantics/published

Inorganic sulphate extraction from SO2-impacted Andosols

info:eu-repo/semantics/published