On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Sedimentological and palaeohydrological responses to tectonics and climate in a small, closed lacustrine system: Oligocene As Pontes Basin (Spain)

A small, closed, lacustrine system developed during the restraining overstep stages of the Oligocene As Pontes strike-slip basin (Spain). The increase in basin accommodation and the headward spread of the drainage, which increased the water input, triggered a change from shallow, holomictic to deeper, meromictic conditions.

Matching at one loop for the four-quark operators in NRQCD

The matching coefficients for the four-quark operators in NRQCD (NRQED) are calculated at one loop using dimensional regularization for ultraviolet and infrared divergences. The matching for the electromagnetic current follows easily from our results. Both the unequal and equal mass cases are considered. The role played by the Coulomb infrared singularities is explained in detail.

Derivation of the gauge-invariant action for open and closed free bosonic string field theories

The gauge-invariant actions for open and closed free bosonic string field theories are obtained from the string field equations in the conformal gauge using the cohomology operations of Banks and Peskin. For the closed-string theory no restrictions are imposed on the gauge parameters.

Loop bifurcation and magnetization rotation in exchange-biased Ni/FeF2

Exchange-biased Ni/FeF2 films have been investigated using vector coil vibrating-sample magnetometry as a function of the cooling field strength HFC . In films with epitaxial FeF2 , a loop bifurcation develops with increasing HFC as it divides into two sub-loops shifted oppositely from zero field by the same amount. The positively biased sub-loop grows in size with HFC until only a single positively shifted loop is found. Throughout this process, the negative and positive (sub)loop shifts maintain the same discrete value. This is in sharp contrast to films with twinned FeF2 where the exchange field gradually changes with increasing HFC . The transverse magnetization shows clear correlations with the longitudinal subloops. Interestingly, over 85% of the Ni reverses its magnetization by rotation, either in one step or through two successive rotations. These results are due to the single-crystal nature of the antiferromagnetic FeF2 , which breaks down into two opposite regions of large domains.

Recycling universe

If the effective cosmological constant is nonzero, our observable universe may enter a stage of exponential expansion. In such a case, regions of it may tunnel back to the false vacuum of an inflaton scalar field, and inflation with a high expansion rate may resume in those regions. An ideal eternal observer would then witness an infinite succession of cycles from false vacuum to true, and back. Within each cycle, the entire history of a hot universe would be replayed. If there were several minima of the inflaton potential, our ideal observer would visit each one of these minima with a frequency which depends on the shape of the potential. We generalize the formalism of stochastic inflation to analyze the global structure of the universe when this recycling process is taken into account.

Particle orientation distribution in Y-Fe2O3magnetic tapes by Mössbauer and hysteresis loop measurements

The particle orientation in several Y-Fe2O3magnetic tapes has been quantitatively evaluated by using the data of both Mössbauer and hysteresis loop measurements performed in the three orthogonal directions. A texture function has been obtained as a development of real harmonics. The profile of the texture function gives the quality of the different magnetic tapes. A different degree of particle orientation at the surface of the tape is evidenced by means of conversion electron Mössbauer spectra.

The t-SNAREs syntaxin 1 and SNAP-25 are present on organelles that participate in synaptic vesicle recycling

Syntaxin 1 and synaptosome-associated protein of 25 kD (SNAP-25) are neuronal plasmalemma proteins that appear to be essential for exocytosis of synaptic vesicles (SVs). Both proteins form a complex with synaptobrevin, an intrinsic membrane protein of SVs. This binding is thought to be responsible for vesicle docking and apparently precedes membrane fusion. According to the current concept, syntaxin 1 and SNAP-25 are members of larger protein families, collectively designated as target-SNAP receptors (t-SNAREs), whose specific localization to subcellular membranes define where transport vesicles bind and fuse. Here we demonstrate that major pools of syntaxin 1 and SNAP-25 recycle with SVs. Both proteins cofractionate with SVs and clathrin-coated vesicles upon subcellular fractionation. Using recombinant proteins as standards for quantitation, we found that syntaxin 1 and SNAP-25 each comprise approximately 3% of the total protein in highly purified SVs. Thus, both proteins are significant components of SVs although less abundant than synaptobrevin (8.7% of the total protein). Immunoisolation of vesicles using synaptophysin and syntaxin specific antibodies revealed that most SVs contain syntaxin 1. The widespread distribution of both syntaxin 1 and SNAP-25 on SVs was further confirmed by immunogold electron microscopy. Botulinum neurotoxin C1, a toxin that blocks exocytosis by proteolyzing syntaxin 1, preferentially cleaves vesicular syntaxin 1. We conclude that t-SNAREs participate in SV recycling in what may be functionally distinct forms.

The glucose transporter 4 FQQI motif is necessary for Akt Substrate of 160-Kilodalton-dependent plasma membrane translocation but not Golgi-localized g-ear-containing Arf-binding protein-dependent entry into the insulin-responsive storage compartment.

Newly synthesized glucose transporter 4 (GLUT4) enters into the insulin-responsive storage compartment in a process that is Golgi-localized γ-ear-containing Arf-binding protein (GGA) dependent, whereas insulin-stimulated translocation is regulated by Akt substrate of 160 kDa (AS160). In the present study, using a variety of GLUT4/GLUT1 chimeras, we have analyzed the specific motifs of GLUT4 that are important for GGA and AS160 regulation of GLUT4 trafficking. Substitution of the amino terminus and the large intracellular loop of GLUT4 into GLUT1 (chimera 1-441) fully recapitulated the basal state retention, insulin-stimulated translocation, and GGA and AS160 sensitivity of wild-type GLUT4 (GLUT4-WT). GLUT4 point mutation (GLUT4-F5A) resulted in loss of GLUT4 intracellular retention in the basal state when coexpressed with both wild-type GGA and AS160. Nevertheless, similar to GLUT4-WT, the insulin-stimulated plasma membrane localization of GLUT4-F5A was significantly inhibited by coexpression of dominant-interfering GGA. In addition, coexpression with a dominant-interfering AS160 (AS160-4P) abolished insulin-stimulated GLUT4-WT but not GLUT4-F5A translocation. GLUT4 endocytosis and intracellular sequestration also required both the amino terminus and large cytoplasmic loop of GLUT4. Furthermore, both the FQQI and the SLL motifs participate in the initial endocytosis from the plasma membrane; however, once internalized, unlike the FQQI motif, the SLL motif is not responsible for intracellular recycling of GLUT4 back to the specialized compartment. Together, we have demonstrated that the FQQI motif within the amino terminus of GLUT4 is essential for GLUT4 endocytosis and AS160-dependent intracellular retention but not for the GGA-dependent sorting of GLUT4 into the insulin-responsive storage compartment.

Generation of symmetric periodic orbits by a heteroclinic loop formed by two singular points and their invariant manifolds of dimension 1 and 2 in R3

In this paper we will find a continuous of periodic orbits passing near infinity for a class of polynomial vector fields in R3. We consider polynomial vector fields that are invariant under a symmetry with respect to a plane and that possess a “generalized heteroclinic loop” formed by two singular points e+ and e− at infinity and their invariant manifolds � and . � is an invariant manifold of dimension 1 formed by an orbit going from e− to e+, � is contained in R3 and is transversal to . is an invariant manifold of dimension 2 at infinity. In fact, is the 2–dimensional sphere at infinity in the Poincar´e compactification minus the singular points e+ and e−. The main tool for proving the existence of such periodic orbits is the construction of a Poincar´e map along the generalized heteroclinic loop together with the symmetry with respect to .

Symmetric periodic orbits near a heteroclinic loop formed by two singular points and their invariant manifolds of dimension 1 and 2

In this paper we consider vector fields in R3 that are invariant under a suitable symmetry and that posses a “generalized heteroclinic loop” L formed by two singular points (e+ and e −) and their invariant manifolds: one of dimension 2 (a sphere minus the points e+ and e −) and one of dimension 1 (the open diameter of the sphere having endpoints e+ and e −). In particular, we analyze the dynamics of the vector field near the heteroclinic loop L by means of a convenient Poincar´e map, and we prove the existence of infinitely many symmetric periodic orbits near L. We also study two families of vector fields satisfying this dynamics. The first one is a class of quadratic polynomial vector fields in R3, and the second one is the charged rhomboidal four body problem.

Protein loop compaction and the origin of the effect of arginine and glutamic acid mixtures on solubility, stability and transient oligomerization of proteins

Addition of a 50 mM mixture of l-arginine and l-glutamic acid (RE) is extensively used to improve protein solubility and stability, although the origin of the effect is not well understood. We present Small Angle X-ray Scattering (SAXS) and Nuclear Magnetic Resonance (NMR) results showing that RE induces protein compaction by collapsing flexible loops on the protein core. This is suggested to be a general mechanism preventing aggregation and improving resistance to proteases and to originate from the polyelectrolyte nature of RE. Molecular polyelectrolyte mixtures are expected to display long range correlation effects according to dressed interaction site theory. We hypothesize that perturbation of the RE solution by dissolved proteins is proportional to the volume occupied by the protein. As a consequence, loop collapse, minimizing the effective protein volume, is favored in the presence of RE.