1000 resultados para Hedging des Mengenrisikos


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Surprisingly expensive to compute wall distances are still used in a range of key turbulence and peripheral physics models. Potentially economical, accuracy improving differential equation based distance algorithms are considered. These involve elliptic Poisson and hyperbolic natured Eikonal equation approaches. Numerical issues relating to non-orthogonal curvilinear grid solution of the latter are addressed. Eikonal extension to a Hamilton-Jacobi (HJ) equation is discussed. Use of this extension to improve turbulence model accuracy and, along with the Eikonal, enhance Detached Eddy Simulation (DES) techniques is considered. Application of the distance approaches is studied for various geometries. These include a plane channel flow with a wire at the centre, a wing-flap system, a jet with co-flow and a supersonic double-delta configuration. Although less accurate than the Eikonal, Poisson method based flow solutions are extremely close to those using a search procedure. For a moving grid case the Poisson method is found especially efficient. Results show the Eikonal equation can be solved on highly stretched, non-orthogonal, curvilinear grids. A key accuracy aspect is that metrics must be upwinded in the propagating front direction. The HJ equation is found to have qualitative turbulence model improving properties. © 2003 by P. G. Tucker.

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作为加密标准,DES(data encryption standard)算法虽然已被AES(advanced encryption standard)算法所取代,但其仍有着不可忽视的重要作用.在一些领域,尤其是金融领域,DES和Triple DES仍被广泛使用着.而近年来又提出了一些新的密码分析方法,其中,Rectangle攻击和Boomerang攻击已被证明是非常强大而有效的.因此,有必要重新评估DES算法抵抗这些新分析方法的能力.研究了DES算法针对Rectangle攻击和Boomerang攻击的安全性.利用DES各轮最优差分路径及其概率,分别得到了对12轮DES的Rectangle攻击和对11轮DES的Boomerang攻击.攻击结果分别为:利用Rectangle攻击可以攻击到12轮DES,数据复杂度为2~(62)。个选择明文,时间复杂度为2~(42)次12轮加密;利用Boomerang攻击可以攻击到11轮DES,数据复杂度为2~(58)个适应性选择明密文,时间复杂度为2~(38)次11轮加密.由于使用的都是DES各轮的最优差分路径,所以可以相信,该结果是Rectangle攻击和Boomerang攻击对DES所能达到的最好结果.

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2013

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Trotter, David, 'Diastratische und 'Diaphasische Variation: Normierungstendenz und Unabh?ngigkeit in lothringischen Dokumenten des Mittelalters', In: ?berlieferungs- und Aneignungsprozesse im 13. und 14. Jahrhundert auf dem Gebiet der westmitteldeutschen und ostfranz?sischen Urkunden- und Literatursprachen', (ed.) Kurt G?rtner, Kliomedia, pp.245-322, 2005

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The article is an introduction to the discussion about the linguistic and psychodidactic concepts justifying the thesis that the senior language learners are able to learn foreign languages and that they can achieve educational success in the process of foreign language learning.

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This paper is relating a practical experience of teaching Romance philology students the translation from ancient French into Polish. The main scope is a restitution of an ancient text respecting not only the equivalence at the Iexical and syntactical level, but also the discourse structures, such as the linear sequence of events and events related from different points of view: some examples of solving particular problems are discussed. The whole procedure resembles that of translating from Latin, rather than a translation from one modern language to another.

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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.

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info:eu-repo/semantics/published

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info:eu-repo/semantics/published

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info:eu-repo/semantics/published

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Etude de la réutilisation des protocoles (c'est-à-dire des premières pages des rouleaux de papyrus, qui portent un «timbre fiscal») dans l'Égypte byzantine et arabe