Prospective validation of the Pulmonary Embolism Severity Index. A clinical prognostic model for pulmonary embolism

Practice guidelines recommend outpatient care for selected patients with non-massive pulmonary embolism (PE), but fail to specify how these low-risk patients should be identified. Using data from U.S. patients, we previously derived the Pulmonary Embolism Severity Index (PESI), a prediction rule that risk stratifies patients with PE. We sought to validate the PESI in a European patient cohort. We prospectively validated the PESI in patients with PE diagnosed at six emergency departments in three European countries. We used baseline data for the rule's 11 prognostic variables to stratify patients into five risk classes (I-V) of increasing probability of mortality. The outcome was overall mortality at 90 days after presentation. To assess the accuracy of the PESI to predict mortality, we estimated the sensitivity, specificity, and predictive values for low- (risk classes I/II) versus higher-risk patients (risk classes III-V), and the discriminatory power using the area under the receiver operating characteristic (ROC) curve. Among 357 patients with PE, overall mortality was 5.9%, ranging from 0% in class I to 17.9% in class V. The 186 (52%) low-risk patients had an overall mortality of 1.1% (95% confidence interval [CI]: 0.1-3.8%) compared to 11.1% (95% CI: 6.8-16.8%) in the 171 (48%) higher-risk patients. The PESI had a high sensitivity (91%, 95% CI: 71-97%) and a negative predictive value (99%, 95% CI: 96-100%) for predicting mortality. The area under the ROC curve was 0.78 (95% CI: 0.70-0.86). The PESI reliably identifies patients with PE who are at low risk of death and who are potential candidates for outpatient care. The PESI may help physicians make more rational decisions about hospitalization for patients with PE.

Diagnostic accuracy of G-CSF, IL-8, and IL-1ra in critically ill children with suspected infection.

OBJECTIVE: To elucidate the diagnostic accuracy of granulocyte colony-stimulating factor (G-CSF), interleukin-8 (IL-8), and interleukin-1 receptor antagonist (IL-1ra) in identifying patients with sepsis among critically ill pediatric patients with suspected infection. DESIGN AND SETTING: Nested case-control study in a multidisciplinary neonatal and pediatric intensive care unit (PICU) PATIENTS: PICU patients during a 12-month period with suspected infection, and plasma available from the time of clinical suspicion (254 episodes, 190 patients). MEASUREMENTS AND RESULTS: Plasma levels of G-CSF, IL-8, and IL-1ra. Episodes classified on the basis of clinical and bacteriological findings into: culture-confirmed sepsis, probable sepsis, localized infection, viral infection, and no infection. Plasma levels were significantly higher in episodes of culture-confirmed sepsis than in episodes with ruled-out infection. The area under the receiver operating characteristic curve was higher for IL-8 and G-CSF than for IL-1ra. Combining IL-8 and G-CSF improved the diagnostic performance, particularly as to the detection of Gram-negative sepsis. Sensitivity was low (<50%) in detecting Staphylococcus epidermidis bacteremia or localized infections. CONCLUSIONS: In this heterogeneous population of critically ill children with suspected infection, a model combining plasma levels of IL-8 and G-CSF identified patients with sepsis. Negative results do not rule out S. epidermidis bacteremia or locally confined infectious processes. The model requires validation in an independent data-set.

A peripheral dose calculation model for estimating second cancer risk after breast radiotherapy

AbstractBreast cancer is one of the most common cancers affecting one in eight women during their lives. Survival rates have increased steadily thanks to early diagnosis with mammography screening and more efficient treatment strategies. Post-operative radiation therapy is a standard of care in the management of breast cancer and has been shown to reduce efficiently both local recurrence rate and breast cancer mortality. Radiation therapy is however associated with some late effects for long-term survivors. Radiation-induced secondary cancer is a relatively rare but severe late effect of radiation therapy. Currently, radiotherapy plans are essentially optimized to maximize tumor control and minimize late deterministic effects (tissue reactions) that are mainly associated with high doses (» 1 Gy). With improved cure rates and new radiation therapy technologies, it is also important to evaluate and minimize secondary cancer risks for different treatment techniques. This is a particularly challenging task due to the large uncertainties in the dose-response relationship.In contrast with late deterministic effects, secondary cancers may be associated with much lower doses and therefore out-of-field doses (also called peripheral doses) that are typically inferior to 1 Gy need to be determined accurately. Out-of-field doses result from patient scatter and head scatter from the treatment unit. These doses are particularly challenging to compute and we characterized it by Monte Carlo (MC) calculation. A detailed MC model of the Siemens Primus linear accelerator has been thoroughly validated with measurements. We investigated the accuracy of such a model for retrospective dosimetry in epidemiological studies on secondary cancers. Considering that patients in such large studies could be treated on a variety of machines, we assessed the uncertainty in reconstructed peripheral dose due to the variability of peripheral dose among various linac geometries. For large open fields (> 10x10 cm2), the uncertainty would be less than 50%, but for small fields and wedged fields the uncertainty in reconstructed dose could rise up to a factor of 10. It was concluded that such a model could be used for conventional treatments using large open fields only.The MC model of the Siemens Primus linac was then used to compare out-of-field doses for different treatment techniques in a female whole-body CT-based phantom. Current techniques such as conformai wedged-based radiotherapy and hybrid IMRT were investigated and compared to older two-dimensional radiotherapy techniques. MC doses were also compared to those of a commercial Treatment Planning System (TPS). While the TPS is routinely used to determine the dose to the contralateral breast and the ipsilateral lung which are mostly out of the treatment fields, we have shown that these doses may be highly inaccurate depending on the treatment technique investigated. MC shows that hybrid IMRT is dosimetrically similar to three-dimensional wedge-based radiotherapy within the field, but offers substantially reduced doses to out-of-field healthy organs.Finally, many different approaches to risk estimations extracted from the literature were applied to the calculated MC dose distribution. Absolute risks varied substantially as did the ratio of risk between two treatment techniques, reflecting the large uncertainties involved with current risk models. Despite all these uncertainties, the hybrid IMRT investigated resulted in systematically lower cancer risks than any of the other treatment techniques. More epidemiological studies with accurate dosimetry are required in the future to construct robust risk models. In the meantime, any treatment strategy that reduces out-of-field doses to healthy organs should be investigated. Electron radiotherapy might offer interesting possibilities with this regard.RésuméLe cancer du sein affecte une femme sur huit au cours de sa vie. Grâce au dépistage précoce et à des thérapies de plus en plus efficaces, le taux de guérison a augmenté au cours du temps. La radiothérapie postopératoire joue un rôle important dans le traitement du cancer du sein en réduisant le taux de récidive et la mortalité. Malheureusement, la radiothérapie peut aussi induire des toxicités tardives chez les patients guéris. En particulier, les cancers secondaires radio-induits sont une complication rare mais sévère de la radiothérapie. En routine clinique, les plans de radiothérapie sont essentiellement optimisées pour un contrôle local le plus élevé possible tout en minimisant les réactions tissulaires tardives qui sont essentiellement associées avec des hautes doses (» 1 Gy). Toutefois, avec l'introduction de différentes nouvelles techniques et avec l'augmentation des taux de survie, il devient impératif d'évaluer et de minimiser les risques de cancer secondaire pour différentes techniques de traitement. Une telle évaluation du risque est une tâche ardue étant donné les nombreuses incertitudes liées à la relation dose-risque.Contrairement aux effets tissulaires, les cancers secondaires peuvent aussi être induits par des basses doses dans des organes qui se trouvent hors des champs d'irradiation. Ces organes reçoivent des doses périphériques typiquement inférieures à 1 Gy qui résultent du diffusé du patient et du diffusé de l'accélérateur. Ces doses sont difficiles à calculer précisément, mais les algorithmes Monte Carlo (MC) permettent de les estimer avec une bonne précision. Un modèle MC détaillé de l'accélérateur Primus de Siemens a été élaboré et validé avec des mesures. La précision de ce modèle a également été déterminée pour la reconstruction de dose en épidémiologie. Si on considère que les patients inclus dans de larges cohortes sont traités sur une variété de machines, l'incertitude dans la reconstruction de dose périphérique a été étudiée en fonction de la variabilité de la dose périphérique pour différents types d'accélérateurs. Pour de grands champs (> 10x10 cm ), l'incertitude est inférieure à 50%, mais pour de petits champs et des champs filtrés, l'incertitude de la dose peut monter jusqu'à un facteur 10. En conclusion, un tel modèle ne peut être utilisé que pour les traitements conventionnels utilisant des grands champs.Le modèle MC de l'accélérateur Primus a été utilisé ensuite pour déterminer la dose périphérique pour différentes techniques dans un fantôme corps entier basé sur des coupes CT d'une patiente. Les techniques actuelles utilisant des champs filtrés ou encore l'IMRT hybride ont été étudiées et comparées par rapport aux techniques plus anciennes. Les doses calculées par MC ont été comparées à celles obtenues d'un logiciel de planification commercial (TPS). Alors que le TPS est utilisé en routine pour déterminer la dose au sein contralatéral et au poumon ipsilatéral qui sont principalement hors des faisceaux, nous avons montré que ces doses peuvent être plus ou moins précises selon la technTque étudiée. Les calculs MC montrent que la technique IMRT est dosimétriquement équivalente à celle basée sur des champs filtrés à l'intérieur des champs de traitement, mais offre une réduction importante de la dose aux organes périphériques.Finalement différents modèles de risque ont été étudiés sur la base des distributions de dose calculées par MC. Les risques absolus et le rapport des risques entre deux techniques de traitement varient grandement, ce qui reflète les grandes incertitudes liées aux différents modèles de risque. Malgré ces incertitudes, on a pu montrer que la technique IMRT offrait une réduction du risque systématique par rapport aux autres techniques. En attendant des données épidémiologiques supplémentaires sur la relation dose-risque, toute technique offrant une réduction des doses périphériques aux organes sains mérite d'être étudiée. La radiothérapie avec des électrons offre à ce titre des possibilités intéressantes.

Improving the accuracy of heat balance integral methods applied to thermal problems with time dependent boundary conditions

In this paper the two main drawbacks of the heat balance integral methods are examined. Firstly we investigate the choice of approximating function. For a standard polynomial form it is shown that combining the Heat Balance and Refined Integral methods to determine the power of the highest order term will either lead to the same, or more often, greatly improved accuracy on standard methods. Secondly we examine thermal problems with a time-dependent boundary condition. In doing so we develop a logarithmic approximating function. This new function allows us to model moving peaks in the temperature profile, a feature that previous heat balance methods cannot capture. If the boundary temperature varies so that at some time t & 0 it equals the far-field temperature, then standard methods predict that the temperature is everywhere at this constant value. The new method predicts the correct behaviour. It is also shown that this function provides even more accurate results, when coupled with the new CIM, than the polynomial profile. Analysis primarily focuses on a specified constant boundary temperature and is then extended to constant flux, Newton cooling and time dependent boundary conditions.

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

Acute imaging does not improve ASTRAL score's accuracy despite having a prognostic value.

BACKGROUND: The ASTRAL score was recently shown to reliably predict three-month functional outcome in patients with acute ischemic stroke. AIM: The study aims to investigate whether information from multimodal imaging increases ASTRAL score's accuracy. METHODS: All patients registered in the ASTRAL registry until March 2011 were included. In multivariate logistic-regression analyses, we added covariates derived from parenchymal, vascular, and perfusion imaging to the 6-parameter model of the ASTRAL score. If a specific imaging covariate remained an independent predictor of three-month modified Rankin score > 2, the area-under-the-curve (AUC) of this new model was calculated and compared with ASTRAL score's AUC. We also performed similar logistic regression analyses in arbitrarily chosen patient subgroups. RESULTS: When added to the ASTRAL score, the following covariates on admission computed tomography/magnetic resonance imaging-based multimodal imaging were not significant predictors of outcome: any stroke-related acute lesion, any nonstroke-related lesions, chronic/subacute stroke, leukoaraiosis, significant arterial pathology in ischemic territory on computed tomography angiography/magnetic resonance angiography/Doppler, significant intracranial arterial pathology in ischemic territory, and focal hypoperfusion on perfusion-computed tomography. The Alberta Stroke Program Early CT score on plain imaging and any significant extracranial arterial pathology on computed tomography angiography/magnetic resonance angiography/Doppler were independent predictors of outcome (odds ratio: 0·93, 95% CI: 0·87-0·99 and odds ratio: 1·49, 95% CI: 1·08-2·05, respectively) but did not increase ASTRAL score's AUC (0·849 vs. 0·850, and 0·8563 vs. 0·8564, respectively). In exploratory analyses in subgroups of different prognosis, age or stroke severity, no covariate was found to increase ASTRAL score's AUC, either. CONCLUSIONS: The addition of information derived from multimodal imaging does not increase ASTRAL score's accuracy to predict functional outcome despite having an independent prognostic value. More selected radiological parameters applied in specific subgroups of stroke patients may add prognostic value of multimodal imaging.

Accuracy of mucocutaneous leishmaniasis diagnosis using polymerase chain reaction: systematic literature review and meta-analysis

The diagnosis of mucocutaneous leishmaniasis (MCL) is hampered by the absence of a gold standard. An accurate diagnosis is essential because of the high toxicity of the medications for the disease. This study aimed to assess the ability of polymerase chain reaction (PCR) to identify MCL and to compare these results with clinical research recently published by the authors. A systematic literature review based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses: the PRISMA Statement was performed using comprehensive search criteria and communication with the authors. A meta-analysis considering the estimates of the univariate and bivariate models was performed. Specificity near 100% was common among the papers. The primary reason for accuracy differences was sensitivity. The meta-analysis, which was only possible for PCR samples of lesion fragments, revealed a sensitivity of 71% [95% confidence interval (CI) = 0.59; 0.81] and a specificity of 93% (95% CI = 0.83; 0.98) in the bivariate model. The search for measures that could increase the sensitivity of PCR should be encouraged. The quality of the collected material and the optimisation of the amplification of genetic material should be prioritised.

Enhanced Model Selection for motion segmentation

In this paper a novel rank estimation technique for trajectories motion segmentation within the Local Subspace Affinity (LSA) framework is presented. This technique, called Enhanced Model Selection (EMS), is based on the relationship between the estimated rank of the trajectory matrix and the affinity matrix built by LSA. The results on synthetic and real data show that without any a priori knowledge, EMS automatically provides an accurate and robust rank estimation, improving the accuracy of the final motion segmentation

A model for physical activity, bahaviour and energy expenditure assessment in real-life condition

RésuméL'origine de l'obésité, qui atteint des proportions épidémiques, est complexe. Elle est liée au mode de vie et au comportement des individus par rapport à l'activité physique, expression des choix individuels et de l'interaction avec l'environnement. Les mesures du comportement au niveau de l'activité physique des individus face à leur environnement, la répartition des types d'activité physique, la durée, la fréquence, l'intensité, et la dépense énergétique sont d'une grande importance. Aujourd'hui, il y a un manque de méthodes permettant une évaluation précise et objective de l'activité physique et du comportement des individus. Afin de compléter les recherches relatives à l'activité physique, à l'obésité et à certaines maladies, le premier objectif du travail de thèse était de développer un modèle pour l'identification objective des types d'activité physique dans des conditions de vie réelles et l'estimation de la dépense énergétique basée sur une combinaison de 2 accéléromètres et 1 GPS. Le modèle prend en compte qu'une activité donnée peut être accomplie de différentes façons dans la vie réelle. Les activités quotidiennes ont pu être classées en 8 catégories, de sédentaires à actives, avec une précision de 1 min. La dépense énergétique a pu peut être prédite avec précision par le modèle. Après validation du modèle, le comportement des individus de l'activité physique a été évalué dans une seconde étude. Nous avons émis l'hypothèse que, dans un environnement caractérisé par les pentes, les personnes obèses sont tentées d'éviter les pentes raides et de diminuer la vitesse de marche au cours d'une activité physique spontanée, ainsi que pendant les exercices prescrits et structurés. Nous avons donc caractérisé, par moyen du modèle développé, le comportement des individus obèses dans un environnement vallonné urbain. La façon dont on aborde un environnement valloné dans les déplacements quotidiens devrait également être considérée lors de la prescription de marche supplémentaire afin d'augmenter l'activité physique.SummaryOrigin of obesity, that reached epidemic proportion, is complex and may be linked to different lifestyle and physical activity behaviour. Measurement of physical activity behaviour of individuals towards their environment, the distribution of physical activity in terms of physical activity type, volume, duration, frequency, intensity, and energy expenditure is of great importance. Nowadays, there is a lack of methods for accurate and objective assessment of physical activity and of individuals' physical activity behaviour. In order to complement the research relating physical activity to obesity and related diseases, the first aim of the thesis work was to develop a model for objective identification of physical activity types in real-life condition and energy expenditure based on a combination of 2 accelerometers and 1 GPS device. The model takes into account that a given activity can be achieved in many different ways in real life condition. Daily activities could be classified in 8 categories, as sedentary to active physical activity, within 1 min accuracy, and physical activity patterns determined. The energy expenditure could be predicted accurately with an accuracy below 10%. Furthermore, individuals' physical activity behaviour is expression of individual choices and their interaction with the neighbourhood environment. In a second study, we hypothesized that, in an environment characterized by inclines, obese individuals are tempted to avoid steep positive slopes and to decrease walking speed during spontaneous outdoor physical activity, as well as during prescribed structured bouts of exercise. Finally, we characterized, by mean of the developed model, the physical activity behaviour of obese individuals in a hilly urban environment. Quantifying how one tackles hilly environment or avoids slope in their everyday displacements should be also considered while prescribing extra walking in free-living conditions in order to increase physical activity.

Weighted Shape-based Averaging with Neighborhood Prior Model for Multiple Atlas Fusion-based Medical Image Segmentation

In medical imaging, merging automated segmentations obtained from multiple atlases has become a standard practice for improving the accuracy. In this letter, we propose two new fusion methods: "Global Weighted Shape-Based Averaging" (GWSBA) and "Local Weighted Shape-Based Averaging" (LWSBA). These methods extend the well known Shape-Based Averaging (SBA) by additionally incorporating the similarity information between the reference (i.e., atlas) images and the target image to be segmented. We also propose a new spatially-varying similarity-weighted neighborhood prior model, and an edge-preserving smoothness term that can be used with many of the existing fusion methods. We first present our new Markov Random Field (MRF) based fusion framework that models the above mentioned information. The proposed methods are evaluated in the context of segmentation of lymph nodes in the head and neck 3D CT images, and they resulted in more accurate segmentations compared to the existing SBA.

Estimation of the viscoelastic properties of vessel walls using a computational model and Doppler ultrasound

Human arteries affected by atherosclerosis are characterized by altered wall viscoelastic properties. The possibility of noninvasively assessing arterial viscoelasticity in vivo would significantly contribute to the early diagnosis and prevention of this disease. This paper presents a noniterative technique to estimate the viscoelastic parameters of a vascular wall Zener model. The approach requires the simultaneous measurement of flow variations and wall displacements, which can be provided by suitable ultrasound Doppler instruments. Viscoelastic parameters are estimated by fitting the theoretical constitutive equations to the experimental measurements using an ARMA parameter approach. The accuracy and sensitivity of the proposed method are tested using reference data generated by numerical simulations of arterial pulsation in which the physiological conditions and the viscoelastic parameters of the model can be suitably varied. The estimated values quantitatively agree with the reference values, showing that the only parameter affected by changing the physiological conditions is viscosity, whose relative error was about 27% even when a poor signal-to-noise ratio is simulated. Finally, the feasibility of the method is illustrated through three measurements made at different flow regimes on a cylindrical vessel phantom, yielding a parameter mean estimation error of 25%.

Flow-R, a model for susceptibility mapping of debris flows and other gravitational hazards at a regional scale

The development of susceptibility maps for debris flows is of primary importance due to population pressure in hazardous zones. However, hazard assessment by processbased modelling at a regional scale is difficult due to the complex nature of the phenomenon, the variability of local controlling factors, and the uncertainty in modelling parameters. A regional assessment must consider a simplified approach that is not highly parameter dependant and that can provide zonation with minimum data requirements. A distributed empirical model has thus been developed for regional susceptibility assessments using essentially a digital elevation model (DEM). The model is called Flow-R for Flow path assessment of gravitational hazards at a Regional scale (available free of charge under www.flow-r.org) and has been successfully applied to different case studies in various countries with variable data quality. It provides a substantial basis for a preliminary susceptibility assessment at a regional scale. The model was also found relevant to assess other natural hazards such as rockfall, snow avalanches and floods. The model allows for automatic source area delineation, given user criteria, and for the assessment of the propagation extent based on various spreading algorithms and simple frictional laws.We developed a new spreading algorithm, an improved version of Holmgren's direction algorithm, that is less sensitive to small variations of the DEM and that is avoiding over-channelization, and so produces more realistic extents. The choices of the datasets and the algorithms are open to the user, which makes it compliant for various applications and dataset availability. Amongst the possible datasets, the DEM is the only one that is really needed for both the source area delineation and the propagation assessment; its quality is of major importance for the results accuracy. We consider a 10m DEM resolution as a good compromise between processing time and quality of results. However, valuable results have still been obtained on the basis of lower quality DEMs with 25m resolution.

Automated auditory mismatch negativity paradigm improves coma prognostic accuracy after cardiac arrest and therapeutic hypothermia.

PURPOSE: EEG and somatosensory evoked potential are highly predictive of poor outcome after cardiac arrest; their accuracy for good recovery is however low. We evaluated whether addition of an automated mismatch negativity-based auditory discrimination paradigm (ADP) to EEG and somatosensory evoked potential improves prediction of awakening. METHODS: EEG and ADP were prospectively recorded in 30 adults during therapeutic hypothermia and in normothermia. We studied the progression of auditory discrimination on single-trial multivariate analyses from therapeutic hypothermia to normothermia, and its correlation to outcome at 3 months, assessed with cerebral performance categories. RESULTS: At 3 months, 18 of 30 patients (60%) survived; 5 had severe neurologic impairment (cerebral performance categories = 3) and 13 had good recovery (cerebral performance categories = 1-2). All 10 subjects showing improvements of auditory discrimination from therapeutic hypothermia to normothermia regained consciousness: ADP was 100% predictive for awakening. The addition of ADP significantly improved mortality prediction (area under the curve, 0.77 for standard model including clinical examination, EEG, somatosensory evoked potential, versus 0.86 after adding ADP, P = 0.02). CONCLUSIONS: This automated ADP significantly improves early coma prognostic accuracy after cardiac arrest and therapeutic hypothermia. The progression of auditory discrimination is strongly predictive of favorable recovery and appears complementary to existing prognosticators of poor outcome. Before routine implementation, validation on larger cohorts is warranted.

A new alternative method for testing skin irritation using a human skin model: a pilot study.

Studies assessing skin irritation to chemicals have traditionally used laboratory animals; however, such methods are questionable regarding their relevance for humans. New in vitro methods have been validated, such as the reconstructed human epidermis (RHE) model (Episkin®, Epiderm®). The comparison (accuracy) with in vivo results such as the 4-h human patch test (HPT) is 76% at best (Epiderm®). There is a need to develop an in vitro method that better simulates the anatomo-pathological changes encountered in vivo. To develop an in vitro method to determine skin irritation using human viable skin through histopathology, and compare the results of 4 tested substances to the main in vitro methods and in vivo animal method (Draize test). Human skin removed during surgery was dermatomed and mounted on an in vitro flow-through diffusion cell system. Ten chemicals with known non-irritant (heptylbutyrate, hexylsalicylate, butylmethacrylate, isoproturon, bentazon, DEHP and methylisothiazolinone (MI)) and irritant properties (folpet, 1-bromohexane and methylchloroisothiazolinone (MCI/MI)), a negative control (sodiumchloride) and a positive control (sodiumlaurylsulphate) were applied. The skin was exposed at least for 4h. Histopathology was performed to investigate irritation signs (spongiosis, necrosis, vacuolization). We obtained 100% accuracy with the HPT model; 75% with the RHE models and 50% with the Draize test for 4 tested substances. The coefficients of variation (CV) between our three test batches were <0.1, showing good reproducibility. Furthermore, we reported objectively histopathological irritation signs (irritation scale): strong (folpet), significant (1-bromohexane), slight (MCI/MI at 750/250ppm) and none (isoproturon, bentazon, DEHP and MI). This new in vitro test method presented effective results for the tested chemicals. It should be further validated using a greater number of substances; and tested in different laboratories in order to suitably evaluate reproducibility.

A decomposition formula for option prices in the Heston model and applications to option pricing approximation

By means of classical Itô's calculus we decompose option prices asthe sum of the classical Black-Scholes formula with volatility parameterequal to the root-mean-square future average volatility plus a term dueby correlation and a term due to the volatility of the volatility. Thisdecomposition allows us to develop first and second-order approximationformulas for option prices and implied volatilities in the Heston volatilityframework, as well as to study their accuracy. Numerical examples aregiven.