974 resultados para perfect hedging


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Archer, Jayne, 'A ?Perfect Circle'? Alchemy in the Poetry of Hester Pulter', Literature Compass (2005) 2(1) pp.1-14 RAE2008

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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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Using first principles electronic structure methods, we calculate the effects of boron impurities in bulk copper and at surfaces and grain boundaries. We find that boron segregation to the Sigma5(310)[001] grain boundary should strengthen the boundary up to 1.5 ML coverage (15.24 at./nm2). The maximal effect is observed at 0.5 ML and corresponds to boron atoms filling exclusively grain boundary interstices. In copper bulk, B causes significant distortion both in interstitial and regular lattice sites, for which boron atoms are either too big or too small. The distortion is compensated to a large extent when the interstitial and substitutional boron combine together to form a strongly bound dumbbell. Our prediction is that bound boron impurities should appear in a sizable proportion if not dominate in most experimental conditions. A large discrepancy between calculated heats of solution and experimental terminal solubility of B in Cu is found, indicating either a significant failure of the density functional approach or, more likely, strongly overestimated solubility limits in the existing B-Cu phase diagram.

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We demonstrate that perfect state transfer can be achieved using an engineered spin chain and clean local end-chain operations, without requiring the initialization of the state of the medium nor fine-tuning of control pulses. This considerably relaxes the prerequisites for obtaining reliable transfer of quantum information across interacting-spin systems. Moreover, it allows us to shed light on the interplay among purity, entanglement, and operations on a class of many-body systems potentially useful for quantum information processing tasks.

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We propose a protocol for perfect quantum state transfer that is resilient to a broad class of realistic experimental imperfections, including noise sources that could be modeled either as independent Markovian baths or as certain forms of spatially correlated environments. We highlight interesting connections between the fidelity of state transfer and quantum stochastic resonance effects. The scheme is flexible enough to act as an effective entangling gate for the generation of genuine multipartite entanglement in a control-limited setting. Possible experimental implementations using superconducting qubits are also briefly discussed.

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Perfect state transfer is possible in modulated spin chains [Phys. Rev. Lett. 92, 187902 (2004)], imperfections, however, are likely to corrupt the state transfer. We study the robustness of this quantum communication protocol in the presence of disorder both in the exchange couplings between the spins and in the local magnetic field. The degradation of the fidelity can be suitably expressed, as a function of the level of imperfection and the length of the chain, in a scaling form. In addition the time signal of fidelity becomes fractal. We further characterize the state transfer by analyzing the spectral properties of the Hamiltonian of the spin chain.

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