937 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza


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As the first stage of power system restoration after a blackout, an optimal black-start scheme is very important for speeding up the whole restoration procedure. Up to now, much research work has been done on generating or selecting an optimal black-start scheme by a single round of decision-making. However, less attention has been paid for improving the final decision-making results through a multiple-round decision-making procedure. In the group decision-making environment, decision-making results evaluated by different black-start experts may differ significantly with each other. Thus, the consistency of black-start decision-making results could be deemed as an important indicator in assessing the black-start group decision-making results. Given this background, an intuitionistic fuzzy distance-based method is presented to analyse the consistency of black-start group decision-making results. Moreover, the weights of black-start indices as well as the weights of decision-making experts are modified in order to optimise the consistency of black-start group decision-making results. Finally, an actual example is served for demonstrating the proposed method.

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An accurate evaluation of the airborne particle dose-response relationship requires detailed measurements of the actual particle concentration levels that people are exposed to, in every microenvironment in which they reside. The aim of this work was to perform an exposure assessment of children in relation to two different aerosol species: ultrafine particles (UFPs) and black carbon (BC). To this purpose, personal exposure measurements, in terms of UFP and BC concentrations, were performed on 103 children aged 8-11 years (10.1 ± 1.1 years) using hand-held particle counters and aethalometers. Simultaneously, a time-activity diary and a portable GPS were used to determine the children’s daily time-activity pattern and estimate their inhaled dose of UFPs and BC. The median concentration to which the study population was exposed was found to be comparable to the high levels typically detected in urban traffic microenvironments, in terms of both particle number (2.2×104 part. cm-3) and BC (3.8 μg m-3) concentrations. Daily inhaled doses were also found to be relatively high and were equal to 3.35×1011 part. day-1 and 3.92×101 μg day-1 for UFPs and BC, respectively. Cooking and using transportation were recognized as the main activities contributing to overall daily exposure, when normalized according to their corresponding time contribution for UFPs and BC, respectively. Therefore, UFPs and BC could represent tracers of children exposure to particulate pollution from indoor cooking activities and transportation microenvironments, respectively.

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This study investigated the preparation of methyl ester (Biodiesel) from peanut oil by transesterification method and its effect on DI diesel engine. Two parameters were measured during the engine operation: one is engine performance (brake thermal efficiency and brake specific fuel consumption), and the other is the exhaust emissions (NOx and CO). The result showed that, when compared with neat diesel fuel, the brake thermal efficiency of biodiesel blend was almost similar or a slight lower. However, brake specific fuel consumption (bsfc) was a little higher than neat diesel. CO was lower and NOx was little higher with biodiesel blend than that of diesel. The engine performance for B10 and B20 was very similar. At medium and high load conditions the engine emissions for B10 and B20 has no significant variation. Hence, B20 can safely be used in diesel engine without any significant penalty in engine performance and emissions.

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This paper takes its root in a trivial observation: management approaches are unable to provide relevant guidelines to cope with uncertainty, and trust of our modern worlds. Thus, managers are looking for reducing uncertainty through information’s supported decision-making, sustained by ex-ante rationalization. They strive to achieve best possible solution, stability, predictability, and control of “future”. Hence, they turn to a plethora of “prescriptive panaceas”, and “management fads” to bring simple solutions through best practices. However, these solutions are ineffective. They address only one part of a system (e.g. an organization) instead of the whole. They miss the interactions and interdependencies with other parts leading to “suboptimization”. Further classical cause-effects investigations and researches are not very helpful to this regard. Where do we go from there? In this conversation, we want to challenge the assumptions supporting the traditional management approaches and shed some lights on the problem of management discourse fad using the concept of maturity and maturity models in the context of temporary organizations as support for reflexion. Global economy is characterized by use and development of standards and compliance to standards as a practice is said to enable better decision-making by managers in uncertainty, control complexity, and higher performance. Amongst the plethora of standards, organizational maturity and maturity models hold a specific place due to general belief in organizational performance as dependent variable of (business) processes continuous improvement, grounded on a kind of evolutionary metaphor. Our intention is neither to offer a new “evidence based management fad” for practitioners, nor to suggest research gap to scholars. Rather, we want to open an assumption-challenging conversation with regards to main stream approaches (neo-classical economics and organization theory), turning “our eyes away from the blinding light of eternal certitude towards the refracted world of turbid finitude” (Long, 2002, p. 44) generating what Bernstein has named “Cartesian Anxiety” (Bernstein, 1983, p. 18), and revisit the conceptualization of maturity and maturity models. We rely on conventions theory and a systemic-discursive perspective. These two lenses have both information & communication and self-producing systems as common threads. Furthermore the narrative approach is well suited to explore complex way of thinking about organizational phenomena as complex systems. This approach is relevant with our object of curiosity, i.e. the concept of maturity and maturity models, as maturity models (as standards) are discourses and systems of regulations. The main contribution of this conversation is that we suggest moving from a neo-classical “theory of the game” aiming at making the complex world simpler in playing the game, to a “theory of the rules of the game”, aiming at influencing and challenging the rules of the game constitutive of maturity models – conventions, governing systems – making compatible individual calculation and social context, and possible the coordination of relationships and cooperation between agents with or potentially divergent interests and values. A second contribution is the reconceptualization of maturity as structural coupling between conventions, rather than as an independent variable leading to organizational performance.

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Yin Chen Hao Tang preparation (YCHTP) is a classic traditional Chinese medicine formula, which is commonly used for clinical treatment of hepatological diseases. In this study, a rapid and validated high-performance liquid chromatography (HPLC) method was developed to simultaneously identify 6,7-dimethylesculetin and geniposide in rat plasma. This assay was performed on a Dikma Diamonsil RP(18) column (200 mmx4.6 mm, 5 mum) with acetonitrile-methanol-water (0.1% formic acid) as the mobile phase, showing acceptable linearity, intra- and inter-day precision and accuracy (R.S.D.=5%), and absolute recovery for two analytes (74%); the limits of quantitation were 0.4 and 1.12 mug/ml, and the limits of detection were 0.06 and 0.09 mug/ml for two analytes. The developed method was successfully applied to study the effect of formula compatibility on the pharmacokinetics of 6,7-dimethylesculetin and geniposide in YCHTP when orally administrating an effective human daily dose of YCHTP to rats. We surmise that formula compatibility can significantly influence the pharmacokinetics of YCHTP, and we have elucidated and validated the compatible administration of YCHTP.

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AIM: Zhi Zhu Wan (ZZW) is a classical Chinese medical formulation used for the treatment of functional dyspepsia that attributed to Spleen-deficiency Syndrome. ZZW contains Atractylodes Rhizome and Fructus Citrus Immaturus, the later originates from both Citrus aurantium L. (BZZW) and Citrus sinensis Osbeck (RZZW). The present study is designed to elucidate disparities in the clinical efficacy of two ZZW varieties based on the pharmacokinetics of naringenin and hesperetin. MEHTOD: After oral administration of ZZWs, blood sample was collected from healthy volunteers at designed time points. Naringenin and hesperetin were detected in plasma by RP-HPLC, pharmacokinetic parameters were processed using mode-independent methods with WINNONLIN. RESULTS: After oral administration of BZZW, both naringenin and hesperetin were detected in plasma, and demonstrated similar pharmacokinetic parameters. Ka was 0.384+/-0.165 and 0.401+/-0.159, T(1/2(ke))(h) was 5.491+/-3.926 and 5.824+/-3.067, the AUC (mg/Lh) was 34.886+/-22.199 and 39.407+/-19.535 for naringenin and hesperetin, respectively. However, in the case of RZZW, only hesperetin was found in plasma, but the pharmacokinetic properties for hesperetin in RZZW was different from that in BZZW. T(max) for hesperetin in RZZW is about 8.515h, and its C(max) is much larger than that of BZZW. Moreover, it was eliminated slowly as it possessed a much larger AUC value. CONCLUSION: The distinct therapeutic orientations of the Chinese medical formula ZZWs with different Fructus Citrus Immaturus could be elucidated based on the pharmacokinetic parameters of constituents after oral administration.

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Liuwei Dihuang Wan (LWD), a classic Chinese medicinal formulae, has been used to improve or restore declined functions related to aging and geriatric diseases, such as impaired mobility, vision, hearing, cognition and memory. It has attracted increasingly much attention as one of the most popular and valuable herbal medicines. However, the systematic analysis of the chemical constituents of LDW is difficult and thus has not been well established. In this paper, a rapid, sensitive and reliable ultra-performance liquid chromatography with electrospray ionization quadrupole time-of-flight high-definition mass spectrometry (UPLC-ESI-Q-TOF-MS) method with automated MetaboLynx analysis in positive and negative ion mode was established to characterize the chemical constituents of LDW. The analysis was performed on a Waters UPLCTM HSS T3 using a gradient elution system. MS/MS fragmentation behavior was proposed for aiding the structural identification of the components. Under the optimized conditions, a total of 50 peaks were tentatively characterized by comparing the retention time and MS data. It is concluded that a rapid and robust platform based on UPLC-ESI-Q-TOF-MS has been successfully developed for globally identifying multiple-constituents of traditional Chinese medicine prescriptions. This is the first report on systematic analysis of the chemical constituents of LDW. This article is protected by copyright. All rights reserved.

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7' vinyl single and digital download

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A series of NR composites filled with modified kaolinite (MK), carbon black (CB) and the hybrid fillercontained MK and CB, were prepared by melt blending. The microstructure, combustion and thermaldecomposition behaviors of NR composites were characterized by TEM, XRD, infrared spectroscopy, conecalorimeter test (CCT) and thermal-gravimetric analysis (TG). The results show that the filler hybridizationcan improve the dispensability and shape of the kaolinite sheets in the rubber matrix and change theinterface bond between kaolinite particles and rubber molecules. NR-3 filled by 10 phr MK and 40 phr CBhas the lowest heat release rate (HRR), mass loss rate (MLR), total heat release (THR), smoke productionrate (SPR) and the highest char residue among all the NR composites. Therefore, the hybridization ofthe carbon black particles with the kaolinite particles can effectively improve the thermal stability andcombustion properties of NR composites.

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We describe a new species of dasyurid marsupial within the genus Antechinus that was previously known as a northern outlier of Dusky Antechinus (A. swainsonii). The Black-tailed Antechinus, Antechinus arktos sp. nov., is known only from areas of high altitude and high rainfall on the Tweed Volcano caldera of far south-east Queensland and north-east New South Wales, Australia. Antechinus arktos formerly sheltered under the taxonomic umbrella of A. swainsonii mimetes, the widespread mainland form of Dusky Antechinus. With the benefit of genetic hindsight, some striking morphological differences are herein resolved: A. s. mimetes is more uniformly deep brown-black to grizzled grey-brown from head to rump, with brownish (clove brown—raw umber) hair on the upper surface of the hindfoot and tail, whereas A. arktos is more vibrantly coloured, with a marked change from greyish-brown head to orange-brown rump, fuscous black on the upper surface of the hindfoot and dense, short fur on the evenly black tail. Further, A. arktos has marked orange-brown fur on the upper and lower eyelid, cheek and in front of the ear and very long guard hairs all over the body; these characters are more subtle in A. s. mimetes. There are striking genetic differences between the two species: at mtDNA, A. s. mimetes from north-east New South Wales is 10% divergent to A. arktos from its type locality at Springbrook NP, Queensland. In contrast, the Ebor A. s. mimetes clades closely with conspecifics from ACT and Victoria. A. arktos skulls are strikingly different to all subspecies of A. swainsonii. A. arktos are markedly larger than A. s. mimetes and A. s. swainsonii (Tasmania) for a range of craniodental measures. Antechinus arktos were historically found at a few proximate mountainous sites in south-east Queensland, and have only recently been recorded from or near the type locality. Even there, the species is likely in low abundance. The Black-tailed Antechinus has plausibly been detrimentally affected by climate change in recent decades, and will be at further risk with increasing warming trends.

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Most previous work on unconditionally secure multiparty computation has focused on computing over a finite field (or ring). Multiparty computation over other algebraic structures has not received much attention, but is an interesting topic whose study may provide new and improved tools for certain applications. At CRYPTO 2007, Desmedt et al introduced a construction for a passive-secure multiparty multiplication protocol for black-box groups, reducing it to a certain graph coloring problem, leaving as an open problem to achieve security against active attacks. We present the first n-party protocol for unconditionally secure multiparty computation over a black-box group which is secure under an active attack model, tolerating any adversary structure Δ satisfying the Q 3 property (in which no union of three subsets from Δ covers the whole player set), which is known to be necessary for achieving security in the active setting. Our protocol uses Maurer’s Verifiable Secret Sharing (VSS) but preserves the essential simplicity of the graph-based approach of Desmedt et al, which avoids each shareholder having to rerun the full VSS protocol after each local computation. A corollary of our result is a new active-secure protocol for general multiparty computation of an arbitrary Boolean circuit.

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Mocombe and Tomlin’s Language, Literacy, and Pedagogy in Postindustrial Societies: The Case of Black Academic Underachievement is part of the Routledge Research in Education series. The purpose of the work is to set out a theoretical framework for understanding the black/white academic achievement gap in the age of globalisation and post-industrialism. The authors use each chapter to develop an explanation for the persistent black/white academic achievement gap, by theorising that the gap is an epiphenomenon of global capitalist, post-industrial structures, reinforced by education as an apparatus of the system...