On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

First record of the behavior of latex drainage by Trigona spinipes (Fabricius) (Hymenoptera, Apidae) in laticiferous flowers

This paper describes the behavior of the bee Trigona spinipes, to avoid the latex, when piercing the base of the tubular corolla of the flowers of Mandevilla guanabarica in order to steal the nectar.

Parasitizing behavior of Cervellus piranga Penteado-Dias (Hymenoptera, Braconidae, Braconinae) on papaya borer weevil Pseudopiazurus obesus Marshall (Coleoptera, Curculionidae)

Parasitizing behavior of Cervellus piranga Penteado-Dias (Hymenoptera, Braconidae, Braconinae) on papaya borer weevil Pseudopiazurus obesus Marshall (Coleoptera, Curculionidae). The papaya borer weevil Pseudopiazurus obesus is a pest associated with papaya crops in Brazil and Cervellus piranga is a naturally-occurring parasitoid which may contribute to regulate populations of this pest. We aimed at describing the parasitizing behavior of the parasitoid C. piranga on papaya borer weevil P. obesus larvae under field conditions. The sequence of events related to the parasitizing behavior of C. piranga is similar to other braconid species and includes the location and recognition of the attacked host plant followed by walks on the host plant and touching it with the tip of the antennae and the ovipositor. In the following event, the parasitoid assesses the suitability of the host by speeding up antennae and ovipositor movements. After locating and accepting the host, the parasitoid remains inactive on oviposition aperture sites and starts moving the antennae. Afterwards, the parasitoid inserts its ovipositor and starts cleaning it repeatedly. The female of C. piranga inserts the ovipositor through the hole and lay one egg into the papaya weevil borer. After oviposition, the female cleans continuously both ovipositor and antennae before leaving to forage for a new host.

Ethical differentiation and market behavior: An experimental approach

Does ethical differentiation of products affect market behavior? We examined this issue in triopolistic experimental markets where producers set prices. One producer s costs were higher than the others. In two treatments, the additional costs were attributed tocompliance with ethical guidelines. In the third, no justification was provided. Manyparticipants playing the role of consumers reduced their experimental gains by purchasing the ethically differentiated product at a higher price whether or not they knew the amount of extra cost. Individual differences were important (students of business/economics paid smaller premia than others). Finally, we speculate about the observed demand function for ethics and emphasize the use of experimental methodology to complement empirical studies designed to assess the potential market for ethically differentiated products.

Effect of Citrus floral extracts on the foraging behavior of the stingless bee Scaptotrigona pectoralis (Dalla Torre)

Effect of Citrus floral extracts on the foraging behavior of the stingless bee Scaptotrigona pectoralis (Dalla Torre). Stingless bees have an important role as pollinators of many wild and cultivated plant species in tropical regions. Little is known, however, about the interaction between floral fragrances and the foraging behavior of meliponine species. Thus we investigated the chemical composition of the extracts of citric (lemon and orange) flowers and their effects on the foraging behavior of the stingless bee Scaptotrigona pectoralis. We found that each type of flower has its own specific blend of major compounds: limonene (62.9%) for lemon flowers, and farnesol (26.5%), (E)-nerolidol (20.8%), and linalool (12.7%) for orange flowers. In the foraging experiments the S. pectoralis workers were able to use the flower extracts to orient to the food source, overlooking plates baited with hexane only. However, orange flower extracts were seemingly more attractive to these worker bees, maybe because of the particular blend present in it. Our results reveal that these fragrances are very attractive to S. pectoralis, so we can infer that within citric orchards they could be important visitors in the study area; however habitat destruction, overuse of pesticides and the competitive override by managed honeybees might have put at risk their populations and thus the ecological services they provide to us.

Does the aggressiveness of the prey modify the attack behavior of the predator Supputius cincticeps (Stål) (Hemiptera, Pentatomidae)?

Does the aggressiveness of the prey modify the attack behavior of the predator Supputius cincticeps (Stål) (Hemiptera, Pentatomidae)? The stink bug Supputius cincticeps (Stål) (Hemiptera, Pentatomidae) is a predator found in several Brazilian regions, which possesses desirable attributes as a natural control agent and in biological control programs. The aim of this study was to test if the attack behavior and predation success of S. cincticeps were affected by prey species. Larvae of Tenebrio molitor (L.) (Coleoptera, Tenebrionidae), Spodoptera frugiperda (J. E. Smith) (Lepidoptera, Noctuidae), and Thyrinteina arnobia (Stoll) (Lepidoptera, Geometridae) were offered to S. cincticeps in laboratory bioassays where predatory attack and prey defensive behaviors were observed for 2-hour periods. The attack behavior of S. cincticeps changed with the prey species offered. More than 25% of T. molitor and S. frugiperda larvae were immediately attacked, but T. arnobia was not immediately attacked by S. cincticeps. Successful attack (i.e., successful insertion of the predator stylets into the prey) depends on the region of the body attacked, with a greater proportion of successful attacks in the anterior than in the median or posterior regions. Larvae of T. arnobia and S. frugiperda displayed a sequence of abrupt head and body movements in response to S. cincticeps attack. Attempts of predation were more successful on T. molitor and S. frugiperda than on T. arnobia. Information about the differential attack behavior of S. cincticeps on different prey species is important for designing successful biological control programs using this hemipteran predator.

Age and multiple mating effects on reproductive success of Grapholita molesta (Busck) (Lepidoptera, Tortricidae)

The reproductive success of the oriental peach moth was evaluated in four experiments: 1) assessment of the mating duration, fecundity, fertility and longevity of females paired with virgin and immediately mated males; 2) mating duration, spermatophore size, fecundity, fertility and longevity in females paired with virgin and up to four times mated males; 3) receptivity of females to additional copulations after mating with virgin or mated males, and the effects of this behavior in female fecundity, fertility and longevity; 4) influence of insects age in the reproductive output. Males (33%) could copulate immediately after a previous copula. They were fertile until the fourth mating, but only in the first copula they transferred the longest (1.43 ± 0.10 mm) and widest (0.83 ± 0.11 mm) spermatophore, presenting the fastest mating duration (34.8 ± 2.62 min). A high proportion of females copulated by non-virgin males (84%) was receptive to other copulas, in comparison to those copulated by virgin males (32.4%). However, the fecundity, fertility, and longevity were similar among females that copulate once or more. The age was the most important factor affecting reproductive variables, where one and three day old insects had a significant higher fecundity, fertility and presented a shorter mating duration in comparison with older individuals. Results pointed out that the reproductive capacity of Grapholita molesta changes a little with respect to the analyzed factors, highlighting the elevated biotic potential of the species.

Entering behavior of Gasteruption brachychaetum Schrottky (Hymenoptera, Gasteruptiidae) into a nest of Hylaeus Fabricius (Hymenoptera, Colletidae)

Nests of Hylaeus aff. guaraniticus (Schrottky, 1906) were parasited by females of Gasteruption brachychaetum Schrottky, 1906 in trap nests in São Paulo (Brazil). This is thefirst host record of a Gasteruptiidae in the Neotropical Region. The behavior of a G.brachychaetum female entering a host's nest is described as follows: an inquiline female hovered near the host's nest, landed and detected that a female of H. aff. guaraniticus was inside the nest, waited for the host female to fly out, entered backwards into the nest, remained there for almost six minutes, and then went out the nest. The development time of immature stages of G.brachychaetum varied between 16 and 299 days.

On the complexity of rationalizing behavior

We study the complexity of rationalizing choice behavior. We do so by analyzing two polar cases, and a number of intermediate ones. In our most structured case, that is where choice behavior is defined in universal choice domains and satisfies the "weak axiom of revealed preference," finding the complete preorder rationalizing choice behavior is a simple matter. In the polar case, where no restriction whatsoever is imposed, either on choice behavior or on choice domain, finding the complete preordersthat rationalize behavior turns out to be intractable. We show that the task of finding the rationalizing complete preorders is equivalent to a graph problem. This allows the search for existing algorithms in the graph theory literature, for the rationalization of choice.

Predatory behavior of Pseudodorus clavatus (Diptera, Syrphidae) on aphids tended by ants

Predatory behavior of Pseudodorus clavatus (Diptera, Syrphidae) on aphids tended by ants. In this study, we examined the interactions between myrmecophilous aphids, their ant-guards and a predatory syrphid species, Pseudodorus clavatus (F.). Larvae of this predator were found in the colonies of three aphid species: Aphis gossypii, A. spiraecola and Toxoptera sp., which were tended by eight ant species, especially Camponotus. Hoverfly larvae managed to infiltrate the aphid colonies and consume nymphs. Predator larvae exhibited inconspicuous movements and were not detected by ants which were commonly observed touching and antennating the larvae they come into contact. These results suggest that behavioral and chemical cues are involved in the infiltration and on the successful predation of syrphids upon aphids.

Rebuild Iowa Advisory Commission (RIAC) 45-Day Report

The Rebuild Iowa Advisory Commission (RIAC) 45-Day Report offers the initial recommendations and priorities for Iowa's recovery from the devastating storms, flooding and tornadoes of 2008. The RIAC is a 15-member bipartisan commission appointed by Governor Chet Culver to lay out a blueprint to recovery.

Rebuild Iowa Advisory Commission (RIAC) 120-Day Report

The Rebuild Iowa Advisory Commission (RIAC) 120-Day Report offers the recommendations and priorities for Iowa's long-term recovery from the devastating storms, flooding and tornadoes of 2008. The RIAC is a 15-member bipartisan commission appointed by Governor Chet Culver to lay out a blueprint to recovery

Defensive behavior associated with secretions from the prosternal paired glands of the larvae of Heliconius erato phyllis Fabricius (Lepidoptera, Nymphalidae)

Defensive behavior associated with secretions from the prosternal paired glands of the larvae of Heliconius erato phyllis Fabricius (Lepidoptera, Nymphalidae). Our work presents for the first time, the defensive behavior associated with the release of the product of the prosternal paired glands of the larva of Heliconius erato phyllis Fabricius, 1775 (Lepidoptera, Nymphalidae, Heliconiinae). The prosternal glands were first described for larvae of H. erato phyllis. They are formed by two types of glandular structures: the impair gland and the paired glands. The prosternal glands are located within the conical integumentary sac, which in turn is situated on the individual's prosternum. The main goal of this study is to analyze the existence of any secretion from the prosternal paired glands, and check the action mode of this secretion. The methodology used for chemical analysis of the glands included the aeration and, analysis in gas chromatography and gas chromatography-mass spectrometry. The results show that the prosternal glands do not produce volatiles. Bioassays were conducted with simulated and natural attacks and revealed that the prosternal paired glands produce secretions of defense together with silk produced by labials glands as a defense strategy, described for the first time, against ants. The strategy consists in wrapping the ant with silk threads, the entire wrapped object moved to the end of the body, with the aid of the legs and prolegs, and possibly fixed in a nearby place. Evidence for the existence of a conical integumentary sac in larvae of other species and families of Lepidoptera allows us to propose the possibility of occurrence of prosternal paired glands with defensive function in these other groups as well.

Maternal care in Gargaphia decoris (Heteroptera, Tingidae), with comments on this behavior within the genus and family

Maternal care in Gargaphia decoris is described for the first time. A video is presented as supplementary material. The knowledge on such trait within Tingidae is summarized. The behavior within the family is discussed, and the potential as a source of phylogenetic characters for further analyses is stressed.