971 resultados para option pricing VIX Laguerre expansion jump-diffusion


Relevância:

20.00% 20.00%

Publicador:

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The rapid proliferation and extensive spread of water hyacinth Eichhornia crassipes (Mart) Solms in the highland lakes of the Nile Basin within less than 15 years of introduction into the basin in the 1980s pauses potential environmental and social economic menace if the noxious weed is not controlled soon. The water weed has spread all round Lake Victoria and, in Uganda where infes tation is mos t severe, water hyacinth estimated at 1,330,000 ton smothers over 2,000 ha of the lakeshore (August,1994). Lake Kyoga which already constantly supplies River Nile with the weed is infested with over 570 ha, while over 80% of the river course in Uganda is fringed on either side with an average width of about 5m of water hyacinth. As the impact of infestation with water hyacinth on water quality and availability, transportation by water, fishing activities, fisheries ecology, hydro-power generation etc becomes clear in Uganda, serious discussion is under way on how to control and manage the noxious weed. This paper pauses some of the questions being asked regarding the possible application of mechanical and chemical means to control the water weed.Uganda has already initiated the use of biological control of water hyacinth on Lake Kyoga with a strategy to use two weevils namely Neochetinabruchi and Neochetina eichhorniae. The strategy to build capacity and infrastructure for mass multiplication and deployment of biological control of the weevils in the field developed in Uganda by the Fisheries Research Insti tu te (FIRI) and the Namulonge Agricultural and Animal production Research Insti tute (NAARI) is proposed in outline for evaluation. Plans to deploy this strategy on lake Kyoga are under way

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Rapid thermal annealing of arsenic and boron difluoride implants, such as those used for source/drain regions in CMOS, has been carried out using a scanning electron beam annealer, as part of a study of transient diffusion effects. Three types of e-beam anneal have been performed, with peak temperatures in the range 900 -1200 degree C; the normal isothermal e-beam anneals, together with sub-second fast anneals and 'dual-pulse' anneals, in which the sample undergoes an isothermal pre-anneal followed by rapid heating to the required anneal temperature is less than 0. 5s. The diffusion occuring during these anneal cycles has been modelled using SPS-1D, an implant and diffusion modelling program developed by one of the authors. This has been modified to incorporate simulated temperature vs. time cycles for the anneals. Results are presented applying the usual equilibrium clustering model, a transient point-defect enhancement to the diffusivity proposed recently by Fair and a new dynamic clustering model for arsenic. Good agreement with SIMS measurements is obtained using the dynamic clustering model, without recourse to a transient defect model.