This paper extends the simulation algorithm by Andreasen & Huge (2011) to the simulation of option prices and deltas on Lévy driven assets. The simulation is performed relying on the inverse transition matrix of the discretized PDE. Each row describes the evolution of option prices and can thus be seen as the underlying’s transition probability distribution. We demonstrate how one can get accu

Introduction: CAM2038 q1w (once weekly) and q4w (once monthly) are investigational buprenorphine subcutaneous (SC) formulations based on FluidCrystal® injection depot technology. These two drug products are being developed for opioid dependence treatment, with a target for once-weekly and once-monthly SC dosing. The rationale for developing two products with different dosing frequencies is that tr

Background: This is an update of the Cochrane review published in 2002. Colorectal cancer (CRC) is a major cause of morbidity and mortality in industrialised countries. Experimental evidence has supported the hypothesis that dietary fibre may protect against the development of CRC, although epidemiologic data have been inconclusive. Objectives: To assess the effect of dietary fibre on the recurren

Objectives Increased cancer risks have been reported among workers in the rubber manufacturing industry employed before the 1960s, but it is unclear for workers hired subsequently. The present study focused on cancer incidence among rubber workers first employed after 1975 in Sweden and the UK. Methods Two cohorts of rubber workers employed for at least 1 year were analysed. Standardised incidence

In the spatial multivariate econometrics models, the relations are typically built for the between location dependencies, which is adopted from univariate case like SEM and SLM models. However, this does not allow for intra-location dependencies to be accounted directly. The weakness of the previous models is shown analytically and using examples. A new multivariate spatial econometric model is pr

Background: Tumor microenvironment, which is largely affected by inflammatory cells, is a crucial participant in the neoplastic process through promotion of cell proliferation, survival and migration. We measured the effects of polymorphonuclear neutrophil (PMN) conditioned medium alone, and supplemented with serine proteinase inhibitor α-1 antitrypsin (AAT) or its C-terminal fragment (C-36 peptid

The relationship between the frequency of River Ammer floods (southern Germany) and atmospheric circulation variability is investigated based on observational Ammer River discharge data back to 1926 and a flood layer time series from varved sediments of the downstream Lake Ammer for the pre-instrumental period back to 1766. A composite analysis reveals that, at synoptic timescales, observed River

During memory formation, structural rearrangements of dendritic spines provide a mean to durably modulate synaptic connectivity within neuronal networks. New neurons generated throughout the adult life in the dentate gyrus of the hippocampus contribute to learning and memory. As these neurons become incorporated into the network, they generate huge numbers of new connections that modify hippocampa

For its fifth assessment report, the Intergovernmental Panel on Climate Change divided future scenario projections (2005-2100) into two groups: Socio-Economic Pathways (SSPs) and Representative Concentration Pathways (RCPs). Each SSP has country-level urban and rural population projections, while the RCPs are based on radiative forcing caused by greenhouse gases, aerosols and associated land-use c

This work presents a broadband SiGe Power Amplifier (PA) for operation between 60-90 GHz covering both 71-76 GHz and 81-86 GHz E-Band sub-bands. It consists of a two-stage differential cascode amplifier using an LC-interstage matching network in the interface between the stages. Single-ended to differential conversion is accomplished by the use of two stacked 1-To-1 transformers, achieving a simul

The closed chamber technique is widely used to measure the exchange of methane (CH4) and carbon dioxide (CO2) from terrestrial ecosystems. There is, however, large uncertainty about which model should be used to calculate the gas flux from the measured gas concentrations. Due to experimental uncertainties the simple linear regression model (first-order polynomial) is often applied, even though the

The emergence of modern, affordable and accurate RGB-D sensors increases the need for single view approaches to estimate 3-dimensional motion, also known as scene flow. In this paper we propose a coarse-to-fine, dense, correspondence-based scene flow formulation that relies on explicit geometric reasoning to account for the effects of large displacements and to model occlusion. Our methodology enf

Many standard optimization methods for segmentation and reconstruction compute ML model estimates for ap- pearance or geometry of segments, e.g. Zhu-Yuille [23], Torr [20], Chan-Vese [6], GrabCut [18], Delong et al. [8]. We observe that the standard likelihood term in these formu- lations corresponds to a generalized probabilistic K-means energy. In learning it is well known that this energy has a

AIM: To investigate the size-dependent lymphatic uptake of nanoparticles in mice with rapidly growing syngeneic tumors.MATERIALS & METHODS: Mice were inoculated subcutaneously with EL4 lymphoma cells and on day 5 or day 6 of tumor growth, injected peritumorally with either 29 nm or 58 nm of ultra-small superparamagnetic iron oxide nanoparticles. Twenty-four hours later the animals were imaged