简介:Thispaperproposesandmakesastudyofanewmodel(calledthe3/2plusjumpsmodel)forVIXoptionpricing.Themodelallowsthemean-reversionspeedandvolatilityofvolatilitytobehighlysensitivetotheactuallevelofVIX.Inparticular,thepositivevolatilityskewisaddressedbythe3/2plusjumpsmodel.Dailycalibrationisusedtoprovethattheproposedmodelpreservesitsvalidityandreliabilityforbothin-sampleandout-of-sampletests.Theresultsshowthatthemodelsarecapableoffittingthemarketpricewhilegeneratingpositivevolatilityskew.
简介:我们使用Ringel大厅代数学途径为在Xi被描绘的类型B2的量组学习正规基础元素[12]。然而,我们的途径在那里简化几计算。
简介:LetCdenotethesetofallk-subestsofann-set.AssumeAlohtaininCa,andAlohtainin(A,B)iscalledacross-2-intersectingfamilyif|AB≥2forandA∈A,B∈B.Inthispaper,thebestupperboundsofthecardinalitiesfornon-emptycross-2-intersectingfamillesofa-andb-subsetsareobtainedforsomeaandb,AnewproofforaFrankl-Tokushigetheorem[6]isalsogiven.
简介:SomecharacterizationsoftheconditionalexpectationoperatorsonLebesgue-BochnerspacesL_p(μ,X)aregiven,where1≤p<∞,p≠2.AlsoanexampleisgiventoshowthatthecharacterizationsoftheconditionalexpectationoperatorsonL_p(μ,X)aredifferentfromthatonL_p(μ)_zFinally,arepresentationoftheconstant-preservingcontractiveprojectiononspacesL_p(μ,X)isgotwhen0
简介:Animprovedrandomizedalgorithmoftheequivalent2-catalogsegmentationproblemispresented.Theresultobtainedinthispapermakessomeprogresstoanswertheopenproblembyanalyzethisalgorithmwithperformanceguarantee.A0.6378-approximationfortheequivalent2-catalogsegmentationproblemisobtained.
简介:Assumethatm≥2,pisaprimenumber,(m,p(p-1))=1,-1(Z/mZ)~*and[(Z/mZ)~*:]=4.Inthispaper,wecalculatethevalueofGausssumG(X)=Σ_(x∈F_q~*)x(x)ζ_p~(T(x))overF_q,whereq=p~f,f=((m))/4xisamultiplicativecharacterofF_qandTisthetracemapfromF_qtoF_p.Underourassumptions,G(x)belongstothedecompositionfieldKofpinQ(ζm)andKisanimaginaryquarticabeliannumberfield.WhentheGaloisgroupGal(K/Q)iscyclic,wehavestudiedthiscycliceaseinanotherpaper:'Gausssumsofindexfour:(1)cycliccase'(acceptedbyActaMathematicaSinica,2003).Inthispaperwedealwiththenon-cycliccase.
简介:Inthispaper,theauthorsobtaintheBaecklundtransformationontime-likesurfaceswithconstantmeancurvatureinR^2,1.Usingthistransformation,familiesofsurfaceswithconstantmeancurvaturefromknownonescanbeconstructed.
简介:让p是一个奇怪的素数。在我们介绍的这份报纸,二次的线性p鈥揳lgebraQ1由合适改变Q的发电机获得了,在H鈭炩€搑ing系列的范畴的cohomology操作的同类的二次的代数学,并且仔细看在情况p=相似的商在cohomology上导致的地图2,结果是injective。因此,它的目标包含古典亚当斯的E2鈥搕erm光谱顺序作为subalgebra。对的明确的描述在Q上在合理假设下面被给是Koszul代数学。关键词Koszul代数学-代数学的Cohomology-亚当斯光谱顺序先生(2000)题目分类55S10-18G15-55T15
简介:WeinvestigatethenonlinearSchrdingerequationiut+△u+|u|p-1u=0with1+4/N
2)(whenN=1,2,1+4/N
2>||Q||(1-sc)/sc|▽Q||2,theneitheru(t)blowsupinfiniteforwardtimeoru(t)existsgloballyforpositivetimeandthereexistsatimesequencetn→+∞suchthat||▽u(tn)||2→+∞.HereQisthegroundstatesolutionof—(1—sc)Q+△Q+|Q|p-1Q=0.Asimilarresultholdsfornegativetime.Thisextendtheresultofthe3DcubicSchr(o|¨)dingerequationobtainedbyHolmertothegeneralmass-supercriticalandenergy-subcriticalcase.