Format: Retrospective Review.
Length Of Follow-up: 18 months.
Classification: Rearfoot and Ankle Reconstruction.
Given a Black stochastic volatility model for a future F, and a function g, we show that the price of [Formula: see text] can be represented by portfolios of put and call options. This generalizes the classical representation result for the variance swap. Further, in a local volatility model, we give an example based on Dupire's formula which shows how the theorem can be used to design variance related contracts with desirable characteristics.
View Article and Find Full Text PDFWe set up a game theoretic framework to analyze a wide range of situations from team sports. A fundamental idea is the concept of potential; the probability of the offense scoring the next goal minus the probability that the next goal is made by the defense. We develop categorical as well as continuous models, and obtain optimal strategies for both offense and defense.
View Article and Find Full Text PDFTo try to outperform an externally given benchmark with known weights is the most common equity mandate in the financial industry. For quantitative investors, this task is predominantly approached by optimizing their portfolios consecutively over short time horizons with one-period models. We seek in this paper to provide a theoretical justification to this practice when the underlying market is of Barndorff-Nielsen and Shephard type.
View Article and Find Full Text PDFA global proteomic evaluation of the response of Arthrobacter sp. strain FB24 to 5 and 20 mM Cr(VI) was conducted using both two-dimensional gel electrophoresis (2-DGE) and liquid chromatography coupled with tandem mass spectrometry (LC/LC-MS/MS). The changes in protein expression found with 2-DGE indicate alterations in central metabolism and amino acid synthesis.
View Article and Find Full Text PDFGeobacter species predominate in aquatic sediments and submerged soils where organic carbon sources are oxidized with the reduction of Fe(III). The natural occurrence of Geobacter in some waste sites suggests this microorganism could be useful for bioremediation if growth and metabolic activity can be regulated. 2-DE was used to monitor the steady state protein levels of Geobacter metallireducens grown with either Fe(III) citrate or nitrate to elucidate metabolic differences in response to different terminal electron acceptors present in natural environments populated by Geobacter.
View Article and Find Full Text PDFA novel analytical method based on laser desorption postionization mass spectrometry (LDPI-MS) was developed to investigate the competence and sporulation factor-a pentapeptide of amino acid sequence ERGMT-within intact Bacillus subtilis biofilms. Derivatization of the neat ERGMT peptide with quinoline- and anthracene-based tags was separately used to lower the peptide ionization potential and permit direct ionization by 7.87-eV vacuum ultraviolet radiation.
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