Search results for "Complement"
showing 10 items of 2113 documents
Matemática y semiótica en el aula: un punto de vista necesario
2014
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2016
European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a given model p…
A Generic Approach to Scheduling and Checkpointing Workflows
2018
This work deals with scheduling and checkpointing strategies to execute scientific workflows on failure-prone large-scale platforms. To the best of our knowledge, this work is the first to target fail-stop errors for arbitrary workflows. Most previous work addresses soft errors, which corrupt the task being executed by a processor but do not cause the entire memory of that processor to be lost, contrarily to fail-stop errors. We revisit classical mapping heuristics such as HEFT and MinMin and complement them with several checkpointing strategies. The objective is to derive an efficient trade-off between checkpointing every task (CkptAll), which is an overkill when failures are rare events, …
Business Sectors Involved in Social Entrepreneurship
2021
The present chapter offers detailed insights about the characteristics at a microeconomic level of four practical examples of social ventures. After providing a robust theoretical framework about the motivations, challenges and aspirations of social entrepreneurs, it is time to put into practice these conceptions through the lens of real social ventures. The literature encourages the use of case studies to connect the theory groundwork, developed in the academy, to real life. As for this call to study, the present chapter thoroughly covers the ideation and consolidation stages of the selected social ventures, which sheds light for inspiration on a context where social entrepreneurship is in…
An Operator Splitting Method for Pricing American Options
2008
Pricing American options using partial (integro-)differential equation based methods leads to linear complementarity problems (LCPs). The numerical solution of these problems resulting from the Black-Scholes model, Kou’s jump-diffusion model, and Heston’s stochastic volatility model are considered. The finite difference discretization is described. The solutions of the discrete LCPs are approximated using an operator splitting method which separates the linear problem and the early exercise constraint to two fractional steps. The numerical experiments demonstrate that the prices of options can be computed in a few milliseconds on a PC.
Categories, Musical Instruments, and Drawings: A Unification Dream
2019
The mathematical formalism of category theory allows to investigate musical structures at both low and high levels, performance practice (with musical gestures) and music analysis. Mathematical formalism can also be used to connect music with other disciplines such as visual arts. In our analysis, we extend former studies on category theory applied to musical gestures, including musical instruments and playing techniques. Some basic concepts of categories may help navigate within the complexity of several branches of contemporary music research, giving it a unitarian character. Such a 'unification dream,' that we can call 'cARTegory theory,' also includes metaphorical references to topos th…
Valuing water supply infrastructure improvements using life satisfaction data as a complement to contingent valuation
2019
The pharmacology of the genus Sophora (Fabaceae): An updated review.
2019
Abstract Background The genus Sophora (Fabaceae) represents one of the important medicinal plant genera regarding its chemical constituents and outstanding pharmacological activities. Purpose In this review, we surveyed the latest findings on the bioactivities of different Sophora extracts and isolated phytochemicals during the past 8 years (2011–2019) updating the latest review article in 2011. The aim of this review is to focus on the molecular pharmacology of Sophora species to provide the rationale basis for the development of novel drugs. Results Sophora and its bioactive compounds possess outstanding pharmacological properties, especially as anticancer and anti-inflammatory drugs, in …
Evaluation of TKTL1 as a biomarker in serum of prostate cancer patients.
2016
Introduction Monocyte associated transketolase-like 1 (TKTL1) as a cancer biomarker has become popular with alternative practitioners, but plays no role in conventional medicine. This investigation evaluates the potential of serum TKTL1 as a biomarker for prostate cancer. Material and methods Patients (n = 66) undergoing curative radical prostatectomy (RPE) for biopsy-pro-ven PCa were included in the study. Controls (n = 10) were healthy, age-matched, male volunteers. 10 ml of peripheral blood was drawn from patients several days before surgery and from controls. Serum TKTL1 was measured using the ELISA method. Results The median age at tumor diagnosis was 66 years and median serum PSA was …