Search results for "complement"

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

Iterative Methods for Pricing American Options under the Bates Model

2013

We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…

Visualization in the integrated SimPhoNy multiscale simulation framework

2018

Abstract We describe three distinct approaches to visualization for multiscale materials modelling research. These have been developed with the framework of the SimPhoNy FP7 EU-project, and complement each other in their requirements and possibilities. All have been integrated via wrappers to one or more of the simulation approaches within the SimPhoNy project. In this manuscript we describe and contrast their features. Together they cover visualization needs from electronic to macroscopic scales and are suited to simulations made on personal computers, workstations or advanced High Performance parallel computers. Examples as well as recommendations for future calculations are presented.

The Equiangular Compass

2012

Identification of mycorrhiza-regulated genes with arbuscule development-related expression profile

2004

Suppressive subtractive hybridisation was applied to the analysis of late stage arbuscular mycorrhizal development in pea. 96 cDNA clones were amplified and 81, which carried fragments more than 200 nt in size, were sequence analysed. Among 67 unique fragments, 10 showed no homology and 10 were similar to sequences with unknown function. RNA accumulation of the corresponding 67 genes was analysed by hybridisation of macro-arrays. The cDNAs used as probes were derived from roots of wild type and late mutant pea genotypes, inoculated or not with the AM fungus Glomus mosseae. After calibration, a more than 2.5-fold mycorrhiza-induced RNA accumulation was detected in two independent experiments…

Dal formato cartaceo al formato digitale: uno studio qualitativo di test di matematica

Eating a variety of vegetables: the importance of feeding practices at weaning and onwards

2013

Présentation sous forme d'un diaporama (24 diapositives) classé confidentiel; International audience; Eating a varied diet is known to improve the food intake from a nutritional point of view. Weaning (i.e. introduction of complementary foods) is a transitional process between the consumption of a unique food, milk, and family foods. This is the time when the diet gets progressively diversified. Accumulating evidences point towards the role that eating a varied diet as early as the beginning of weaning plays in the development of further food acceptance and healthy eating habits. These studies will be reviewed, as well as other studies underlying more broadly the role played by parental fee…

Antibacterial activity and cytotoxicity of selected Egyptian medicinal plants.

2011

Medicinal plants have been used as a source of remedies since ancient times in Egypt. The present study was designed to investigate the antibacterial activity and the cytotoxicity of the organic extracts from 16 selected medicinal plants of Egypt. The study was also extended to the isolation of the antiproliferative compound jaeschkeanadiol p-hydroxybenzoate (FH-25) from Ferula hermonis. The microbroth dilution was used to determine the minimal inhibitory concentration (MIC) of the samples against twelve bacterial strains belonging to four species, Providencia stuartii, Pseudomonas aeruginosa, Klebsiella pneumoniae, and Escherichia coli, while a resazurin assay was used to assess the cytoto…

Development of healthy eating in children: from research to public health perspective

2019

International audience

The endogenous retroviral insertion in the human complement C4 gene modulates the expression of homologous genes by antisense inhibition

2001

Intron 9 contains the complete endogenous retrovirus HERV-K(C4) as a 6.4-kb insertion in 60% of human C4 genes. The retroviral insertion is in reverse orientation to the C4 coding sequence. Therefore, expression of C4 could lead to the transcription of an antisense RNA, which might protect against exogenous retroviral infections. To test this hypothesis, open reading frames from the HERV sequence were subcloned in sense orientiation into a vector allowing expression of a beta-galactosidase fusion protein. Mouse L cells which had been stably transfected with either the human C4A or C4B gene both carrying the HERV insertion (LC4 cells), and L(Tk-) cells without the C4 gene were transiently tr…