Search results for "quantitative"
showing 10 items of 2409 documents
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis
2015
In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.
Detection, validation, and downstream analysis of allelic variation in gene expression.
2009
AbstractCommon sequence variants within a gene often generate important differences in expression of corresponding mRNAs. This high level of local (allelic) control—or cis modulation—rivals that produced by gene targeting, but expression is titrated finely over a range of levels. We are interested in exploiting this allelic variation to study gene function and downstream consequences of differences in expression dosage. We have used several bioinformatics and molecular approaches to estimate error rates in the discovery of cis modulation and to analyze some of the biological and technical confounds that contribute to the variation in gene expression profiling. Our analysis of SNPs and alter…
Analysis of Diuretics in Urine by Column-Switching Chromatography and Fluorescence Detection
1997
The potential of column-switching chromatography and fluorescence detection for the analysis of diuretics in urine is evaluated. Sample cleanup and chromatographic parameters have been optimized to achieve maximum sensitivity for the detection and quantification of some relevant diuretics. On the basis of these studies, an on-line procedure for the simultaneous determination of amiloride, furosemide, bumetanide and triamterene is presented. The linearity, precision, accuracy and sensitivity of the method are discussed. The utility of the described approach has been tested by analysing urine samples obtained after administration of bumetanide.
Determination of triamterene in urine by HPLC using fluorescence detection and column-switching
1994
A liquid chromatographic method incorporating column-switching and fluorimetric detection for the determination of triamterene in untreated urine, is described. The urine samples (5 μL) were directly introduced onto an Hypersil ODS-C18, 30 μm (20 mm×2.1 mm I.D.) pre-column. Polar urinary compounds were removed by flushing the pre-column with water for 1 min, and the analyte was then switched onto an HP-LiChrospher RP C18,5 μm (125 mm×4mm ID) analytical column using an acetonitrile/phosphate buffer gradient elution. Fluorescence detection was performed at 230 nm excitation and 430 nm emission wavelengths. The recovery of drug was 102±2% in the 0.10–20.0 μg/mL concentration range, the limit o…
Los caminos de la gobernanza, Expo Zaragoza 2008 España
2005
Am 16. Dezember 2004 wählte das Bureau international des expositions (B.I.E.) Spanien und seine Kandidatenstadt, die Metropole Saragossa, als Organisationsland für die nächste internationale Ausstellung „International Exhibition of Zaragoza Spain 2008: Water and Sustainable Development“. Wir analysieren zunächst die Entwicklung "der Wege" der Kandidaturen zur Wahl der Gastgeberstadt der Internationalen Ausstellung 2008, dann greifen wir in einem zweiten Mal den gesamten Vorgang der Ausarbeitung, Begründung und Durchführung der Internationalen Ausstellung 2008 in Saragossa auf im Kontext der Globalisierung neue städtische Formen und Formen des Regierens hervorbringen, indem alle finanziellen…
Enantioseparation of nuarimol by affinity electrokinetic chromatography-partial filling technique using human serum albumin as chiral selector
2008
The present paper deals with the enantiomeric separation of nuarimol enantiomers by affinity EKC-partial filling technique using HSA as chiral selector. Firstly, a study of nuarimol interactions with HSA by CE-frontal analysis was performed. The binding parameters obtained for the first site of interaction were n(1) = 0.84; K(1) = 9.7 +/- 0.3x10(3 )M(-1) and the protein binding percentage of nuarimol at physiological concentration of HSA was 75.2 +/- 0.2%. Due to the moderate affinity of nuarimol towards HSA the possibility of using this protein as chiral selector for the separation of nuarimol using the partial filling technique was evaluated. A multivariate optimization approach of the mo…
Modeling multiple taxis: Tumor invasion with phenotypic heterogeneity, haptotaxis, and unilateral interspecies repellence
2021
We provide a short review of existing models with multiple taxis performed by (at least) one species and consider a new mathematical model for tumor invasion featuring two mutually exclusive cell phenotypes (migrating and proliferating). The migrating cells perform nonlinear diffusion and two types of taxis in response to non-diffusing cues: away from proliferating cells and up the gradient of surrounding tissue. Transitions between the two cell subpopulations are influenced by subcellular (receptor binding) dynamics, thus conferring the setting a multiscale character. We prove global existence of weak solutions to a simplified model version and perform numerical simulations for the full se…
Morphometrics of Second Iron Age ceramics - strengths, weaknesses, and comparison with traditional typology.
2014
12 pages; International audience; Although the potential of geometric morphometrics for the study of archaeological artefacts is recognised, quantitative evaluations of the concordance between such methods and traditional typology are rare. The present work seeks to fill this gap, using as a case study a corpus of 154 complete ceramic vessels from the Bibracte oppidum (France), the capital of the Celtic tribe Aedui from the Second Iron Age. Two outline-based approaches were selected: the Elliptic Fourier Analysis and the Discrete Cosine Transform. They were combined with numerous methods of standardisation/normalisation. Although standardisations may use either perimeter or surface, the res…
Transnationalism and Settlement of Latvian Emigrants in the Nordic Countries
2021
The intra-European migration flows have fostered debates about the intentions of migrants to settle in their destination country or return to their countries of origin. Based on a quantitative analysis of survey data ('N' = 1391), this article presents a typology of migration patterns among migrants from Latvia in the Nordic countries. Using two dimensions—attachment to the destination country and attachment to the country of origin—the article identifies and characterises the following four migration patterns: (1) bi-nationals, (2) settlers, (3) footloose migrants and (4) isolated migrants who focus on their country of origin and are willing to return (separated).
Unraveling the complex trait of low temperature adaptation in the wine yeast Saccharomyces cerevisiae
2016
1. Introducción Se cree que las uvas fueron domesticadas entre el Mar Negro e Irán durante el periodo del 7000-4000 aC. Las primeras evidencias de elaboración de vino provienen de la presencia de ácido tartárico en un tarro antiguo que data de 5400 - 5000 aC en el yacimiento neolítico de Tepe en Mesopotamia y de los restos de la extracción del zumo de uva en el yacimiento neolítico de Dikili Tash en Grecia (5000 aC). La colonización de los romanos extendió la elaboración del vino por todo el Mediterráneo; en el 500 aC el vino ya se producía en Italia, Francia, España, Portugal y el norte de África. Posteriormente también fue extendido a los Balcanes, Alemania y otras partes del norte de Eur…