Water dynamics in C–S–H and M-S-H cement pastes: A revised jump-diffusion and rotation-diffusion model

Formation of magnesium silicate hydrate (M-S-H) cement pastes using sodium hexametaphosphate

The Voter Model and Jump Diffusion

Opinions, and subsequently opinion dynamics, depend not just on interactions among individuals, but also on external influences such as the mass media. The dependence on local interactions, however, has received considerably more attention. In this paper, we use the classical voter model as a basis, and extend it to include external influences. We show that this new model can be understood usin...

Closed formulas for the price and sensitivities of European options under a double exponential jump diffusion model

We derive closed formulas for the prices of European options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by S. Kou in 2002. This author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...

A Jump-Diffusion Model for Option Pricing

Brownian motion and normal distribution have been widely used in the Black–Scholes option-pricing framework to model the return of assets. However, two puzzles emerge from many empirical investigations: the leptokurtic feature that the return distribution of assets may have a higher peak and two (asymmetric) heavier tails than those of the normal distribution, and an empirical phenomenon called...

A Nuclear Magnetic Resonance Pulsed Field Gradient Study of Self-Diffusion of Water in Hydrated Cement Pastes

The results of oneand two-dimensional H nuclear magnetic resonance (NMR) pulsed field gradient (PFG) diffusometry studies of water in white cement paste with a water-tocement ratio 0.4 and aged from 1 day to 1 year are reported. The study shows that the NMRPFG method is primarily sensitive to the capillary porosity. Data is fit on the basis of a lognormal pore size distribution with pore size d...