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...

The X-ray structure of the homodimeric chaperone CesT is the only structure among the type three secretion system (TTSS) chaperones that shows a domain swap. This swap has potential importance for the mechanism of effector translocation through a TTSS. Here we present two nuclear magnetic resonance strategies exploiting pre-existing structural models and residual dipolar couplings (RDCs), which...

Although abiotic factors, together with dispersal and biotic interactions, are often suggested to explain the distribution of species and their abundances, species distribution models usually focus on abiotic factors only. We propose an integrative framework linking ecological theory, empirical data and statistical models to understand the distribution of species and their abundances together w...

We have analyzed the colorimetric and spectral characteristics of 2600 daylight spectra (global spectral irradiances on a horizontal surface) measured for all sky states during a 2-year period at Granada, Spain. We describe in detail the chromaticity coordinates, correlated color temperatures (CCT), luminous efficacies, and relative UV and IR contents of Granada daylight. The chromaticity coord...

Visual performance on many simple pattern discrimination tasks can be accurately predicted by quasi-linear models composed of oriented linear filters followed by simple contrast nonlinearities. However, many complex discrimination tasks require highly nonlinear processes for their explanation. Evidence is provided for two nonlinear processes in pattern discrimination: (i) one process involves a...

We introduce and investigate a chemical model based on perturbative corrections to the product of singlet-type strongly orthogonal geminals wave function. Two specific points are addressed (i) Overall chemical accuracy of such a model with perturbative corrections at a leading order; (ii) Quality of strong orthogonality approximation of geminals in diverse chemical systems. We use the Epstein-N...

This study extensively compares two statistical models for the analysis of binary data from longitudinal studies. The first model was proposed by Zeger, Liang, and Self, which was abbreviated as ZLS model and another model was proposed by Origasa. The comparison focuses on both analytical and statistical view-points. The first discusses a type of the models and the second evaluates the effect f...

Are there absolute limits to the speed at which animals can run? If so, how close are present-day individuals to these limits? I approach these questions by using three statistical models and data from competitive races to estimate maximum running speeds for greyhounds, thoroughbred horses and elite human athletes. In each case, an absolute speed limit is definable, and the current record appro...

OBJECTIVE Statistical models, such as linear or logistic regression or survival analysis, are frequently used as a means to answer scientific questions in psychosomatic research. Many who use these techniques, however, apparently fail to appreciate fully the problem of overfitting, ie, capitalizing on the idiosyncrasies of the sample at hand. Overfitted models will fail to replicate in future s...

Identifying the number of classes in Bayesian finite mixture models is a challenging problem. Several criteria have been proposed, such as adaptations of the deviance information criterion, marginal likelihoods, Bayes factors, and reversible jump MCMC techniques. It was recently shown that in overfitted mixture models, the overfitted latent classes will asymptotically become empty under specifi...