We describe a linearizable, wait-free implementation of a one-bit swap object from a single max register and an unbounded array of testand-set bits. Each swap operation takes at most three steps. Using standard randomized constructions, the max register and test-and-set bits can be replaced by read-write registers, at the price of raising the cost of a swap operation to an expected O(max(logn,m...

This paper performs specification analysis on the term structure of variance swap rates on the S&P 500 index and studies the optimal investment decision on the variance swaps and the stock index. The analysis identifies 2 stochastic variance risk factors, which govern the short and long end of the variance swap term structure variation, respectively. The highly negative estimate for the market ...

The Swap-Body Vehicle Routing Problem is a variant of the well-studied vehicle routing problem which incorporates additional complicating factors encountered in practice. In this problem, a homogeneous fleet of an unlimited number of trucks, semitrailers, and swap-bodies are used to serve a set of customers. Some customers may only be served by trucks due to a set of location-dependent accessib...

This paper makes an analysis on a default swap option that an investment bank in Japan produced on the credit-risk of a convertible bond issued by a third company C. In this default swap option, a protection buyer A against a default of C owns the right of starting an interest swap between the buyer and a protection seller B when a credit event happens. When B starts the swap after a default, t...

After the introduction of histrionic personality disorder (HPD), nosologists struggled to reduce its overlap with borderline personality disorder and other PDs. We studied the coherence of HPD in adults and adolescents as part of 2 larger studies. Clinicians described a random patient with personality pathology using rigorous psychometrics, including the SWAP-II (a Q-sort that captures personal...

In addition to classical adhesion structures like filopodia or focal adhesions, dendritic cells similar to macrophages and osteoclasts assemble highly dynamic F-actin structures called podosomes. They are involved in cellular processes such as extracellular matrix degradation, bone resorption by osteoclasts, and trans-cellular diapedesis of lymphocytes. Besides adhesion and migration, podosomes...

Cerebrospinal fluid (CSF) and serum samples from patients suspected of having neuroschistosomiasis (NS) were evaluated by an enzyme-linked immunosorbent assay. Monoclonal antibodies of various immunoglobulin isotypes (IgM, IgA, IgE, total IgG, IgG1, IgG2, IgG3, and IgG4) were used to detect antibodies against Schistosoma mansoni soluble egg antigen (SEA) and soluble worm adult preparation (SWAP...

Functionally different subsets of actin filament arrays contribute to cellular organization and motility. We report the identification of a novel subset of loose actin filament arrays through regulated association with the widely expressed protein SWAP-70. These loose actin filament arrays were commonly located behind protruding lamellipodia and membrane ruffles. Visualization of these loose ac...

Swap spreads, the interest rate differentials between the fixed rates on fixed-for-floating swap contracts and the yields-to-maturity on maturity-matched government bonds, define a market for one of the most actively transacted securities in the global fixed-income arena. A large universe of fixed-income securities including corporate bonds and mortgaged-back securities use interest rate swap s...