Abstract: This paper studies the pricing of forward starting options under regime switching jump diffusion models. We suppose that a market economy has only two states, one is a stable state, the other is a high volatility state. The dynamics of a risky asset is modeled by a geometry Brownian motion when the market state is stable, otherwise, it follows a jump diffusion model. We propose two ty...

Magnetic field inhomogeneities like eddy current-related gradient fields cause geometric distortions in echo-planar imaging (EPI). This in particular affects diffusion-weighted imaging where these distortions vary with the direction of the diffusion weighting and hamper the accurate determination of diffusion parameters. The double-spin-echo preparation often used aims to reduce the cumulative ...

The proteins harboring double-stranded RNA binding domains (dsRBDs) play diverse functional roles such as RNA localization, splicing, editing, export, and translation, yet mechanistic basis and functional significance of dsRBDs remain unclear. To unravel this enigma, we investigated transactivation response RNA binding protein (TRBP) consisting of three dsRBDs, which functions in HIV replicatio...

A number of experimental methods in biology depend on the kinetics of diffusion of a substance through a gel. This paper reviews the diffusion equations, gives the experimental limitations for some useful cases, and presents computer simulations for cases that cannot be treated analytically. While double diffusion is not considered, three single-diffusion situations are treated. (1) Systems for...

The first-order schemes used for discretisation of the convective terms are straightforward and easy to use, with the drawback of introducing numerical diffusion. Application of the secondorder schemes, such as QUICK scheme, is a treatment to reduce the numerical diffusion, but increasing convergence oscillation is unavoidable. The technique used in this study is a compromise between the above-...

Figure 3. Angular d-PFG experiments performed on a bi-compartmental phantom consisting of microcapillaries with inner diameter of 19 μm in the SDC and 20 μl of water in the FDC. The diffusion periods were sufficiently long to probe the boundaries. Symbols represent experimental data, while the solid lines represent the theoretical fitting to the experimental data. Accounting for free and restri...

We explore the effects of various basic atomic processes on the island shapes of diffusion-limited-aggregate growth on a triangular lattice using kinetic Monte Carlo simulation. Edge diffusion and bond-reducing relaxation of double-coordinated adatoms, as well as single-coordinated adatoms, are proved to be essential to the island shape transition from fractal to irregularly compact and from ir...