The price on the electricity market is constantly changing. Owing to characteristics of future movement relatively hard predict. For this reason following three processes are applied: process according geometric Brownian motion, mean reversion process, and spikes process. paper discusses all processes, including their definitions, formulas applications, as well upsides downsides.

BACKGROUND We previously used a three-dimensional (3D) reconstituted basement membrane (rBM) assay to demonstrate that tumorigenic HMT-3522 T4-2 human breast cells can be induced to form morphologically normal structures ("reversion") by treatment with inhibitors of beta1 integrin, the epidermal growth factor receptor (EGFR), or mitogen-activated protein kinase (MAPK). We have now used this ass...

In this paper, we study the Heston stochastic volatility model in the regime where the maturity is small but large compared to the mean-reversion time of the stochastic volatility factor. We derive a large deviation principal and compute the rate function by a precise study of the moment generating function and its asymptotic. We then obtain asymptotic prices for Out-of-The-Money call and put o...

If the costs of going back on previously agreed tari¤ reductions are high relative to the terms of trade gains, then the multilateral liberalization process becomes ‘perpetual’. Perpetual trade liberalization has two unique characteristics. (i) No ‘e¢cient’ tari¤ level exists at which liberalization stops. (ii) Some liberalization must occur in every period. International agreements and institu...

We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of mean reversion to be applied to a Gaussian state variable. The optimality criterion is the minimization of the variance of the Radon-Nikodym derivative of the measure ”with mean-reversion” with respect to the measure ”without mean-reversion” under constraints. We show that we c...

In a particular genetic system, selection stimulates reversion of a lac mutation and causes genome-wide mutagenesis (adaptive mutation). Selection allows rare plated cells with a duplication of the leaky lac allele to initiate clones within which further lac amplification improves growth rate. Growth and amplification add mutational targets to each clone and thereby increase the likelihood of r...

Deletions and other genome rearrangements are associated with carcinogenesis and inheritable diseases. The pink-eyed unstable (pun) mutation in the mouse is caused by duplication of a 70-kb internal fragment of the p gene. Spontaneous reversion events in homozygous pun/pun mice occur through deletion of a duplicated sequence. Reversion events in premelanocytes in the mouse embryo detected as bl...

Pilus+ to pilus- transitions of gonococci (Gc) that involve rearrangement of pilin gene DNA yield the P-n phenotype, which is incapable of reversion (to pilus+). Reversion to pilus+ is found for nonpiliated Gc that have undergone no apparent pilin gene rearrangement. Among the reverting, nonpiliated Gc, two distinct phenotypes (P-rp- and P-rp+) occur and are differentiated according to their sy...

Background The natural trajectory of reversion from MCI to normal cognition (NC) and the cognitive pattern post-reversion have been poorly explored in existing literature. main goals this study were as follows: (1) quantitatively predict bidirectional transitions (reversion NC progression dementia); (2) explore patterns future changes post-reversion; (3) estimate effects selected covariates on ...

Clear-cutting is one of the most widespread forestry practices used in boreal forests. forests late successional stages could trigger reversion trajectories back toward earlier stages. Such setbacks generate sustainability issues by prolonging expected time to compositional recovery after clear-cutting. This lead overestimation allowable cuts economically important late-successional species if ...