We study pricing under the local volatility. Our research is mainly intended for pedagogical purposes. In the first part of our work we study the local volatility modeling. We derive the local volatility formula in terms of the European call prices and in terms of the market implied volatilities. We propose and calibrate to the DAX option data a functional form for the implied volatility which ...

cinnamon plant, especially its peel, is one of the considerable spices for its using as drug, spice and freshener from ancient times. distribution of different kinds of cinnamon is in some regions of eastern and southern asia and it has been traded to other countries. but because of the importance and high price of this spice, its history has been mixed with tales and superstitions. this articl...

Adviser: Julie Albrecht Prebiotics are non-digestible food ingredients that beneficially affect the host by selectively stimulating growth and/or activity of beneficial bacteria in the colon. The project objective was to determine consumer acceptability of ice cream with prebiotic ingredients substituted for part of the sugar and to determine sensory attributes of sweetness, smoothness, and van...

A SPICE model for the microwave and RF PIN switching diode is presented. The model simulates the important Iregion charge storage phenomenon and its effect on the PIN diode impedance-frequency characteristic. The SPICE model is described and validated by comparisons with both analytical and measured results.

This paper proposes to study the performance of carbon nanotube bundle in terms of delay as a VLSI interconnect at 32nm technology node. Output waveform and 90% propagation delay are analytically determined and compared with SPICE simulation result. Alpha power law model is used for representing the transistors of CMOS driver. SPICE simulation result reveals that delay increases with increase i...

A SPICE-compatible simulation methodology for analyzing open– and closed-loop high-frequency electronic ballasts for fluorescent lamp was developed. The proposed procedure applies envelope simulation and makes use of the SPICE-compatible model of a fluorescent lamp. Experimental results validate the reliability of proposed simulation method.