this paper presents dynamic portfolio model based on the merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. this paper is extended version of methodological paper published by yuan yao (2012) cite{26}. because of the long history of the development of foreign financial market, with a variety of financial derivatives, the ...

the specific heat of cd mn se (x = 0.01) and cd , mn s (x = 0.026) in the temperature range of 0.3 - 40k was measured. the measurements were carried out in different applied magnetic fields (h = 0,10,20, 28kg). the results were analyzed with a model which includes long range interactions. calculations based on on extended version of nearest neighbor pair approximation (including triplets) yield...

Long-distance transfer of a positive charge through DNA can be described by a hopping model. In double strands where the (A:T)n bridges between the guanines are short (n ≥ 3), the charge hops only between guanines, and each hopping step depends strongly upon the guanine to guanine distances. In strands where the (A:T)n sequences between the guanines are rather long (n ≥ 4), also the adenines ac...

the solubility of co2 in the primary, secondary, tertiary and sterically hindered amine aqueous solutions at various conditions was studied. in the present work, the modified kent-eisenberg (m-ke), the extended debye-hückel (e-dh) and the pitzer models were employed to study the solubility of co2 in amine aqueous solutions. two explicit equations are presented to evaluate the concentration of h...

This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...