This paper develops a method to improve the estimation of jump variation using high frequency data with the existence of market microstructure noises. Accurate estimation of jump variation is in high demand, as it is an important component of volatility in finance for portfolio allocation, derivative pricing and risk management. The method has a two-step procedure with detection and estimation....

In pricing and hedging with financial derivatives, term structure models with jump are particularly important [1], since ignoring jumps in financial prices may cause inaccurate pricing and hedging rates [2]. Solutions of term structure model under jump-diffusion processes are justified because of movements in interest rates displaying both continuous and discontinuous behaviors [3]. Moreover, t...

‎in this text we prove that in generalized shift dynamical system $(x^gamma,sigma_varphi)$‎ ‎for finite discrete $x$ with at least two elements‎, ‎infinite countable set $gamma$ and‎ ‎arbitrary map $varphi:gammatogamma$‎, ‎the following statements are equivalent‎: ‎ - the dynamical system $(x^gamma,sigma_varphi)$ is‎ li-yorke chaotic;‎ - the dynamical system $(x^gamma,sigma_varphi)$ has‎ an scr...

in the present study, a simple and sensitive extractive spectrophotometric method is described for determination of buspirone. the method is based on the reaction of buspirone and bromocresol green. the ion-pair complex was quantitatively extracted into chloroform at ph 2.3 followed by spectrophotometric determination at 415 nm. the complex was stable up to 2 days and obeyed beer's law over the...

a simple and sensitive extractive spectrophotometric method is described for determination of tropicamide. the method is based on the reaction of tropicamide and bromocresol green. the ion-paired colored complex was extracted with chloroform at ph 3. the extracted complex showed maximum absorbance at 423 nm. the complex was stable up to 2 days and obeyed beer's law over the concentration r...