This paper deals with valuation and premium decomposition of American floatingstrike lookback options written on dividend-paying assets, for which exact formulas are unknown except for the perpetual case. Via a PDE approach, we derive Laplace transforms of the values of lookback call and put options, which can be decomposed as the associated European values plus the early exercise premiums. Usi...

Reliability function is defined under suitable assumptions for dynamic stressstrength scenarios where strength degrades and stress accumulates over time. Methods for numerical evaluation of reliability are suggested under deterministic strength degradation and cumulative damage due to shocks arriving according to a Poisson process using simulation method and inversion theorem. These methods are...

It is well known that the adult’s vocal tract is not a uniform scaled up version of a child vocal tract. Considering these morphological differences, what are the articulatory strategies used by the speaker throughout growth to produce the same vowels? Our previous simulation study [1] predicts that a speaker with a newborn-like vocal tract would employ a fronting articulation compared to an ad...

This paper reviews the contrast source inversion method as a robust algorithm to solve the nonlinear inverse scattering problem, where the discrepancy between the measured and predicted scattered field data is minimized. The algorithm is based on a source type of integral representation of the scattered field, where the integral operator acts on a contrast source, being the product of the inter...

Shear wave velocities from full waveform acoustic logs were determined at DSDP Site 613 using the spectral ratio inversion method. Discrete shear wave velocities for a 350 meter interval at 0.5-2 meter depth increments were calculated. Shear wave velocities were not evaluated for the upper 130m of the log because of data recording problems. The sediments of Site 613 represent a progression from...

The direct inversion method for data assimilation using isentropic tracer advection M. N. Juckes British Atmospheric Data Centre, SSTD, Rutherford Appleton Laboratory, Chilton, Didcot, Oxfordshire, OX11 0QX, UK Received: 15 June 2005 – Accepted: 13 July 2005 – Published: 19 September 2005 Correspondence to: M. Juckes ([email protected]) © 2005 Author(s). This work is licensed under a Creative...

High-resolution leaf area index (LAI) maps from remote sensing data largely depend on empirical models, which link field LAI measurements to the vegetation index. The existing empirical methods often require the field measurements to be sufficient for constructing a reliable model. However, in many regions of the world, there are limited field measurements available. This paper presents a prior...

This paper presents a statistical inversion method used to infer 3D data from 2D imaging. The methodology is based on a combination of the Self Organising Maps and the Hidden Markov Models. The SelfOrganising Maps generate the typical situations of the emissions and the hidden states of the Hidden Markov Model. The method has been validated by inferring the oceanic vertical profiles of Chloroph...

Introduction Conclusions References

When for example a blood flow is measured by ultrasound Doppler tomography, part of the received data can be modelled as the Radon transform of the region of reflecting particles. The reconstruction problem thus consists of determining a homogeneous object (that is to determine a function only attaining the values 0 and 1) from Radon transform data. Standard inversion method for the Radon trans...