简介:Thispaperproposesandmakesastudyofanewmodel(calledthe3/2plusjumpsmodel)forVIXoptionpricing.Themodelallowsthemean-reversionspeedandvolatilityofvolatilitytobehighlysensitivetotheactuallevelofVIX.Inparticular,thepositivevolatilityskewisaddressedbythe3/2plusjumpsmodel.Dailycalibrationisusedtoprovethattheproposedmodelpreservesitsvalidityandreliabilityforbothin-sampleandout-of-sampletests.Theresultsshowthatthemodelsarecapableoffittingthemarketpricewhilegeneratingpositivevolatilityskew.
简介:X-rayimagingistheconventionalmethodfordiagnosingtheorthopedicconditionofapatient.ComputerizedTomography(CT)scanningisanotherdiagnosticmethodthatprovidespatient’s3Danatomicalinformation.However,bothmethodshavelimitationswhendiagnosingthewholeleg;X-rayimagingdoesnotprovide3Dinformation,andnormalCTscanningcannotbeperformedwithastandingposture.Obtaining3Ddataregardingthewholeleginastandingpostureisclinicallyimportantbecauseitenables3Danalysisintheweightbearingcondition.Basedontheseclinicalneeds,ahardware-basedbi-planeX-rayimagingsystemhasbeendeveloped;itusestwoorthogonalX-rayimages.However,suchmethodshavenotbeenmadeavailableingeneralclinicsbecauseofthehightcost.Therefore,weproposedawidelyadaptivemethodfor2DX-rayimageand3DCTscandata.Bythismethod,itispossibletothreedimensionallyanalyzethewholeleginstandingposture.TheoptimalpositionthatgeneratesthemostsimilarimageisthecapturedX-rayimage.Thealgorithmverifiesthesimilarityusingtheperformanceoftheproposedmethodbysimulation-basedexperiments.Then,weanalyzedtheinternal-externalrotationangleofthefemurusingrealpatientdata.Approximately10.55degreesofinternalrotationswerefoundrelativetothedefinedanterior-posteriordirection.Inthispaper,wepresentausefulregistrationmethodusingtheconventionalX-rayimageand3DCTscandatatoanalyzethewholelegintheweight-bearingcondition.
简介:AgraphGiscalledchromatic-choosableifitschoicenumberisequaltoitschromaticnumber,namelych(G)=χ(G).Ohba’sconjecturestatesthateverygraphGwith2χ(G)+1orfewerverticesischromaticchoosable.ItisclearthatOhba’sconjectureistrueifandonlyifitistrueforcompletemultipartitegraphs.Recently,Kostochka,StiebitzandWoodallshowedthatOhba’sconjectureholdsforcompletemultipartitegraphswithpartitesizeatmostfive.Butthecompletemultipartitegraphswithnorestrictionontheirpartitesize,forwhichOhba’sconjecturehasbeenverifiedarenothingmorethanthegraphsKt+3,2*(k-t-1),1*tbyEnotomoetal.,andKt+2,3,2*(k-t-2),1*tfort≤4byShenetal..Inthispaper,usingtheconceptoff-choosable(orL0-size-choosable)ofgraphs,weshowthatOhba’sconjectureisalsotrueforthegraphsKt+2,3,2*(k-t-2),1*twhent≥5.Thus,Ohba’sconjectureistrueforgraphsKt+2,3,2*(k-t-2),1*tforallintegerst≥1.
简介:The3-stageClosnetworkC(n,m,r)isconsideredasthemostbasicandpopularmultistageinterconnectionnetworkwhichhasbeenwidelyemployedfordatacommunicationsandparallelcomputingsystems.Quitealotofeortshasbeenputontheresearchofthe3-stageClosnetwork.Unfortunately,verylittleisknownforthemultiratemulticastClosnetworkwhichisthemostcomplicatedcase.Firstlyasucientconditionfor1-ratemulticastnetworkstobeSNBisgiven,fromwhicharesultfor2-ratemulticastnetworkstobeWSNBcaneasilybegotten.Furthermore,byusingareservation-schemerouting,morespecificresultfor2-ratemulticastnetworkstobeWSNBcanbeobtainedforthecaseofoneofthemexceeding1/2.
简介:<正>Foranyintegersa1,a2,a3,a4andcwitha1a2a3a40(modp),thispapershowsthatthereexistsasolutionX=(x1,x2,x3,x4)∈Z4ofthecongruencea1x12+a2x22+a3x32+a4x42≡c(modp)suchthat‖X‖=max{|x1|,|x2|,|x3|,|x4|}《p1/2logp.
简介:Inthispaper,weinvestigatetheglobalexistenceandlongtimebehaviorofstrongsolutionsforcompressiblenematicliquidcrystalflowsinthreedimensionalwholespace.TheglobalexistenceofstrongsolutionsisobtainedbythestandardenergymethodundertheconditionthattheinitialdataareclosetotheconstantequilibriumstateinH~2-framework.IftheinitialdatasinL~1-normarefiniteadditionally,theoptimaltimedecayratesofstrongsolutionsareestablished.WiththehelpofFouriersplittingmethod,onealsoestablishesoptimaltimedecayratesforthehigherorderspatialderivativesofdirector.
简介:Hypersubstitutions是印射操作符号到相应arities的术语的地图砰。他们作为使ahyperidentity和归纳的概念精确到M-hyperidentities的一个方法被介绍。每身份作为亢奋的身份在满足的一个变化被称为固体。如果每身份是为子集Mof的M-hyperidentity所有亢奋的替换的集合,变化被称为M固体。在亢奋的替换的单音的标志和一种给定的类型的代数学的所有变化的格子的潜水艇格子之间有一个Galois连接。因此,知道怎么有趣、有用半组或在到M固体变化的相应格子的性质的这个Galois连接下面的亢奋的替换转移的单音的标志性质ofmonoids。在这篇论文,我们学习类型(2,2)的eachhypersubsfitution的顺序,即,周期的subsemigroup的顺序由类型的所有亢奋的替换的单音的标志的thathypersubstitution产生了(2,2)。主要结果是顺序是1,2,3,4或无限。