Consider the American put and Russian option (Ann. Appl. Probab. 3(1993)603; Theory Probab. Appl. 39 (1994)103; Ann. Appl. Probab. 3(1993)641) with the stock price modeled as an exponential Lévy process. We find an explicit expression for the price in the dense class of Lévy processes with phase-type jumps in both directions. The solution rests on the reduction to the first passage time problem fo

Abstract in Undetermined Litteraturöversikten utgör en av tre delar i ett projekt om forskares behov av stöd som genomfördes vid Lunds universitets bibliotek 2012. Projektets övergripande mål var att utveckla forskarservicen på Lunds universitet, både vad gäller gemensamma funktioner och service och vad gäller den service de enskilda biblioteken erbjuder. I löversikten fokuserades på vad forskarse

The formation process of SBA-15 has been investigated by time resolved TEM, in-situ SAXS/SAXD and in-situ NMR. The synthesis was done at 35 degrees in acidic solution with tetramethylorthosilicate as the silica source and Pluronic P123 as the structure directing amphiphile. The initially formed silica-polymer composite consists of flocs of spherical micelles in a silica matrix. The micelles then c

Popular Abstract in Swedish Vid hjärtsvikt är hjärtats pumpförmåga nedsatt och kroppens vävnader kan ej förses med tillräckligt mycket blod utan kompensatoriska förändringar i kroppen. Dessa kompensationsmekanismer är kortvarigt ändamålsenliga men skjuter snabbt över målet vid hjärtsvikt och förvärrar istället symptomen. Under de senaste åren har behandlingen av hjärtsvikt därför kommit att inriktAngiotensin-converting enzyme (ACE) inhibitors act by decreasing production of angiotensin II and by potentiating the effects of bradykinin by inhibition of its breakdown. Bradykinin exerts part of its effects via vasodilating prostaglandins. Since the cyclooxygenase (COX)-inhibitors, e.g. aspirin and non-steroidal anti-inflammatory drugs, NSAIDs, block the formation of prostaglandins patients may

Abstract: The logical empiricists in Vienna and their Swedish counterparts in Uppsala shared a scientific ethos that underlined the philosophical academics as representatives for universalism, disinterest, professional loyalty, organized scepticism and public interest. Rudolf Carnap, Axel Hägerström and Ingemar Hedenius regarded themselves as intellectuals, offering their philosophical tools to so

Abstract is not available

Emission formation and flame stability were investigated, both experimentally and computationally, for premixed combustion with varying amounts of water vapor in the mixture. Emission measurements were made in a gas turbine combustor at atmospheric conditions, using Danish Natural Gas (NG) as fuel. The emissions were mapped as a function of humidity, inlet air temperature, equivalence ratio and ae

remote sensing, forest cover, Africa

Correlations in the azimuthal angle between dijets produced in deep inelastic $e^{+}p$ scattering events, collected by the H1 experiment during 1999-2000, have been investigated. Cross sections are presented as a function of the azimuthal separation between the two jets in the hadronic center of mass frame, $Deltaphi^{*}$, in different regions of the photon virtuality $Q^{2}$ and in different regi