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In this paper we consider a Black and Scholes economy and show how the Malliavin calculus approach can be extended to cover hedging of any square integrable contingent claim. As an application we derive the replicating portfolios of some barrier and partial barrier options.

The study, comprising 125 sick-listed women aged 25-64 (m = 46.9 years) with widespread chronic pain, aimed at evaluating biopsychosocial problems as perceived by these women, studying such problems within a contextual framework, relating the findings to sociodemographic and medical data. Musculoskeletal complaints, fatigue, inability to work, sleep disturbances and uncertainty about the future we

Structural manifestations of Alzheimer's disease (AD) including neuronal loss were investigated in 12 cases of AD and in 10 healthy age-matched controls, with focus on the cerebellum. Linear Purkinje cell (PC) density was measured in the vermis and cerebellar hemispheres. Neurons were also counted in the inferior olivary nucleus. In vermis of the AD cases, the mean PC number was significantly lowe

From the half-angle substitution of trigonometric terms in the Ernst equation, rational approximations of the flip angle dependence of the FLASH signal can be derived. Even the rational function of the lowest order was in good agreement with the experiment for flip angles up to 20°. Three-dimensional maps of the signal amplitude and longitudinal relaxation rates in human brain were obtained from e

This paper compared two higher-order factor models using a 100-item, five-factor personality inventory originating from the IPIP database. The sample consisted of 2,019 subjects tested on the Internet. The two models were compared using confirmatory factor analysis. The two-factor model showed a similar fit to the data. The criteria for parsimony favored a hierarchical model with one higher-order

Electronic commerce is expected to influence a wide range of supply chain systems and thus lead to unidentified environmental impacts. Current studies discussing the impacts have the problem common in that they arrive either at conflicting or un-generalisable results. This article addresses the issue of methodology and proposes an assessment model for the resolution of this problem. Some important

The results of a study on the ground-state of monocarbonate, bicarbonate, and tricarbonate complexes of neptunyl using multiconfigurational second-order perturbation theory (CASSCF/CASPT2) are presented. The equilibrium geometries of the complexes corresponding to neptunium in the formal oxidation state (V) have been fully optimized at the CASPT2 level of theory in the presence of an aqueous envir

OBJECTIVE: To study perinatal characteristics as risk factors for developing primary Sjogren's syndrome (SS).METHODS: This was a case control study with extraction of information from birth records comprising 32 cases with SS (fulfilling the unified American-European classification criteria) and 159 controls. Cases were selected from a patient register of SS cases in Malmö, Sweden. For each case,

The effects of UV-B radiation on the gas exchange rates, chlorophyll fluorescence, pigmentation, soluble sugars, starch, soluble proteins and carboxylating enzyme activities of maize (Zea mays L.) were investigated at four levels of applied nitrogen (0, 100, 200 and 300 kg ha−1 of N) under Mediterranean field conditions. The experiment simulated a 20% stratospheric ozone depletion over Portugal. S

The Five Aspects Meal Model (FAMM) is a structured approach towards explaining what makes up an entire meal experience. One aspect in particular, the management control system, has a clear potential of being developed to increase the practical impact of the model. Scholars suggest that the management control system aspect works backstage, where matters of computer work, handling statistics, market

The functional significance of gene duplication is rarely addressed at the level of animal behavior. Butterflies are excellent models in this regard because they can be trained and the use of their opsin-based visual pigments in color vision can be assessed. In the present study, we demonstrate that the lycaenid Polyommatus icarus uses its duplicate blue (B2) opsin, BRh2, in conjunction with its l

We describe a patient with facial cellulitis/erysipelas due to cowpox virus inoculation in the respiratory epithelium of the nose. A cytopathic agent was isolated in cell culture, and the diagnosis of cowpox was confirmed by electron microscopy and polymerase chain reaction. The most likely source of infection was exposure to the family cats. In addition to the severe edematous cellulitis of the f

BACKGROUND: The primary systemic vasculitides usually associated with autoantibodies to neutrophil cytoplasmic antigens include Wegener's granulomatosis and microscopic polyangiitis. We investigated whether exposure to cyclophosphamide in patients with generalized vasculitis could be reduced by substitution of azathioprine at remission. METHODS: We studied patients with a new diagnosis of generali

The main gap in our knowledge about what determines the rate of CH(4) oxidation in forest soils is the biology of the microorganisms involved, the identity of which remains unclear. In this study, we used stable-isotope probing (SIP) following (13)CH(4) incorporation into phospholipid fatty acids (PLFAs) and DNA/RNA, and sequencing of methane mono-oxygenase (pmoA) genes, to identify the influence

A common limitation in treatment planning systems for photon dose calculation is to ignore the impact on electron transport and photon scatter from patient heterogeneities. The heterogeneity correlation is often based on scaling operations along beam rays as for the method according to Batho or the more novel approach of 1D convolutions along beam paths applied in pencil-beam-based systems. The ef

Fungal laccases are remarkable green catalysts that have a broad substrate specificity and many potential applications in bioremediation, lignocellulose processing, organic synthesis, and more. However, most of these transformations must be carried out at high concentrations of organic cosolvents in which laccases undergo unfolding, thereby losing their activity. We have tailored a thermostable la