An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid.     

Nonpathological Lyapunov functions and discontinuous Carathéodory systems

Differential equations with discontinuous right-hand side and solutions intended in Carathéodory sense are considered. For these equations, sufficient conditions which guarantee both Lyapunov stability and asymptotic stability in terms of nonsmooth Lyapunov functions are given. An invariance principle is also proven.     

Equilibrium Studies of the System'(Fe,Co)O'–(Fe,Co)3O4 by Solid-State emf Measurements in the Temperature Range 970 to 1370 K

The equilibrium reaction 3'(Fe, Co)O'( ss ) +1/2O₂ ( g ) ⇄ (Fe, Co)₃O₄( ss ) was studied in the temperature range 970 to 1370 K for seven different total compositions of molar ratios 0.5 < Fe/(Fe + Co) ≤ 1.0. The equilibrium pressures of oxygen were determined by using galvanic cells incorporating calcia stabilized zirconia as solid electrolyte and the Fe/Co ratios in the solid-solution phases by wavelength dispersive spectrometry microprobe analyses. The activities of 'FeO' in the cobaltowüstite phase were then derived from the experimental results obtained.     

A Survey on the Numerics and Computations for the Landau-Lifshitz Equation of Micromagnetism

The Landau-Lifshitz (LL)equation of micromagnetism governs rich variety of the evolution of magnetization patterns in ferromagnetic media. This is due to the complexity of physical quantities appearing in the LL equation. This complexity causes also an interesting mathematical properties of the LL equation: nonlocal character for some quantities,nonconvex side-constraints, strongly nonlinear terms. These effects influence also the numerical approximations. In this work, recent developments on the approximation of weak solutions, together with the overview of well-known methods for strong solutions,are addressed. Author is supported by the Fund for Scientific Research - Flanders FWO (Belgium).     

The Tenet experience and the design of protocols for integrated-services internetworks

The research done by the Tenet Group in multimedia networking has reached a point where it may be useful to reflect on the significance of its results for the current debate on how integrated-services internetworks should be designed. Such reflections constitute the main subject of this paper. The principles of the work and the conclusions reached so far by the Tenet researchers are discussed in the light of the conflict between the two major technologies being proposed to build future information infrastructures: namely, the Internet and the ATM technologies. The Tenet approach suggests one feasible way for resolving the conflict to the advantage of all the users of those infrastructures. This paper discusses various fundamental aspects of integrated-services network design: the choice of the service model, the type of charging policy to be adopted, and the selection of a suitable architecture.     

数据中心统一架构网络设计构想

根据企业的需求及业界的发展趋势,数据中心虚拟化的核心是网络虚拟化、计算虚拟化、存储虚拟化。文章重点讨论数据中心虚拟化趋势下的网络架构设计。     

会议电视系统及应用

为了组建一个完整的电视会议系统,在介绍了会议电视的定义、组成和几种组网方式之后,通过具体案例的方案设计,以解决在实际应用中组建会议电视系统会遇到的一些情况和如何组建的问题。     

连续体结构的参数化水平集统一优化

针对传统分步式结构优化设计的不足,提出一种同时进行结构拓扑、形状和尺寸统一优化的设计方法.首先采用水平集函数描述统一的结构优化模型和几何尺寸边界,通过引入紧支径向插值基函数将结构拓扑优化变量、形状优化变量和尺寸优化变量变换为基函数的扩展系数;然后取该扩展系数为设计变量,借助一种参数的变化表达3种优化要素对结构性能的影响,将复杂的多变量优化问题变换为相对简单的参数优化问题,有利于与相对成熟的优化算法相结合提高求解效率;进一步用R函数将其融合为一个整体,构造出统一优化模型,并用最优化准则法进行求解.最后通过数值案例证明了该方法的有效性和精确性.     

神华乌海能源公司安全监控系统联网建设解读

神华乌海能源公司(以下简称"公司")在安全监控联网系统的开发过程中,针对可能出现的各种问题,提出了综合性的联网解决方案。同时又通过强有力的管理手段,保障了系统的稳定可靠运行,使系统达到了预期的应用效果,提升了公司的安全管理水平。