We prove that a multiple of a log contract prices a variance swap, under arbitrary exponential Lévy dynamics, stochastically time-changed by an arbitrary continuous clock having arbitrary correlation with the driving Lévy process, subject to integrability conditions. We solve for the multiplier, which depends only on the Lévy process, not on the clock. In the case of an arbitrary continuous und...

In this study, a C~K band frequency synthesizer used in broadband electronic warfare equipment was designed, developed, and the measurement results were presented. The structure of designed generates signal up to 6 GHz using only direct digital synthesizer(DDS) without mixer or multiplier. For signals above frequency, uses addition, variable sampling DDS circuit improve quality by reducing spur...

The present paper is an attempt to: 1- Demonstrate how money is created (by the nature of the system), and to estimate the inflation resulting from monetary factors in both usurious and non-usurious systems. Operational aspects of Islamic and non-Islamic banking systems are compared. 2- Introduce a corrective term to be added to the multiplier of the supply of money, in order to prevent the und...

background: the effective therapeutic dose of pralidoxime methylsulphate for organophosphate (op) poisoning is necessary to be clarified. this study was designed to comparatively assess the blood level of pralidoxime (bpl) and clinical outcomes in op poisoned patients treated with intermittent dosing and patients treated with continuous infusion. methods: this was a prospective, open labelled, ...

Extension by integer translates of compactly supported function for multiplier spaces on periodic Hardy spaces to multiplier spaces on Hardy spaces is given . Shannon sampling theorem is extende d to Hardy spaces. 1 . Introduction and statement of results The purpose of this paper is to establish a natural extension from multiplier spaces M(p) on periodic Hardy spaces HP (T) to multiplie r spac...

We find a bound for the exponent of the Schur multiplier of a finite p-group in terms of the exponent and Engel length of the given group. It is also proved that if G is a 3-Engel group of finite exponent, then the exponent of H2(G) divides exp G. When G is a 4-Engel group of exponent e, the exponent of H2(G) divides 10e.

assess the ecological effects of economic activity on the water, earth and man in the iranian economy approach using input - output tablewater is a vital resource for each biological and economic phenomenon. water is considered as a production input. production is not possible without water in all economic sectors. also, the environment including air, soil, fauna and plants utilize water in the...

Constant proportion portfolio insurance (CPPI) allows an investor to limit downside risk while retaining some upside potential by maintaining an exposure to risky assets equal to a constant multiple m > 1 of the cushion, the difference between the current portfolio value and the guaranteed amount. In diffusion models with continuous trading, this strategy has no downside risk, whereas in real m...