Abstract An investigation about localized CP asymmetries for the processes of $${\bar{B}}_{s}^{0} \rightarrow \pi ^{+}\pi ^{-}\pi ^{0} (K^{0})$$ B ¯ s 0 → π</...

this paper describes an optimal design for multivariable pi controller with a high gain structure for an irregular system by genetic algorithm. pi controllers with a high gain structure leads to the asymptotic decomposition of the fast and slow modes in the closed loop system that have unique characteristics. the slow modes are asymptotically uncontrollable and unobservable; therefore, they hav...

in this paper pi, szeged and revised szeged indices of an infinite family of ipr fullereneswith exactly 60+12n carbon atoms are computed. a gap program is also presented that isuseful for our calculations.

the mathematical properties of nano molecules are an interesting branch of nanoscience forresearches nowadays. the periodic open single wall tubulene is one of the nano moleculeswhich is built up from two caps and a distancing nanotube/neck. we discuss how toautomatically construct the graph of this molecule and plot the graph by spring layoutalgorithm in graphviz and netwrokx packages. the sim...

I extract credit pricing information from the prices of callable corporate debt, by disentangling the components of callable corporate bond prices associated with discounting at market interest rates, discounting for default risk, and optionality. The results include the first empirical analysis, in the setting of standard arbitrage-free term-structure models, of the time-series behavior of cal...

We study the representative consumer’s risk attitude and efficient risk-sharing rules in a singleperiod, single-good economy in which consumers have homogeneous probabilistic beliefs but heterogeneous risk attitudes. We prove that if all consumers have convex absolute risk tolerance, so must the representative consumer. We also identify a relationship between the curvature of an individual cons...

Using an ordinal approach to utility, in the spirit of Hicks (1962, 1967a), it is possible to greatly simplify the theory of asset prices. The basic assumption is to summarize any probability distribution into its moments so that preferences over distributions can be mapped into preferences over vectors of moments. This implies that assets, like Lancaster’s (1966) consumption goods, are bundles...