We address the problem of valuation and hedging of Asian basket and spread options derivatives common in energy markets. We extend the Generalized LogNormal approach, introduced in Borovkova et al. (2007), to Asian basket options and apply it to energy option markets. We provide closed form formulae for the option price and the greeks, which is extremely useful for option traders. Inverting the...

Many herbal medicines pertain characteristic odour which indicates the volatility of some compositions. Most of the volatiles constituents have low molecular weight, typically, monoterpenes, sesquiterpenes and phenylpropanes and their oxygenated derivatives (Harnone, 1998). Some herbs contain high content of volatile oils from which the oil themseleves are used as drugs, for example eucalyptus ...

The title trihalogenated nitro-benzene derivatives, C6H2Br3NO2 and C6H2Br2INO2, crystallize in triclinic and monoclinic cells, respectively, with two mol-ecules per asymmetric unit in each case. The asymmetric unit of the tri-bromo compound features a polarized Br(δ+)⋯Br(δ-) inter-molecular halogen bond. After substitution of the Br atom in the para position with respect to the nitro group, the...

We address the problem of egomotion estimation for a monocular observer moving under arbitrary translation and rotation, in an unknown environment. The method we propose is uniquely based on the spatio-temporal image derivatives, or the normal ow. We introduce a search paradigm which is based on geometric properties of the normal ow eld, and consists in considering a family of search subspaces ...

Germacrone is one of the major bioactive components in the Curcuma zedoaria oil product, which is extracted from Curcuma zedoaria Roscoe, known as zedoary. The present study designed some novel germacrone derivatives based on combination principles, synthesized these compounds, and investigated their inhibitions on Bel-7402, HepG2, A549 and HeLa cells. Meanwhile, the study evaluated inhibitions...

Since February this year, the conflict between Russia, one of important exporters crude oil, and Ukraine has gradually intensified, causing international market to worry about supply oil. Together with speculation in United States, oil prices have been moving higher. We use an option portfolio strategy for hedging offset increased costs purchaser firms profits financial markets. a binomial tree...

background : thymol and carvacrol have previously demonstrated larvicidal activity against aedes aegypti (diptera: culicidae). in view of this fact, it was of our interest to obtain synthetic derivatives and evaluate their larvicidal ac­tivity on ae. aegypti larvae. methods : structural modifications were performed on thymol and carvacrol in an effort to understand the functional groups necessa...

A set of oil derivative distribution depots, including refineries and terminals, have local demands and productions for different products in a given time horizon. However, in a certain period there may be not enough local stock of some product to satisfy the corresponding demand. This brings the need for transportation of oil derivatives through a network of pipelines. To accomplish that, a ta...

Coronary artery disease (CAD) is responsible for more than 7 million deaths worldwide. In the early stages of the development of atherosclerotic plaques, cardiovascular risk factors stimulate vascular endothelial cells, initiating an inflammatory process, fundamental in the pathogenesis of CAD. The inclusion of potentially cardioprotective foods, such as olive oil, to the diet, may aid in the c...

In North America, investment in unconventional oil extraction has increased due to the scarcity of conventional reserves. The rapid production growth has induced an extensive transportation activity, sometimes using aging pipelines and inadequate rail tank cars. Without surprise, in recent years, several high impact oil spills have occurred, as the taken place in Lac-Mégantic, the worst terrest...