we derive closed formulas for the prices of european options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by s. kou in 2002. this author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...

Results from large-eddy simulations of a classical hydraulic jump at inlet Froude number two are reported. The computations were performed using the general-purpose finite-volume-based code OpenFOAM®, and primary goal was to evaluate influence modelling parameters on predictive accuracy, as well establish associated best-practice guidelines. A benchmark simulation conducted grid with 1 mm-cell-...

the aim of the present study was to examine anthropometric characteristics and selected physical fitness factors in male elite athletes (epee, foil, sabre) of iran national fencing team. the statistical population consisted of 30 athletes of fencing national team (age range 22.2± 3.67 yr) in the three weapons (epee n=10, foil n=10 and sabre n=10). anthropometric characteristics (sitting height,...

We study sets of reals computable by ordinal Turing machines with a tape of length the ordinals that are steered by a standard Turing program. The machines halt at some ordinal time or diverge. We construct tree representations for ordinal semidecidable sets of reals from ordinal computations. The aim is to generalize uniformization results to classes of sets which are semi-decidable by computa...

The secure hash function SHA-256 is a function on bit strings. This means that its restriction to the bit strings of any given length can be computed by a finite instruction sequence that contains only instructions to set and get the content of Boolean registers, forward jump instructions, and a termination instruction. We describe such instruction sequences for the restrictions to bit strings ...

Let M be a manifold equipped (locally) with a pair of complementary foliations. In Catuogno, da Silva and Ruffino [4], it is shown that, up to a stopping time τ , a stochastic flow of local diffeomorphisms φt in M can be decomposed in diffeomorphisms that preserves this foliations. In this article we present techniques which allow us to extend the time of this decomposition. For this extension,...

The infinite Ramsey theorem is known to be equivalent to the statement ‘for every set X and natural number n, the n-th Turing jump of X exists’, over RCA0 due to results of Jockusch [5]. By subjecting the theory RCA0 augmented by the latter statement to an ordinal analysis, we give a direct proof of the fact that the infinite Ramsey theorem has proof-theoretic strength εω. The upper bound is ob...