In this paper we derive Fourier transforms for double sided Parisian option contracts. The double sided Parisian option contract is triggered by the stock price process spending some time above an upper level or below some lower level. The double sided Parisian knock-in call contract is the general type of Parisian contract from which all the one-sided contract types follow. We also discuss the...

In an electricity market, every generation company (GENCO) attempts to maximize profit according to other participants bidding behaviors and power systems operating conditions. The goal of this study is to examine the optimal bidding strategy problem for GENCOs in energy and spinning reserve markets based on a hybrid GA-heuristic optimization algorithm. The heuristic optimization algorithm used...

Using convexity and double-sided Taylor's approximations of functions, we establish new general results in this field which can be used to refine and/or sharp some analytic inequalities the existing literature.

Abstract An approach to fabricate double-sided, high-current RE-Ba2Cu3O7-δ(REBCO) tapes for use in ultrahigh-field superconducting magnets operating at and above 20 T is demonstrated. In this work, we modified our advanced metal organic chemical vapor deposition (A-MOCVD) reactor deposit REBCO films on each side of a double-sided buffer substrate single pass. The composition, thickness critical...