Symmetry results between call and put options have been widely studied in equity markets. We provide similar symmetry results between caps and floors in a Heath–Jarrow–Morton, a LIBOR and a forward price model, driven by time-inhomogeneous Lévy processes. On the way, we review the basic properties of these models.

This thesis concerns techniques for using hierarchical storage formats such as Morton layout as an alternative storage layout for regular scientific programs operating over dense two-dimensional arrays. Programming languages with support for two-dimensional arrays use one of two linear mappings from two-dimensional array indices to locations in the machine’s one-dimensional address space: rowma...

On the Thermodynamics of Chemically Reacting Fluid Mixtures by Morton E. Gurtin This paper develops a thermodynamical theory of chemically reacting, but inviscid, fluid mixtures. Restrictions placed on the constitutive equations by the second law are found. in particular, it is shown that the stress-diffusion matrix is symmetric. ON THE THERMODYNAMICS OF CHEMICALLY REACTING FLUID MIXTURES by Mo...