In this paper we consider the problem of pricing European options which contain a knock-out clause involving one or two curved boundaries. Using a change of measure and Jensen’s inequality we derive upper and lower bounds in the form of double integrals, and demonstrate their accuracy with relevant numerical examples.

We investigate the routing of vortex beams in nonlocal media by means of coaxial, co-propagating spatial optical solitons. By introducing a refractive index perturbation in the form of a localized defect or a dielectric interface, the soliton waveguide can be curved and, therefore, can deviate the collinear vortex, effectively routing it, while preventing its destabilization and breakup.

The object of the present paper is to study heat conduction and thermal stresses in a hollow cylinder with nonhomogeneous material properties. The cylinder is subjected to sectional heating at the curved surface. All the material properties except for Poisson’s ratio and density are assumed to be given by a simple power law in the axial direction. A solution of the two-dimensional heat conducti...

Ships, ship-shaped offshore structures, land-based structures and aerospace structures typically consist of various curved beam and plate components. An important issue is how to manufacture and construct systems correctly and accurately when their variously shaped curved beams and plates display structural nonlinear behaviour. Multi-point forming is a general process that can be used to form v...

Many immersive displays developed in previous researches are strongly influenced by the design concept of the CAVE, which is the origin of the immersive displays. In the view of human-scale interactive system for virtual environment (VE), the existing immersive systems are not enough to use the potential of a human sense further extent. The displays require more complicated structure for flexib...

The aim of this study was to determine, using a computerized image analysing system, whether the use of a curved-bristle toothbrush (CBT) alone is more effective than two other toothbrushing protocols on dental plaque elimination in poor-toothbrushing orthodontic patients. The labial surfaces of the maxillary canine-to-canine anterior teeth of 30 patients (12 males and 18 females) were individu...

A boundary element model for the computation of sequence-dependent hydrodynamic properties of short DNA molecules is introduced. The hydrated surface is modeled as a curved tube of uniform radius with ends capped by hemispheres, and the axis of the tube is a general space curve whose length and curvature are determined locally by the sequence using a rigid basepair model of double-helical DNA w...

The morphogenetic process of cardiac looping transforms the straight heart tube into a curved tube that resembles the shape of the future four-chambered heart. Although great progress has been made in identifying the molecular and genetic factors involved in looping, the physical mechanisms that drive this process have remained poorly understood. Recent work, however, has shed new light on this...

This paper describes a projection system using DLP projectors and parabolic mirrors to provide a 90◦ curved screen with a 4-to-1 aspect ratio. This display is intended to provide an ‘immersive’ experience for the user and facilitate a very large canvas on which to utilize multiple applications or single ones requiring a large screen. The resulting display has a 3072 × 768 pixel display area.