The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe distribution characteristics of return on assets. difficulty using price European options that fat tail can lead deviation in one integral required for option pricing. We use called logarithmic truncated options. A risk neutral valuation method was used obtain pricing mod...

We study the effects of scattering lengths on Lévy walks in quenched, one-dimensional random and fractal quasilattices, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling properties of the random-walk probability distribution, we show that the effect of the varying scattering length can be reabsorbed in the multiplicative coefficient of the scaling length. ...

nowadays, the use of natural antioxidants as alternative antioxidants is more acceptable than synthetic antioxidants mainly for negative effects such as carcinogenicity and toxicity. this has led to an increasing interest in the search for natural antioxidants. the objectives of this study were to measure total crude phenolic compounds and in sorghum grain as natural antioxidant sources, to det...

AIM Thecurrent study aims at investigating the polyadenylated (poly[A]) tail length of morphologically high and low competent oocytes at different developmental stages. Furthermore, effect of ultra-rapid vitrification on the poly(A) tail length was studied. MATERIALS AND METHODS Fresh bovine cumulus oocyte complexes from abattoir originated ovaries were graded based on morphological character...

polyvinylidene fluoride/polyvinylpyrrolidone (pvdf/pvp) hollow fiber membranes were fabricated by dry-jet wet-spinning process. the correlated effects of the air gap length and pvp concentration ((1) the air gap length effect at the low and high pvp concentration in the dope solutions, as well as (2) the effect of the pvp concentration at the same air gap length) on the cross-section structure ...

root-knot nematodes are one of the limiting factors in seedling production and new olive gardens establishment in iran. in view of find resistance cultivars to root-knot nematodes, importance of careful identification of species and races are clarified. in order to investigate root-knot nematodes on olive, soil and root samples of gardens and nursery in gorgan area were collected. in this study...

Hormone sensitive lipase is thought to be the rate-limiting enzyme of lipolysis; phosphatidate phosphohydrolase that of lipogenesis. Both these enzyme systems were studied in vitro with the addition of epinephrine. The results show that: (a) hormone sensitive lipase is four times more active in rat epididymal fat than in sheep tail fat and (b) sheep omental fat is twice as active as tail fat. (...

We study the fluctuations of the global velocity V(l)(t), computed at various length scales l, during the intermittent mode-I propagation of a crack front. The statistics converge to a non-Gaussian distribution, with an asymmetric shape and a fat tail. This breakdown of the central limit theorem (CLT) is due to the diverging variance of the underlying local crack front velocity distribution, di...