This paper is concerned with option pricing in an incomplete market driven by a jumpdiffusion process. We price options according to the principle of utility indifference. Our main contribution is an efficient multi-nomial tree method for computing the utility indifference prices for both European and American options. Moreover, we conduct an extensive numerical study to examine how the indiffe...

Structure of states in 12Be via the 11Be(d, p) reaction R. Kanungo a,b,∗, A.T. Gallant a, M. Uchida a, C. Andreoiu c, R.A.E. Austin a, D. Bandyopadhyay a, G.C. Ball b, J.A. Becker d, A.J. Boston e, H.C. Boston e, B.A. Brown f, L. Buchmann b, S.J. Colosimo a, R.M. Clark g, D. Cline h, D.S. Cross c, H. Dare b, B. Davids b, T.E. Drake i, M. Djongolov b, P. Finlay j, N. Galinski b,k, P.E. Garrett j...

Populations of adult chironomids occurring along 5-6 km of waterfront in the city of Sanford facing Lake Monroe, central Florida, were monitored from January 1980 to December 1994 using New Jersey light traps. The annual mean number of total midges per trap per day ranged from 269 (1994) to 8,009 (1980). Among the more than 20 species of midges occurring in the traps, Glyptotendipes paripes was...

BACKGROUND In 2000, the USDHHS released Healthy People 2010 (HP2010), a series of disease prevention and health promotion objectives for the nation. Thirty-nine of these objectives were dedicated to injury prevention and six of these objectives related to adolescents, who were tracked through CDC's National Youth Risk Behavior Survey (YRBS). PURPOSE This paper uses national YRBS data from 199...

This paper reports on three species of mites of the genus Laelaspis in Iran - Laelaspis calidus Berlese from Pheidole pallidula, Laelaspis humeratus (Berlese) from Tetramorium caespitum and Laelaspis dariusi Joharchi & Jalaeian, sp. n. fromsoil. The new species is described and illustrations provided.

Characterisation of fractured rocks and evaluation of fracture connectivity are essential for the study of subsurface flow and transport in fractured rock aquifers. In this study, we use a new method to present fracture networks and analyse the connectivity of the fractures, based on the technique of randomly-generated realisations. The application of the method aims to provide more detailed in...

The generic concepts of Archaeoteleia Masner and Proteroscelio Brues are expanded to accommodate two new species that are here described: Archaeoteleia astropulvis Talamas sp. n. and Proteroscelio nexus Talamas sp. n. A specimen of Archaeoteleia from Baltic amber is illustrated and discussed. Diagnoses of Proteroscelio, Proterosceliopsis Ortega-Blanco, McKellar & Engel and Bruescelio Ortega-Bla...

Palaearctic species of Periclistus Förster has been systematically described, but a new inquiline gall-wasp, Periclistus qinghainensis sp. n., is described from China. This species was obtained from an unknown stem gall induced on Rosa sp. Diagnosis, distribution and biology of the new species are described in this paper. After examining the types of Periclistus idoneus Belizin, 1973 and Pericl...

The goal of this paper is to provide background, heuristics and motivation for several conjectures of Deligne [12, 8.2, p. 163], [12, 8.9.5, p. 168] and [23, p. 300] and Goncharov [15, Conj. 2.1], presumably along the lines used to arrive at them. A complete proof of the third and fourth of these conjectures and partial solutions of the first two are given in [19]. A second goal of this paper i...

The type species of the genus Akiodoris, A. lutescens, Bergh, 1880 is redescribed from specimens found in the Sea of Okhotsk, and from the Commander Islands, Russia. A second species in the genus, Akiodoris salacia Millen sp.nov., is described from the Pacific waters off British Columbia, Canada. The type species of the genus Armodoris, A. antarctica Minichev, 1972 from the Davis Sea, is redesc...