In this paper we implement dynamic term structure models that adopt bonds and Asian options in the estimation process. The goal is to analyze the pricing and hedging implications of term structure movements when options are (or not) included in the estimation process. We analyze how options affect the shape, risk premium and hedging structure of the dynamic factors. We find that the inclusion o...

Traditionally, program analysis has been divided into two camps: Static techniques analyze code and safely determine what cannot happen; while dynamic techniques analyze executions to determine what actually has happened. While static analysis suffers from overapproximation, erring on whatever could happen, dynamic analysis suffers from underapproximation, ignoring what else could happen. In th...

spatial-temporal modeling of air pollutants, ground-level ozone concentrations in particular, has attracted recent attention because by using spatial-temporal modeling, can analyze, interpolate or predict ozone levels at any location. in this paper we consider daily averages of troposphere ozone over tehran city. for eliminating the trend of data, a dynamic linear model is used, then some featu...

  Bimorph piezoelectric cantilevered (BPC) actuators have recently received a great deal of attention in a variety of micro-electromechanical systems (MEMS) applications. Dynamic modeling of such actuators needs to be improved in order to enhance the control performance. Previous works have usually taken transv...

in this paper, the dynamic simulation for a high pressure regulator is performed to obtain the regulator behavior. to analyze the regulator performance, the equation of motion for inner parts, the continuity equation for diverse chambers and the equation for mass flow rate were derived. because of nonlinearity and coupling, these equations are solved using numerical methods and the results are ...

The fundamental characteristic which differentiates MANETs from other wireless or wired network is mobility and node density. Mobile Wireless Ad Hoc Networks (MANET) is a network without infrastructure, where every node functions as transmitter, router and data sink. Therefore, MANET routing protocols are designed to adaptively cater for dynamic changes in topology while maximizing throughput a...

In this work, coupled numerical analysis of interacting acoustic and dynamic models is focused. In this context, several numerical methods, such as the finite difference method, the finite element method, the boundary element method, meshless methods, and so forth, are considered to model each subdomain of the coupled model, and multidomain decomposition techniques are applied to deal with the ...