We theoretically model and empirically quantify the feedback effect of delta hedging for spot market volatility forex market. start from an economy with two types traders, aggregated option maker (OMM) taker (OMT), whose exposures reflect total outstanding positions all traders in A different hedge ratio OMM OMT leads to a net activity, which introduces friction. represent this friction by simp...

The rapid growth of computer networks, along with the wide acceptance of the Internet and Intranet (Cole 2003; Whinston et al. 2001), has pushed distributed computing into a new era. Software developers who used to focus solely on atomic and isolated computational models are now expanding their scope to cover group-computing solutions as well. Numerous research efforts in collaborative computin...

The objective of this study was to investigate the quality and usability of three Free/Libre Open Source Software assessment models: the Open Business Readiness Rating (OpenBRR), the Qualification and Selection of Open Source software (QSOS), and the QualiPSo OpenSource Maturity Model (OMM). The study identified the positive and negative aspects of each of them. The models were used to assess t...

The software industry is pinning its hopes for future software productivity and quality gains on componentbased development. However, to date the component paradigm has only really penetrated the "implementation" phase of the software life-cycle, and does not yet play a major role in the earlier analysis and design activities of large software projects. This is evidenced by the fact that in tod...

SIGTel is a SME aimed at developing WebGIS application. It has a portfolio of products which are a combination of Open GIS components and its own developed components. Although most of these products share a common architecture and common features, they have to be customized according to the user requirements. Now, this SME is working at the improvement of the software development process by in...

Osteopathic manipulative medicine (OMM) incorporates diagnostic and therapeutic strategies that address body unity, homeostatic mechanisms, and structure-function interrelationships. In regard to pain, osteopathic physicians take thorough histories guided by palpatory examination to determine the quality, duration, and origin of this condition, how it uniquely affects the individual, and whethe...

Oral Malignant Melanoma (OMM) are the most frequent neoplasmsin dogs older than 10 years, and represent up to 7% of all malignant tumors in dog. Small breeds, with especially heavily pigmented oral mucosa greater risk get disease. The outcome OMM is related clinical stage at presentation e.g. tumor size, presence local or distant spread metastases, absence ulceration anatomic site. treatment co...

A RELAP5-3D model has been developed for the RBMK Kursk 1 NPP. The primary features of this model are the three-dimensional neutronics model of the reactor core and the user subroutine that generates the neutron cross-sections. This subroutine contains the same neutron cross-section libraries that are presently being used in the Russian STEPAN/KOBRA calculations. The implementation of the neutr...

Dear editor, Apoptosis is a fundamental biochemical cell-death pathway that plays important roles in various physiological and pathological processes during fetal development and in adult tissues. In the intrinsic pathway, a number of death stimuli engage the apoptotic machinery by causing release of cytochrome c from mitochondria, which in turn induces recruitment of caspase-9 into an apoptoso...

In many cell types, IP(3) and ryanodine receptor (IP(3)R/RyR)-mediated Ca(2+) mobilization from the sarcoendoplasmic reticulum (ER/SR) results in an elevation of mitochondrial matrix [Ca(2+)]. Although delivery of the released Ca(2+) to the mitochondria has been established as a fundamental signaling process, the molecular mechanism underlying mitochondrial Ca(2+) uptake remains a challenge for...