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We study utility indifference pricing of claim streams with intertem- poral consumption and power (CRRA) utilities. We derive explicit for- mulas for the derivatives of the utility indifference price with respect to claims and wealth. The simple structure of ...
Using the Landau-Ginzburg-Devonshire approach, the longitudinal piezoelectric coefficient in an arbitrary direction, d(33)()(theta), was calculated as a function of temperature in tetragonal BaTiO3 crystals. The direction along which d(33)()(theta) is ma ...
Abstract –In this article, Power Transfer Distribution Factors (PTDF) and the underlying flow-based model proposed for capacity determination and allocation in electricity grids are studied. Several factors with influence on PTDF coefficients, such as topo ...
Large blocks of stock play an important role in many studies of corporate governance and finance. Despite this important role, there is no standardized data set for these blocks, and the best available data source, Compact Disclosure, has many mistakes and ...
This paper examines the identification of multi-input systems. Motivated by an experiment design problem (should one excite the various inputs simultaneously or separately), we examine the effect of an additional input on the variance of the estimated coef ...
The photorefractive properties of lithium niobate crystals doped with manganese (Mn) have been investigated. It is found that the effect of dark decay due to electron tunneling, which is the limiting factor of the highest practical doping level, is less in ...
The conditional indirect utility of many random utility maximization (RUM) discrete choice models is specified as a sum of an index V depending on observables and an independent random term. In general, the universe of RUM consistent models is much larger, ...
The differential model MIAGE (see "Mechanistic Interpretation of Alpine Glacierized Environments: Part 1. Model formulation and related dynamical properties" by Perona and Burlando, this issue) is analyzed in this work with the purpose of: (i) showing the ...
Soil sorption processes largely control the environmental fate of herbicides. Therefore accuracy of sorption parameters is crucial for accurate prediction of herbicide mobility in agricultural soils. A combined experimental and statistical study was carrie ...
In large-eddy simulations (LESs) of atmospheric reacting flows, homogeneous and instantaneous mixing of reactants within a grid-cell is usually assumed. However, highly reactive species are often segregated or pre-mixed at small scales. In this paper, we p ...
