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The expression problem is fundamental for the development of extensible software. Many (partial) solutions to this important problem have been proposed in the past. None of these approaches solves the problem of using different, independent extensions jo ...
Most term structure models assume bond markets are complete, that is, that all fixed income derivatives can be perfectly replicated using solely bonds. However, we find that, in practice, swap rates have limited explanatory power for returns on at-the-mone ...
A novel methodology for the analysis of derivatives pricing in incomplete markets is tested empirically. The methodology generates hedge ratios and derivatives prices. They are estimated from the correlation structure between the local co-movements of secu ...
The reactivity of various 2-oxyallyl cations toward 2,2'-methylenedifuran (1b), 2,2'-(hydroxymethyl)difuran (1c), 2,2'-(trimethylsilylmethylene)difuran (1d), and di(2-furyl)methanone (1e) has been explored. Difuryl derivatives 1c, 1d, and le refused to und ...
Starting from 2,2'-methylenedifuran, enantiomerically enriched (98%) (3R,5S,7R,9S,11R,13R)- and (3R,5S,7S,9R,11R,13R)-15-amino-5,7,9,11-tetrahydroxy-3,13-bis(4-methoxyb enzoyloxy)pentadec-1-yl) pivalate were prepared as well as (3R,5R,7R,9R,11S,13S)-1,15-d ...
In this paper, we revisit wavelet theory starting from the representation of a scaling function as the convolution of a B-spline (the regular part of it) and a distribution (the irregular or residual part). This formulation leads to some new insights on wa ...
We show that a multi-dimensional scaling function of order γ (possibly fractional) can always be represented as the convolution of a polyharmonic B-spline of order γ and a distribution with a bounded Fourier transform which has neither order nor smoothness ...
We propose to design the reduction operator of an image pyramid so as to minimize the approximation error in the lp-sense (not restricted to the usual p=2), where p can take non-integer values. The underlying image model is specified using shift- ...
The invention relates to a novel class of ligands, complexes comprising such ligands and a metal ion, and adducts of these metal complexes and a macromolecule. Pharmaceutical compositions and methods of making and using the ligand-metal complexes are also ...
