This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. Chapter 1 provides a short introduction to the VIX and a brief explanation of how the old and new VIX are cons

Although it is well known that the dynamic properties of rubber depend on both frequency and amplitude, there are few commercially available finite element codes that take account of these effects. This paper outlines a simplified procedure to extend the usability of the commercially available frequency dependent viscoelastic finite element models to also take account of the amplitude dependence.

The polymeric immunoglobulin receptor (PIGR) has been proposed to be a candidate prognostic biomarker in a few cancer forms, and one previous study reported that reduced PIGR expression signifies more aggressive tumours of the distal esophagus and gastroesophageal junction (GEJ). In the present study, we examined the expression, clinicopathological correlates and prognostic significance of PIGR ex

The reduction of the (A root 5x root 5)R27 degrees surface oxide on Pd(100) and Pd75Ag25(100) surfaces by CO has been investigated by high-resolution X-ray photoelectron spectroscopy in combination with kinetic analysis using the Avrami-Erofeev theory. For both surfaces we observed faster reduction with increasing temperature. Kinetic analysis indicates that the reduction process is phase boundary

The design of bioinspired nanostructures and materials of defined size and shape is challenging as it pushes our understanding of biomolecular assembly to its limits. In such endeavors, DNA is the current building block of choice because of its predictable and programmable self-assembly. The use of peptide- and protein-based systems, however, has potential advantages due to their more-varied chemi

Abstract in UndeterminedResearch on social capital routinely relies on survey measures of trust which can be collected in large and heterogeneous samples at low cost. We validate such survey measures in an incentivized public good experiment and show that they are importantly related to cooperation behavior in a large and heterogeneous sample. We provide evidence on the microfoundation of this rel

The phytohormone auxin plays an essential role in many aspects of plant growth and development. Its patterning, intercellular transport, and means of signaling have been extensively studied both in experiments and computational models. Here, we present a review of models of auxin-regulated development in different plant tissues. This includes models of organ initiation in the shoot apical meristem

2009 avsatte Lunds universitet 1,5 miljoner SEK att användas till att betala publiceringsavgifter i Open Access tidskrifter. Pengarna administreras av Biblioteksdirektionen. Fonden har främst använts till medlemskap i tre OA-förlag, BioMed Central, PLoS och Hindawi. Medlemskapen i BMC och PLoS innebär att Biblioteksdirektionen betalar publiceringsavgifterna centralt för artiklar där ”corresponding

Wnt5a, a member of non-canonical wingless-related MMTV integration site family is a secreted glycoprotein that plays important roles in development and disease. Recent studies have shown that Wnt5a protein levels are up-regulated in prostate cancer, but contrasting reports exist on the role of Wnt5a to predict outcome after radical prostatectomy in patients with localized prostate cancer. Our grou

Despite the enormous potential for pharmaceutical applications, there is still a lack of understanding of the molecular details that can contribute to increased permeability of the stratum corneum (SC). To investigate the influence of hydration and heating on the SC, we record the natural-abundance (13)C signal of SC using polarization transfer solid-state NMR methods. Resonance lines from all maj

We demonstrate pulse post-compression of a TW class chirped pulse amplification laser employing a gas-filled planar hollow waveguide. A waveguide throughput of 80% is achieved for 50 mJ input pulse energy. Good focusability is found and after compression with chirped mirrors a pulse duration of sub-15 fs is measured in the beam center. Whereas a total energy efficiency of approximate to 70% should

This Letter reports the throughput performance of two parallel half-wavelength dipoles with different antenna spacings and antenna gain imbalances for two frequency bands in a live High-Speed Packet Access (HSPA) network. It was found that an antenna spacing of 0.25 wavelengths and gain imbalances of up to 6 dB are sufficient to provide significant throughput gain for the same transmit power, or e

The IETA (international Endometrial Tumor Analysis group) statement is a consensus statement on terms, definitions and measurements that may be used to describe the sonographic features of the endometrium and uterine cavity on gray-scale sonography, color flow imaging and sonohysterography. The relationship between the ultrasound features described and the presence or absence of pathology is not k

Valence and core level photoelectron spectra and Auger electron spectra of ammonia in pure clusters have been measured. The Auger electron spectra of gas-phase ammonia, pure ammonia clusters and ammonia in aqueous solution are compared and interpreted via ab initio calculations of the Auger spectrum of the ammonia monomer and dimer. The calculations reveal that the final two-hole valence states ca

Background: Induced resistance (IR) can be part of a sustainable plant protection strategy against important plant diseases. beta-aminobutyric acid (BABA) can induce resistance in a wide range of plants against several types of pathogens, including potato infected with Phytophthora infestans. However, the molecular mechanisms behind this are unclear and seem to be dependent on the system studied.

Selective doping of (M1) Mo7.8V1.2NbTe0.94O28.9 and (M2) Mo4.67V1.33Te1.82O19.82 phases with P significantly enhance acrylic acid yields (2-15%) in propane/propylene oxidation. Amorphous overlayers (Te-molybdate) seriously inhibit acrylic acid formation. Detailed mechanisms are presented.

The feasibility of measuring g-factors using the TDPAD method applied to high-energy, heavy fragmentation products is explored. The 2623 keV I-pi = 12(+) isomer in Pb-192 with tau = 1.57 mu s has been produced using the fragmentation of a 1 A GeV U-238 beam. The results presented demonstrate for the first time that such heavy nuclei produced in a fragmentation reaction with a relativistic beam are

Time-domain material characterization using a leaky lens antenna and an in-house fabricated millimeter-wave wavelet generator using III-V technology is investigated. The wavelet generator produces short high-frequency pulses and is connected to a wideband and non-dispersive leaky lens antenna. A purely time-domain methodology is used to extract the complex permittivity of non-dispersive and non-ma