简介:Thispaperproposesandmakesastudyofanewmodel(calledthe3/2plusjumpsmodel)forVIXoptionpricing.Themodelallowsthemean-reversionspeedandvolatilityofvolatilitytobehighlysensitivetotheactuallevelofVIX.Inparticular,thepositivevolatilityskewisaddressedbythe3/2plusjumpsmodel.Dailycalibrationisusedtoprovethattheproposedmodelpreservesitsvalidityandreliabilityforbothin-sampleandout-of-sampletests.Theresultsshowthatthemodelsarecapableoffittingthemarketpricewhilegeneratingpositivevolatilityskew.
简介:Inthisarticle,the2-variablegeneralpolynomialsaretakenasbasewithPeterspolynomialstointroduceafamilyof2-variablePetersmixedtypepolynomials.Thesepolynomialsareframedwithinthecontextofmonomialityprincipleandtheirpropertiesareestablished.Certainsummationformulaeforthesepolynomialsarealsoderived.Examplesofsomemembersbelongingtothisfamilyareconsideredandnumbersrelatedtosomemixedspecialpolynomialsarealsoexplored.
简介:利用平方凸函数与凸函数的关系,证明了平方凸函数单侧导数的存在性和单调性,建立了平方凸函数与其单侧导数的不等式关系.在此基础上,给出平方凸函数定积分已有下界的改进和新的下界.给出由平方凸函数Hermite-Hadamard型不等式生成的差值的估计.
简介:X-rayimagingistheconventionalmethodfordiagnosingtheorthopedicconditionofapatient.ComputerizedTomography(CT)scanningisanotherdiagnosticmethodthatprovidespatient’s3Danatomicalinformation.However,bothmethodshavelimitationswhendiagnosingthewholeleg;X-rayimagingdoesnotprovide3Dinformation,andnormalCTscanningcannotbeperformedwithastandingposture.Obtaining3Ddataregardingthewholeleginastandingpostureisclinicallyimportantbecauseitenables3Danalysisintheweightbearingcondition.Basedontheseclinicalneeds,ahardware-basedbi-planeX-rayimagingsystemhasbeendeveloped;itusestwoorthogonalX-rayimages.However,suchmethodshavenotbeenmadeavailableingeneralclinicsbecauseofthehightcost.Therefore,weproposedawidelyadaptivemethodfor2DX-rayimageand3DCTscandata.Bythismethod,itispossibletothreedimensionallyanalyzethewholeleginstandingposture.TheoptimalpositionthatgeneratesthemostsimilarimageisthecapturedX-rayimage.Thealgorithmverifiesthesimilarityusingtheperformanceoftheproposedmethodbysimulation-basedexperiments.Then,weanalyzedtheinternal-externalrotationangleofthefemurusingrealpatientdata.Approximately10.55degreesofinternalrotationswerefoundrelativetothedefinedanterior-posteriordirection.Inthispaper,wepresentausefulregistrationmethodusingtheconventionalX-rayimageand3DCTscandatatoanalyzethewholelegintheweight-bearingcondition.
简介:在Leslie-Gower捕食模型中引入乘积型Allee效应,并分析模型的性质.首先,模型存在正向不变集,解是一致有界的.其次,讨论了平衡点存在和稳定的条件,并利用Liapunov函数方法得到正平衡点全局渐近稳定的充分条件.最后,根据Hopf分岔定理分析了分岔现象出现的条件和在这个过程中产生的极限环.
简介:本文利用Hardy-Littlewood极大函数、光滑模和K-泛函之间的等价关系、N函数的凸性、算子矩量估计及Jensen不等式等工具,研究了由陈文忠定义的LupasBaskakov型算子在Orlicz空间内的逼近性质,给出并证明了该算子在Orlicz空间内逼近的强型逆定理.由于Orlicz空间比连续函数空间和L_p空间涵盖更广泛,其拓扑结构也比L_p空间复杂得多,所以本文的结果具有一定的拓展意义.