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The main aim of current study is to evaluate the anti-penetration deformation behavior of an ultra-high strength low alloy armor steel (commercial name: XF1700) at strain rates 0.001/s, 0.1/s (quasi-static), 922/s, 5962/s, 6000/s (dynamic) and temperatures 298K, 373K(0.2Tm), 473K(0.26Tm) and...
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The effects of the site symmetric distortion induced by the phase transition on up-conversion emission and thermal sensing performance of Gd 2 (MoO 4 ) 3 :Yb 3+ /Er 3+ (GMO) crystals are elaborately studied by minimizing interference from many factors. Monoclinic GMO shows much stronger...
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We introduce an innovative theoretical framework to model derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on Credit and Debit Valuation Adjustments (CVA and DVA). Depending on how the...
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We suggest an empirical model of investment strategy returns which elucidates the importance of non-Gaussian features, such as time-varying volatility, asymmetry and fat tails, in explaining the level of expected returns. Estimating the model on the (former) Lehman Brothers Hedge Fund Index...
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We invert the Black-Scholes formula. We consider the cases low strike, large strike, short maturity and large maturity. We give explicitly the ?rst 5 terms of the expansions. A method to compute all the terms by induction is also given. At the money, we have a closed form formula for implied...
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