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We study the differentiability of the CIR process with respect to its parameters. We give a stochastic representation for these derivatives in terms of the paths of V.

Market making and optimal portfolio liquidation in the context of electronic limit order books are of considerably practical importance for high frequency (HF) market makers as well as more traditional brokerage firms supplying optimal execution services for clients. In general, the two problems are based on probabilistic models defined on certain reference probability spaces. However, due to unce

We studied the behavior, life cycle, and reproductive biology of the sciarid fly Scatopsciara cunicularius (Lengersdorf, 1943) under two constant temperatures. The sciarid was reared at 12.3 ± 0.6°C and 22 ± 1.7°C on its host, the liverwort Marchantia polymorpha L. Our results show that the sciarid fly is able to complete its life cycle with liverwort tissue as its only source of food. The egg-lay

BACKGROUND: Twin studies have been criticized for upwardly biased estimates that might contribute to the missing heritability problem.METHOD: We identified, from the general Swedish population born 1960-1990, informative sibships containing a proband, one reared-together full- or half-sibling and a full-, step- or half-sibling with varying degrees of childhood cohabitation with the proband. Estima

Herbivory on liverworts is rarely reported. We studied the effects of feeding by larvae of the sciarid fly Scatopsciara cunicularius on the growth of the thalloid liverwort Marchantia polymorpha at two different constant temperatures, 12°C and 22°C. Larvae reared at the lower temperature fed slower and over a longer period of time, which resulted in more damage and a greater reduction in the growt

Mixotrophy is found in almost all classes of phytoplankton in a wide range of aquatic habitats ranging from oligotrophic to eutrophic marine and freshwater systems. Few studies have addressed how the nutritional status of the predator and/or the prey affects mixotrophic metabolism despite the realization that mixotrophy is important ecologically. Laboratory experiments were conducted to examine ch

Microbial substrate use efficiency is an important property in process-based soil organic matter models, but is often assumed to be constant in mechanistic models. However, previous studies question if a constant efficiency is appropriate, in particular when evaluating carbon (C) cycling across temperatures and various substrates. In the present study, we evaluated the relation between substrate u

Background: A postoperative haematoma can be a very serious complication following a neurosurgical procedure. Patients should be informed about the risks of such an event prior to surgery. From a practical point of view, it would be important to know when the patient is most likely to deteriorate and to require surgery because of a postoperative haematoma and when it might be safe to transfer the

This study explored the ability of blind and sighted listeners to detect reflections, "echoes", of burst trains or continuous noise. Echo detection was compared by presenting 5 ms bursts, rates from 1 to 64 bursts, with a continuous white noise, all during 500 ms. Sounds were recorded in an ordinary room through an artificial binaural head, the loudspeaker 1 m behind it. The reflecting object was

The paper analyzes judicial dialogue (or judicial cross-reference) as a new form of international law-making and articulates itself around a new lexicon of international law grounded on concepts of authority, normativity and interaction, rather than sources, obligations and hierarchy in law. The aim is to offer a theoretical insight in the phenomenon of judicial cross-reference as a new avenue of

Stress-laminated-timber (SLT) bridge decks are a valid alternative to conventional short- and medium-span bridges in terms of cost and performance. SLT decks are made from a number of planks or glulam beams positioned side by side and stressed together using high-strength steel bars. A concentrated load can therefore be distributed from the loaded beams onto adjacent beams due to the resisting fri

In this work we have fabricated and studied hybrid organic-inorganic nanocomposite system formed by gold nanoparticles self-assembled in organic semiconductor thin film - copper tetrafluorophthalocyanine (CuPcF4). By means of Photoelectron Spectroscopy and Transmission Electron Microscopy (TEM) the evolution of the morphology and electronic structure of the system as a function of nominal gold con