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Search Results: 1 - 10 of 46030 matches for " XI Yi-Long "
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Closed-Form Approximate Solutions of Window Barrier Options with Term-Structure Volatility and Interest Rates Using the Boundary Integral Method  [PDF]
Yi-Long Hsiao
Journal of Mathematical Finance (JMF) , 2012, DOI: 10.4236/jmf.2012.24032
Abstract: In this study we propose an approach to solve a partial differential equation (PDE), the boundary integral method, for the valuation of both discrete and continuous window barrier options, as well as multi-window barrier options within a deterministic term structure of volatility and interest rates. Numerical results reveal that the proposed method yields rapid and highly accurate closed-form approximate solutions. In addition, the term structure will have a significant impact on the valuation.
A Simple Method to Price Window Reset Options  [PDF]
Yi-Long Hsiao
Journal of Mathematical Finance (JMF) , 2013, DOI: 10.4236/jmf.2013.31008

A window reset option is a kind of reset options with continuous reset constraints. The issue is very important for applying to employee stock options in finance or reservation options on truck-only toll lanes in traffic management. Our contribution of this study is that we proposed an accurate and simple method to price window reset options. The option price is formulated as the solution of a boundary value problem of the Black-Scholes PDE. The problem is then transformed into an initial-boundary value problem of the heat equation. Then Greens function is applied to solve the heat equation problem. Finally, the option price is calculated numerically. A numerical example and some discussions are presented in this paper.

Mating behavior and fertilization of the freshwater rotifer, Brachionus calyciflorus

XI Yi-Long,HUANG Xiang-Fei,

生态学报 , 2000,
Abstract: 萼花臂尾轮虫的交配行类在致可分为5个阶段,除雌雄性比为1:2和13时混交雌体的受精率为100%外,其余性比下混交雌体的受精率皆无显著的差异。可受精的混交雌体自分率和具有精能力的雄性百分率皆降年龄的增大而下降,的有的混交雌体在出生后的4h内均易于受精,以后随着雌长(X,h)的增加,可受精的混交雌体百分率(Y,%)呈非线性下降,Y=166.6386-17.813X+0.4837X^2,当岭长达18h时
Prevalence and Associated Positive Psychological Variables of Depression and Anxiety among Chinese Cervical Cancer Patients: A Cross-Sectional Study
Yi-Long Yang, Li Liu, Xiao-Xi Wang, Yang Wang, Lie Wang
PLOS ONE , 2014, DOI: 10.1371/journal.pone.0094804
Abstract: Background The prevalence of depression and anxiety and its associated factors in cervical cancer are not well evaluated in China. Meanwhile, with increasing attention given to positive psychological variables in oncology field, there is a need to conduct a study to explore the integrative effects of positive psychological variables on depression/anxiety so as to provide patients a more holistic cancer care. The aim of this study was to assess the prevalence of depression/anxiety as well as the integrative effects of hope, optimism and general self-efficacy on depression/anxiety among Chinese cervical cancer patients. Methods A multi-centre, cross-sectional study was conducted of consecutive inpatients at the Liaoning Cancer Hospital & Institute and the Shengjing Hospital of China Medical University in Liaoning Province, northeast China. A total of 224 cervical cancer patients eligible for this study completed questionnaires on demographic and clinic variables, Hospital Anxiety and Depression Scale, Herth Hope Index, Life Orientation Scale-Revised, and General Self-Efficacy Scale during February and August 2013. Results The prevalence of depression and anxiety was 52.2% and 65.6% in cervical cancer patients. The anxiety score was significantly higher in patients at the period of 4–6 months after diagnose and at cancer stage II. Hierarchical regression analyses indicated that hope, optimism and general self-efficacy as a whole accounted for 31.3% variance of depression and 35.6% variance of anxiety. Under standardized estimate (β) sequence, hope, optimism and general self-efficacy significantly associated with depression, respectively; hope and optimism were also significant individual predictors of anxiety. Conclusions The high prevalence of depression and anxiety among cervical cancer patients should receive more attention in Chinese medical settings. More importantly, efforts to develop the integrated psychosocial interventions are effective and necessary to alleviate depression/anxiety in cervical cancer patients by synthesizing and integrating the individual protective effects of hope, optimism and general self-efficacy.
A Boundary Element Formulation for the Pricing of Barrier Options  [PDF]
Shih-Yu Shen, Yi-Long Hsiao
Open Journal of Modelling and Simulation (OJMSi) , 2013, DOI: 10.4236/ojmsi.2013.13006
Abstract: In this article, we derive a boundary element formulation for the pricing of barrier option. The price of a barrier option is modeled as the solution of Black-Scholes’ equation. Then the problem is transformed to a boundary value problem of heat equation with a moving boundary. The boundary integral representation and integral equation are derived. A boundary element method is designed to solve the integral equation. Special quadrature rules for the singular integral are used. A numerical example is also demonstrated. This boundary element formulation is correct.
An Evaluation for the Probability Density of the First Hitting Time  [PDF]
Shih-Yu Shen, Yi-Long Hsiao
Applied Mathematics (AM) , 2013, DOI: 10.4236/am.2013.45108

Let h(t) be a smooth function, Bt a standard Brownian motion and th=inf{t; Bt=h(t)} the first hitting time. In this paper, new formulations are derived to evaluate the probability density of the first hitting time. If u(x, t) denotes the density function of x=Bt for t < th, then uxx=2ut and u(h(t),t)=0. Moreover, the hitting time density dh(t) is 1/2ux(h(t),t). Applying some partial differential equation techniques, we derive a simple integral equation for dh(t). Two examples are demonstrated in this article.

The Project Valuation with Abandonment and Reset Investment Proportion Applying Real Option Method  [PDF]
Yi-Long Hsiao, Li-Ling Chen
Journal of Mathematical Finance (JMF) , 2014, DOI: 10.4236/jmf.2014.45028
Abstract: We discuss the valuation of investment project in a firm applying a real option method with abandonment and reset investment proportion. We take the depreciation value of the facilities and the research and development (R & D) fee into consideration. Our contribution is to derive a pricing model of two-stage optimal decisions allowing abandonment and reset investment proposition. Different from the net present value (NPV) or discount cash flow (DCF), the real option method can efficiently catch the uncertainty in the market, and it can help managers to make the optimal policy for the project. We can improve our method for a multi-stage decision model or a continuous decision model in the further researches.
Hatching in situ of rotifer resting eggs in sediment of Lake Jinghu in different seasons

XI Yi-Long,ZHANG Lei,DONG Li-Li,

生态学报 , 2007,
Abstract: 将2004年春季采于芜湖市镜湖的沉积物样品在不同季节进行原位萌发发现,除冬季未见有轮虫孵出外,其余3个季节共孵出轮虫39种,隶属于7科19属;大湖区每200ml沉积物中休眠卵萌发出的轮虫数量平均为212.2个±48.9个,显著高于小湖区的39.1个±10.3个。大湖区沉积物在夏季萌发出的小巨头轮虫(Cephalodella exigua)、大肚须足轮虫(Euchlanis dilatata)和壶状臂尾轮虫(Brachionus urceolaris)、秋季萌发出的裂足臂尾轮虫(B.diversicornis)和角突臂尾轮虫(B.angularis)以及春季萌发出的暗小异尾轮虫(Trichocerca pusilla)和等刺异尾轮虫(T.similis)分别占各季节总萌发数的51.1%、19.7%、15.7%、14.7%、11.1%、38.4%和23.7%,小湖区沉积物在夏季萌发出的多须伪前翼轮虫(Proalides tentaculates)和暗小异尾轮虫、秋季萌发出的裂痕龟纹轮虫(Anuraeopsis fissa)、尖趾单趾轮虫(Monostyla closterocerca)和大肚须足轮虫以及春季萌发出的尖趾单趾轮虫、盘状鞍甲轮虫(Lepadella patella)和暗小异尾轮虫分别占各季节总萌发数的53.9%、31.6%、18%、17%、13%、31%、24.1%和17.2%。各季节萌发出的轮虫与同季节水体中存在的轮虫种类及数量间存在的较大差异表明,那些常年存在于水体中的轮虫所产的休眠卵的萌发对其种群增长的直接贡献可能不大;而那些每年都要从水体中消失一段时间的轮虫所产的休眠卵的萌发在其种群重建中的作用可能因种类的不同而异。
Effects of three organophosphorus pesticides on population growth and sexual reproduction of rotifer Brachionus calyciflorus Pallas

Li-Xia Ke,Yi-Long Xi,Chun-Wang Zh,Li-Li Dong,

生态学报 , 2009,
Abstract: Effects of organophosphorus pesticides including dichlorvos, triazophos and chlorpyrifos on population growth and sexual reproduction of freshwater rotifer Brachionus calyciflorus were studied by 3-d population growth and 4-d resting egg production tests. The results showed that all the three organophosphorus pesticides influenced significantly the population growth rate, the ratio ovigerous females/non-ovigerous females in the rotifer populations and the resting egg production of the rotifers. Both dichlorvos and chlorpyrifos influenced markedly the mictic rate of the rotifers, but triazophos did not. Compared to the controls, both dichlorvos at 10.0–1000.0 μg/L and chlorpyrifos at 0.01–100.0 μg/L increased the population growth rate, but the reverse was also true for dichlorvos and triazophos both at 10000.0 μg/L. Chlorpyrifos at 10000.0 μg/L made the rotifers dead after 24-hr exposure. Dichlorvos and triazophos both at 10000.0 μg/L, and chlorpyrifos at 1000.0 μg/L all increased the ratio ovigerous females/non-ovigerous females. Both dichlorvos at 10000.0 μg/L and chlorpyrifos at 0.1–100.0 μg/L increased the mictic rate. Dichlorvos at 10.0 μg/L and 100.0 μg/L, and triazophos and chlorpyrifos both at 0.1–100.0 μg/L increased the resting egg production. Both population growth rate and ratio ovigerous females/non-ovigerous females are suitable endpoints for assessing the effects of dichlorvos, triazophos and chlorpyrifos, and mictic rate is a suitable endpoint for monitoring the effects of dichlorvos and chlorpyrifos on the reproduction of the rotifers. Both population growth rate and ratio ovigerous females/non-ovigerous females are more sensitive to dichlorvos and chlorpyrifos than mictic rate.
Life history traits of different clones from summer population of Brachionus calyciflorus (Rotifera) in Lake Jinghu

DONG Li-Li,XI Yi-Long,ZHANG Lei,

水生生物学报 , 2007,
Abstract: 应用生命表统计学等方法对镜湖萼花臂尾轮虫夏季种群内4个在生化遗传特征上互不相同的克隆(克隆A、B、c和D)在4种温度(15℃、20℃、25℃和30℃)下的生活史特征及其对升高的温度的反应进行了比较研究。结果表明,温度对萼花臂尾轮虫存活率和繁殖率的影响在不同克隆间存在着差异。20℃和25℃下,4个克隆轮虫的世代时间和净生殖率均分别无显著的差异;20℃、25℃和30℃下,4个克隆轮虫的平均寿命和出生时的生命期望亦然。其余各温度下,4个克隆间轮虫的其他生命表参数均有显著的差异。20℃、25℃和30℃下,4个克隆轮虫所产后代中的混交雌体百分率间均具有显著的差异,且克隆c轮虫所产后代中的混交雌体百分率最高。15℃下,克隆D轮虫的个体适合度最高;25℃下,克隆A和B轮虫的个体适合度较高。4个克隆轮虫的生活史特征对升高的温度的反应也存在着差异。忽略温度的影响时,4克隆间,克隆D轮虫的世代时间、平均寿命和出生时的生命期望最短,净生殖率、种群内禀增长率和个体适合度均最低;克隆C轮虫所产后代中的混交雌体百分率最高。30℃下,4个克隆轮虫的种群内禀增长率存在着差异可能是不同基因型的轮虫克隆群在种群内所占的比例不同的重要原因;而它们的个体适合度相似则可能是不同基因型的轮虫克隆群在夏季镜湖中共存的主要原因之一。
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