简介:Inthisnotesomerecurrencerelationsforthedimensionsofthesplinespacesonsocalled0-starsarepresented.
简介:<正>LetCbeann-dimensionalspherewithdiameter1andcenterattheorigininEn.Theview-obstructionproblemforn-dimensionalspheresistodetermineaconstantv(n)tobethelowerboundofthoseαforwhichanyhalf-lineL,givenbyxi=ait(i=1,2,...,n)whereparametert≥0andai(i=1,2,...,n)arepositiverealnumbers,intersectsΔ(C,α)={αC+(m1+(1/2),m2+(1/2),…,mn+(1/2)):m1,m2,…mnnonnegativeintegers}.Inthispaper,forn=3,thefollowingresultisproved.Forα>1/51/2wehavethatanyhalf-lineL,givenbyxi=ait(i=1,2,3),intersectsΔ(C,α),whereparametert≥0andai(i=1,2,3)arepositiverealnumberssuchthat|a|+|b|+|c|≠3wheneveraa1+ba2+ca3=0forthreeintegersa,b,c.
简介:Thispaperproposesandmakesastudyofanewmodel(calledthe3/2plusjumpsmodel)forVIXoptionpricing.Themodelallowsthemean-reversionspeedandvolatilityofvolatilitytobehighlysensitivetotheactuallevelofVIX.Inparticular,thepositivevolatilityskewisaddressedbythe3/2plusjumpsmodel.Dailycalibrationisusedtoprovethattheproposedmodelpreservesitsvalidityandreliabilityforbothin-sampleandout-of-sampletests.Theresultsshowthatthemodelsarecapableoffittingthemarketpricewhilegeneratingpositivevolatilityskew.
简介:<正>Inthisnote.wewillshowthatnononuniformlatticeofSO(3,1)canbethefundamentalgroupofaquasi-compactKhlermanifold.Thus,combiningwiththeresultin[1].onegetsthatanonuniformlatticeinSO(n,1)(n≥3)cannotbeπ1ofanyquasi-compactKhlerianmanifold.