scholarly journals Robust Hedging of Options on Local Time

2015 ◽  
Author(s):  
Julien Claisse ◽  
Gaoyue Guo ◽  
Pierre Henry-Labordere
Keyword(s):  
Local Time ◽  
Robust Hedging

scholarly journals Some Results on Skorokhod Embedding and Robust Hedging with Local Time

2017 ◽  
Vol 179 (2) ◽  
pp. 569-597 ◽  
Author(s):  
Julien Claisse ◽  
Gaoyue Guo ◽  
Pierre Henry-Labordère
Keyword(s):  
Local Time ◽  
Robust Hedging ◽  
Skorokhod Embedding

Performansi aktual modul photovoltaik dengan pengarah matahari

2018 ◽  
Vol 12 (2) ◽  
pp. 98 ◽  
Author(s):  
Jalaluddin . ◽  
Baharuddin Mire
Keyword(s):  
Solar Radiation ◽  
Local Time ◽  
Performance Characteristic ◽  
Electrical Energy ◽  
Photovoltaic Module ◽  
Experiment Data ◽  
Actual Performance ◽  
Pv Module ◽  
Solar Tracking ◽  
Pv Modules

Actual performance of photovoltaic module with solar tracking is presented. Solar radiation can be converted into electrical energy using photovoltaic (PV) modules. Performance of polycristalline silicon PV modules with and without solar tracking are investigated experimentally. The PV module with dimension 698 x 518 x 25 mm has maximum power and voltage is 45 Watt and 18 Volt respectively. Based on the experiment data, it is concluded that the performance of PV module with solar tracking increases in the morning and afternoon compared with that of fixed PV module. It increases about 18 % in the morning from 10:00 to 12:00 and in the afternoon from 13:30 to 14:00 (local time). This study also shows the daily performance characteristic of the two PV modules. Using PV module with solar tracking provides a better performance than fixed PV module. 

scholarly journals High order explicit local time stepping methods for hyperbolic conservation laws

2020 ◽  
Vol 89 (324) ◽  
pp. 1807-1842
Author(s):  
Thi-Thao-Phuong Hoang ◽  
Lili Ju ◽  
Wei Leng ◽  
Zhu Wang
Keyword(s):  
Conservation Laws ◽  
Local Time ◽  
Hyperbolic Conservation Laws ◽  
High Order ◽  
Hyperbolic Conservation ◽  
Time Stepping ◽  
Local Time Stepping

scholarly journals The unified method for abundant soliton solutions of local time fractional nonlinear evolution equations

2021 ◽  
Vol 22 ◽  
pp. 103979
Author(s):  
Nauman Raza ◽  
Muhammad Hamza Rafiq ◽  
Melike Kaplan ◽  
Sunil Kumar ◽  
Yu-Ming Chu
Keyword(s):  
Local Time ◽  
Evolution Equations ◽  
Nonlinear Evolution ◽  
Soliton Solutions ◽  
Nonlinear Evolution Equations ◽  
The Unified Method ◽  
Unified Method

scholarly journals Influence of the cloud-level neutral layer on the vertical propagation of topographically generated gravity waves on Venus

2019 ◽  
Vol 71 (1) ◽  
Author(s):  
Takeru Yamada ◽  
Takeshi Imamura ◽  
Tetsuya Fukuhara ◽  
Makoto Taguchi
Keyword(s):  
Layer Thickness ◽  
Gravity Wave ◽  
Local Time ◽  
Gravity Waves ◽  
Analytical Approach ◽  
Wave Activity ◽  
Neutral Layer ◽  
Low Latitudes ◽  
Vertical Propagation ◽  
The Waves

AbstractThe reason for stationary gravity waves at Venus’ cloud top to appear mostly at low latitudes in the afternoon is not understood. Since a neutral layer exists in the lower part of the cloud layer, the waves should be affected by the neutral layer before reaching the cloud top. To what extent gravity waves can propagate vertically through the neutral layer has been unclear. To examine the possibility that the variation of the neutral layer thickness is responsible for the dependence of the gravity wave activity on the latitude and the local time, we investigated the sensitivity of the vertical propagation of gravity waves on the neutral layer thickness using a numerical model. The results showed that stationary gravity waves with zonal wavelengths longer than 1000 km can propagate to the cloud-top level without notable attenuation in the neutral layer with realistic thicknesses of 5–15 km. This suggests that the observed latitudinal and local time variation of the gravity wave activity should be attributed to processes below the cloud. An analytical approach also showed that gravity waves with horizontal wavelengths shorter than tens of kilometers would be strongly attenuated in the neutral layer; such waves should originate in the altitude region above the neutral layer.

scholarly journals Representations of hermite processes using local time of intersecting stationary stable regenerative sets

2020 ◽  
Vol 57 (4) ◽  
pp. 1234-1251
Author(s):  
Shuyang Bai
Keyword(s):  
Long Range ◽  
Local Time ◽  
Limit Theorems ◽  
Local Times ◽  
Long Range Dependence ◽  
Random Interval ◽  
Stationary Increments ◽  
Self Similar ◽  
Regenerative Sets

AbstractHermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener–Itô integrals, whose integrands involve the local time of intersecting stationary stable regenerative sets. The proof relies on an approximation of regenerative sets and local times based on a scheme of random interval covering.

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