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IDEAS: Quantitative Finance, Taylor and Francis Journals  

Wastenet

...May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model by Susanne Griebsch & Uwe Wystup [Downloadable!... (restricted)] 863-881 Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets by Rafael Velasco-Fuentes & Wing Lon Ng [...and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models by Friedrich Hubalek & Petra Posedel [Downloadable!... (restricted)] 665-691 Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility by Alexander van Haastrecht & Antoon ...

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Normal product states for fermisions and twisted duality for CCR- and CAR-type algebras with application to the Yukawa/sub 2/ quantum field model  

Energy Technology Data Exchange (ETDEWEB)

We present sufficient conditions that imply duality for the algebras of local observables in all Abelian sectors of all locally normal, irreducible representations of a field algebra if twisted duality obtains in one of these representations. It is verified that the Yukawa/sub 2/ model satisfies these conditions, yielding the first proof of duality for the observable algebra in all coherent charge sectors in this model. This paper also constitutes the first verification of the assumptions of the axiomatic study of the structure of superselection sectors by Doplicher, Haag and Roberts in an interacting model with nontrivial sectors. The existence of normal product states for the free Fermi field algebra and, thus, the verification of the funnel property for the associated net of local algebras are demonstrated.

1982-08-01

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High air quality and low energy consumption. Performance of hybrid ventilation with CO2-sensors; Hoge luchtkwaliteit en lage energiebesparing. Goede prestaties van hybride ventilatie met CO2-sensoren  

Energy Technology Data Exchange (ETDEWEB)

The school building complex Waterland in The Hague, Netherlands, was built with a hybrid ventilation system. The indoor environment and energy consumption were monitored for one year. Air quality and thermal comfort are of a high quality and the consumption of energy for heating is circa 35% lower than normal. The Waterland project was one of eight demonstration projects, carried out within the framework of the ECBS-Annex 35: Hybrid ventilation in New and retrofitted Office Buildings. ECBS stands for the IEA-program Energy Conservation in Buildings and Community Systems. [Dutch] In ECBCs-annex 35 (ECBS staat voor het IEA-programma Energy Conservation in Buildings and Community Systems) is uitgebreid onderzoek gedaan naar hybride ventilatiesystemen in kantoren en scholen. Dit project heeft geleid tot acht internationale voorbeeldprojecten, waarvan scholencomplex Waterland te Den Haag er een van is. Het scholencomplex is in 2003 opgeleverd met een hybride ...

2005-11-01