Computation of replicated exercise prices by using positive bases

A procedure is provided for computing the replicated exercise prices of a given portfolio. We highlight a matrix-based framework for analyzing option replication. The new matrix formulation allows the development of efficient computational methods in order to determine the replicated exercise prices of a given portfolio by using the theory of positive bases in vector lattices.

Download Full-text

“Preparation of Single Crystalline Gold Films for ED Studies”

Proceedings, annual meeting, Electron Microscopy Society of America ◽

10.1017/s0424820100096424 ◽

1972 ◽

Vol 30 ◽

pp. 634-635

Author(s):

Joseph D. C. Peng

Keyword(s):

Crystal Morphology ◽

Diffraction Theory ◽

Scattering Matrix ◽

Vacuum Evaporation ◽

Gold Films ◽

Matrix Formulation ◽

Silver Films ◽

Single Crystalline ◽

Grating Pattern ◽

Stacking Disorder

The relative intensities of the ED spots in a cross-grating pattern can be calculated using N-beam electron diffraction theory. The scattering matrix formulation of N-beam ED theory has been previously applied to imperfect microcrystals of gold containing stacking disorder (coherent twinning) in the (111) crystal plane. In the present experiment an effort has been made to grow single-crystalline, defect-free (111) gold films of a uniform and accurately know thickness using vacuum evaporation techniques. These represent stringent conditions to be met experimentally; however, if a meaningful comparison is to be made between theory and experiment, these factors must be carefully controlled. It is well-known that crystal morphology, perfection, and orientation each have pronounced effects on relative intensities in single crystals.The double evaporation method first suggested by Pashley was employed with some modifications. Oriented silver films of a thickness of about 1500Å were first grown by vacuum evaporation on freshly cleaved mica, with the substrate temperature at 285° C during evaporation with the deposition rate at 500-800Å/sec.

Download Full-text