John C. Chu

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We develop an arbitrage-free discrete time model to price American-style claims for which domestic term structure risk, foreign term structure risk, and currency risk are important. This model combines a discrete version of the Heath, Jarrow, and Morton (1992) term structure model with the binomial model of Cox, Ross, and Rubin-stein (1979). It converges(More)
LIGHTNING is a dynamically reconfigurable WDM network testbed project for supercomputer interconnection. This paper describes a hierarchical WDM-based optical network testbed that is being constructed to interconnect a large number of supercomputers and create a distributed shared memory environment. The objective of the hierarchical architecture is to(More)
The ability to monitor DNA polymerase activity with single-nucleotide resolution has been the cornerstone of a number of advanced single-molecule DNA sequencing concepts. Toward this goal, we report the first observation of the base-by-base DNA polymerase activity with single-base resolution at the single-molecule level. We describe the design and(More)
The purpose of this work is to calculate the head scatter factors for any arbitrary jaw setting by using two different semi-empirical methods. The head scatter factor at the center of field (COF) for any arbitrary jaw setting can be defined as H(COF)(X1,X2,Y1,Y2,r)=DairCOF(XI1,X2,Y1,Y2,r)/ [Dair(5,5,5,5,0)*OAR(r)], where X1, X2, Y1, and Y2 are the jaw(More)
Psoriasis is characterized by hyperplasia of the epidermis and infiltration of leukocytes into both the dermis and epidermis. IL-23, a key cytokine that induces T(H)17 cells, has been found to play a critical role in the pathogenesis of psoriasis. Apilimod is a small-molecule compound that selectively suppresses synthesis of IL-12 and IL-23. An open-label(More)
This paper discusses the usage of a two-dimensional electrochemical battery model of a lead acid battery cell as a state-of-health indicator in an embedded application. The model equations are a set of coupled highly non-linear partial differential equations that evolve with time. At each time step, these equations are solved using Newton's Method, and a(More)
Carbon-carbon (C-C) bond formation is paramount in the synthesis of biologically relevant molecules, modern synthetic materials and commodity chemicals such as fuels and lubricants. Traditionally, the presence of a functional group is required at the site of C-C bond formation. Strategies that allow C-C bond formation at inert carbon-hydrogen (C-H) bonds(More)
Systemic lupus erythematosus (SLE) is a complex, systemic autoimmune disease with a diverse range of immunological and clinical manifestations. The introduction of broad spectrum immunosuppressive therapies and better management of acute disease exacerbations have improved outcomes for lupus patients over recent years. However, these regimens are burdened(More)