• Publications
  • Influence
Asymptotics of implied volatility to arbitrary order
  • K. Gao, Roger Lee
  • Economics, Computer Science
  • Finance Stochastics
  • 8 January 2014
TLDR
In a unified model-free framework that includes long-expiry, short-, short- and extreme-strike regimes, we generate implied volatility and variance approximations, with rigorous error estimates asymptotically smaller than any given power of L, where L denotes the exogenously given absolute log of an option price. Expand
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California Hass avocado: profiling of carotenoids, tocopherol, fatty acid, and fat content during maturation and from different growing areas.
  • Q. Lu, Y. Zhang, +5 authors D. Heber
  • Biology, Medicine
  • Journal of agricultural and food chemistry
  • 11 November 2009
The California Hass avocado ( Persea americana ) is an example of a domesticated berry fruit that matures on the tree during its growing season but ripens only after being harvested. Avocados areExpand
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Evaluation of Meteorological Analyses, Simulations, and Long-Range Transport Calculations Using ANATEX Surface Tracer Data
Abstract Perfluorocarbon tracer data collected during the Across North America Tracer Experiment (ANATEX) are used to evaluate different meteorological analysis, simulations, and long-range transportExpand
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A 30 nm-resolution hard X-ray microscope with X-ray fluorescence mapping capability at BSRF.
A full-field transmission X-ray microscope (TXM) operating continuously from 5 keV to 12 keV with fluorescence mapping capability has been designed and constructed at the Beijing SynchrotronExpand
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  • PDF
The growth mechanism of CO2 corrosion product films
Abstract Carbon steel usually has high corrosion rate in water with dissolved CO2 however the steel surface can be covered by protective corrosion product film. Therefore the carbon steel can beExpand
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On the Generation of Roll Vortices due to the Inflection Point Instability of the Hurricane Boundary Layer Flow
Horizontal roll vortices, or rolls, are frequently observed in the hurricane boundary layer (HBL). Previous studies suggest that these rolls can be generated by the inflection point instability ofExpand
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Recent developments in the chemical synthesis of inorganic porous capsules
The preparation of hollow inorganic capsules of defined shape, composition and with tailored properties is of immense scientific and technological interest. This article mainly features recentExpand
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Preparation and Characterization of a Submicron Lipid Emulsion of Docetaxel: Submicron Lipid Emulsion of Docetaxel
Docetaxel, a widely used anticancer agent, has sparingly low aqueous solubility, thus Tween 80 and ethanol need to be added into its formulation, probably resulting in the toxic effects. In thisExpand
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Preparation and characterization of a submicron lipid emulsion of docetaxel: submicron lipid emulsion of docetaxel.
Docetaxel, a widely used anticancer agent, has sparingly low aqueous solubility, thus Tween 80 and ethanol need to be added into its formulation, probably resulting in the toxic effects. In thisExpand
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Implementation of real-time Laplacian pyramid image fusion processing based on FPGA
TLDR
In this paper, a novel method is proposed to implement Laplacian pyramid image fusion on FPGA. Expand
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