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OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS
Published 2011“…We consider the problem facing a risk averse agent who seeks to liquidate or exercise a portfolio of (infinitely divisible) perpetual American style options on a single underlying asset. …”
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Prospect Theory, Liquidation, and the Disposition Effect
Published 2012“…We solve a model of asset liquidation where investors realize utility over gains and losses, and utility is concave over gains and convex over losses. …”
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Heat transfer in gas-liquid and liquid-liquid two phase plug flow systems
Published 2010“…Liquid-gas and liquid-liquid two phase flows are examined. …”
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Liquid-liquid processes and kinetics in acoustically emulsified media
Published 2003“…The measurement of liquid-liquid kinetics in acoustically emulsified media is shown to be conveniently achieved via the monitoring of bulk concentrations. …”
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Dynamics of ion transfer potentials at liquid-liquid interfaces.
Published 2011“…The Nernst-Planck-Poisson finite difference method is used to simulate the dynamic evolution of a water-nitrobenzene system with initially equimolar concentrations of a monovalent salt present in both liquids. The effect of single ion partition coefficients on the evolution of the liquid junction is investigated. …”
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Single fusion events at polarized liquid–liquid interfaces
Published 2016“…A new electrochemical framework for tracking individual soft particles in solution and monitoring their fusion with polarized liquid–liquid interfaces is reported. The physicochemical principle lies in the interfacial transfer of an ionic probe confined in the particles dispersed in solution and that is released upon their collision and fusion with the fluid interface. …”
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Gas to liquids
Published 2004“…Howard Bevan provides a perspective from Qatar; Johann Van Rheede looks at GTL technology and the market for diesel fuels; Bipin Patel looks at the economics of gas to liquids.…”
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Electrochemically driven ion insertion processes across liquid/liquid boundaries: Neutral versus ionic redox liquids
Published 2001“…The three-phase junction electrode|redox liquid|aqueous electrolyte for the initiation of the anion and proton insertion-electrochemical reactions is shown to be the key to processes observed for neutral redox liquids, whereas ionic redox liquids show reactivity independent of the three-phase junction due to sufficient ionic bulk conductivity. © 2001 American Chemical Society.…”
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Polyamorphism in aluminate liquids
Published 2003“…Supercooled liquids in the Y2O3-Al2O3 system undergo a liquid-liquid phase transition between a high-temperature, high-density amorphous polymorph (HDA form), and one with lower density that is stable at lower temperature (LDA form). …”
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Holographic quantum liquid.
Published 2009“…In particular, at low temperature, Fermi liquids exhibit the zero sound, predicted by Landau in 1957 and subsequently observed in liquid He-3. …”
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Trader leverage and liquidity
Published 2017“…Does trader leverage drive equity market liquidity? We use the unique features of the margin trading system in India to identify a causal relationship between traders’ ability to borrow and a stock’s market liquidity. …”
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Holographic quantum liquid.
Published 2009“…In particular, at low temperature, Fermi liquids exhibit the zero sound, predicted by Landau in 1957 and subsequently observed in liquid He-3. …”
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Breakup of liquid filaments.
Published 2012“…Whether a thin filament of liquid separates into two or more droplets or eventually condenses lengthwise to form a single larger drop depends on the liquid's density, viscosity, and surface tension and on the initial dimensions of the filament. …”
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Latency and liquidity risk
Published 2021“…Latency (i.e. time delay) in electronic markets affects the efficacy of liquidity taking strategies. During the time liquidity, takers process information and send marketable limit orders (MLOs) to the exchange, the limit order book (LOB) might undergo updates, so there is no guarantee that MLOs are filled. …”
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Mathematics and liquid crystals
Published 2017“…A review is given of some mathematical contributions, ideas and questions concerning liquid crystals.…”
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Liquids with high compressibility
Published 2023“…In contrast to gases, liquids are almost incompressible. If the compressibility of liquids could be increased and controlled, new applications in hydraulics and shock absorption could result. …”
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Dynamics of ion transfer potentials at liquid-liquid interfaces: the case of multiple species.
Published 2011“…The effect of single ion partition coefficients and diffusion coefficients on the evolution of potential across the liquid-liquid interface is investigated. Two separable components of the potential difference are observed: a static component localized at the liquid-liquid interface and a diffuse component with dynamic spatial expansion. …”
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Mapping and tuning the fluorescence of perfluorinated polyanilines synthesized through liquid-liquid interfaces
Published 2016Journal article