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Strategic Exercise Of Options On Non-Traded Assets And Stochastic Volatility In An Incomplete Market: Indifference Pricing And Entropy Methods, Singru Hoe Jul 2006

Strategic Exercise Of Options On Non-Traded Assets And Stochastic Volatility In An Incomplete Market: Indifference Pricing And Entropy Methods, Singru Hoe

Finance and Real Estate Dissertations - Archive

The first study explores optimal investment policies for strategic option exercise when the underlying project is not traded. A duopoly model captures strategic interactions, while a partial spanning asset models market incompleteness. The option value to invest is obtained through indifference pricing, i.e., certainty equivalent value. I find that incompleteness narrows the gap between leader and follower entry dates. The follower enters much sooner, and the leader delays slightly compared to classic real options models. Modeling investment income stream as an Arithmetic Brownian motion is a better fit than Geometric Brownian motion, while reducing the necessary numerical approximations for obtaining …

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Black Sounds: Hemingway And Duende, Kristine A. Wilson Jul 2006

Black Sounds: Hemingway And Duende, Kristine A. Wilson

English Theses - Archive

Along with his efforts to revitalize the Spanish arts in the 1920's and 1930's, Spanish poet and playwright Federico García Lorca gave an address entitled "Play and Theory of Duende" in which he claims duende as a distinctly Spanish brand of artistic inspiration and performative signature bound up with the seemingly antithetical qualities of joy and suffering that dominate the Spanish ethos. I argue that using Lorca's concept of duende as a tool for analyzing the Spanish-themed work of Ernest Hemingway provides a new way of situating Hemingway's work within the Spanish and modernist milieux. To this end, I perform …

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Analysis Of Electromagnetic Field In A Switched Reluctance Machine From An Energy Conversion Perspective, Wei Jiang Jul 2006

Analysis Of Electromagnetic Field In A Switched Reluctance Machine From An Energy Conversion Perspective, Wei Jiang

Electrical Engineering Theses - Archive

With the recent advancement in power electronics and digital signal processors, switched reluctance machine (SRM) attracts more attention in high speed and harsh environment applications due to its rugged and robust structure. Despite considerable progress in the development of power electronics based control of the SRM, relatively small changes in the magnetic design has been observed. A physically insightful analysis of the electromechanical energy conversion process, origins and spatial distribution of electromagnetic field quantities at a microscopic level can shed light on the process of SRM design, which in turn could create new opportunities for substantial improvement of SRM performance …

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Personality Influences On Marital Satisfaction: An Examination Of Actor, Partner, And Interaction Effects, Mahnaz Rehmatullah Charania Jul 2006

Personality Influences On Marital Satisfaction: An Examination Of Actor, Partner, And Interaction Effects, Mahnaz Rehmatullah Charania

Psychology Dissertations - Archive

The current research was designed to examine the associations between married partners' personalities and their marital satisfaction. The major goal of this research was to examine the unique predictive validity of 13 personality traits in an omnibus model in which the effects of all 13 traits were tested simultaneously. The data were analyzed using the Actor-Partner Interdependence Model (APIM), which enabled me to examine the effect of each personality variable (1) as a function of each participant's own trait score (an actor effect), (2) as a function of each participant's partner's trait score (a partner effect), and (3) as a …

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Crashworthiness Design Optimization Using Surrogate Models, Cheng-Ho Tho Jul 2006

Crashworthiness Design Optimization Using Surrogate Models, Cheng-Ho Tho

Mechanical and Aerospace Engineering Dissertations - Archive

Despite the advances in computer technology, the enormous computational cost associated with the large-scale and complex nonlinear crashworthiness simulations renders it to be impractical to rely exclusively on computer simulations for crashworthiness design optimization. A preferable strategy is to employ the computational efficient surrogate model in lieu of the expensive simulations to facilitate the optimization process and design concept exploration. An added advantage of the surrogate models is that they tends to eliminate the high-frequency numerical noise which may hinder the performance of the direct gradient-based optimization technique by constructing smooth crash responses in the crashworthiness analysis. Even thought the …

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Selenium Speciation Along A Groundwater Flow Path In The Carrizo Aquifer, Southeastern Texas, Usa, Rituparna Basu Jul 2006

Selenium Speciation Along A Groundwater Flow Path In The Carrizo Aquifer, Southeastern Texas, Usa, Rituparna Basu

Earth & Environmental Sciences Theses - Archive

Selenium concentration and speciation [Se (VI), Se (IV) and Se (-II)] was determined along a flow path in the Carrizo Sand aquifer (southeastern Texas). Groundwater sampling was carried out in March 2006, from ten wells located along the flow path. The collected samples were filtered through 0.45 µm filters and then acidified to pH <2 using ultra pure HCl. Analysis for Se concentration and speciation was done using selective hydride generation>- Atomic Absorption spectrometry (HG-AAS). Additional in situ measurements from each well included determination of pH, alkalinity, oxidation-reduction potential (Eh in mV), dissolved iron speciation, dissolved sulfide concentrations and dissolved manganese concentrations. Selenium concentrations in groundwaters of the Carrizo Sand aquifer are very low (i.e., nanomolal …

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The Ecological Correlates Of Substance Abuse Among Cps Involved Women And Non-Cps Involved Women, Mary Jo Alvarez-Rodriguez Jul 2006

The Ecological Correlates Of Substance Abuse Among Cps Involved Women And Non-Cps Involved Women, Mary Jo Alvarez-Rodriguez

Social Work Dissertations - Archive

Child abuse and neglect is a compelling phenomenon that has been attributed to a multitude of factors including maternal substance abuse. A significant number of the women involved with the child welfare system for child abuse or neglect are found to have issues due to substance abuse or dependency. In addition, most women involved with child welfare tend to be single and poor women of color. Still, relatively few studies have focused on these women. This study used an ex post facto design in its aim to increase the understanding of the factors that contribute to substance abuse and child …

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Part-List Cuing Effects In Advertising: When Exposure To Some Advertisements Impairs Recall Of Same-Valenced Ads, Hieu Phuc Nguyen Jul 2006

Part-List Cuing Effects In Advertising: When Exposure To Some Advertisements Impairs Recall Of Same-Valenced Ads, Hieu Phuc Nguyen

Marketing Dissertations - Archive

This study represents the first empirical examination of the inhibitory effect of part-list cuing in emotional print advertisements. It was hypothesized that exposure to a subset of print advertisements as cues impairs recall of the uncued ads. Additionally, exposure to positive cues would only inhibit memory for positive uncued ads, and exposure to negative ads as cues would only impair memory for negative uncued ads. Exposure to neutral ads was expected to inhibit memory for positive, negative, and neutral uncued ads. The effects of emotional versus neutral ads were also tested in both an uncued recall task and a cued …

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Nonlinear Finite Element-Based Investigation Of The Effect Of Bedding Thickness On Underground Pipe, Anupong Kararam Jul 2006

Nonlinear Finite Element-Based Investigation Of The Effect Of Bedding Thickness On Underground Pipe, Anupong Kararam

Civil Engineering Theses - Archive

The pipe-soil interaction is studied by using the finite element software, ABAQUS/CAE Version 6.5-1 as a symmetric model of embankment installation to study the effect of bedding property and thickness on pipe-soil interaction with increase in the height of fill. A three-dimensional finite element model (FEM) of the concrete pipe and surrounding soil is developed. The FEM is capable of simulating material, geometric, and contact nonlinearities which employs a nonlinear incremental solution algorithm. Several different element types and mesh size were tested to obtain the optimum converged mesh. These elements were eight-noded linear brick (C3D8R) and six-noded linear triangular prism …

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The Imapact Of In-Car Mobile Video System On Policing, Alan Hongchen Ma Jul 2006

The Imapact Of In-Car Mobile Video System On Policing, Alan Hongchen Ma

Criminology & Criminal Justice Theses - Archive

This research examines education and police experience as they relate to police officers' perceptions on the use of in-car mobile video system. A sample of police officers from area police departments in the Dallas Fort Worth Metroplex was studied using a self-administered survey, which consisted of 27 items. The research suggests that there are indeed differences in the perceptions of in-car mobile video system as it relates to police experience.

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Web-Based Real-Time Monitoring System To Enhance The Participation Of An Industrial Power System In A Restructured Utility Industry, Shun-Hsien Huang Jul 2006

Web-Based Real-Time Monitoring System To Enhance The Participation Of An Industrial Power System In A Restructured Utility Industry, Shun-Hsien Huang

Electrical Engineering Dissertations - Archive

The opening of the Electric Reliability Council of Texas (ERCOT) grid to wholesale competition began in 1996 that initiated the first stage of deregulation in Texas. In order to relieve generation and transmission constraints, load reduction is considered as a form of available energy and spinning reserve. Afterward, power system becomes more dynamic and creates more opportunities for both electricity suppliers and consumers. Currently, both power supplier and demand consumer can participate in the energy and ancillary services (AS) markets to bid/offer for their energy, capacity, and demand in the ERCOT markets. In order to act as an effective market …

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An Emission Model For Lunar Regolith Surfaces Based On Matrix Doubling Method, Darshan Shrestha Jul 2006

An Emission Model For Lunar Regolith Surfaces Based On Matrix Doubling Method, Darshan Shrestha

Electrical Engineering Theses - Archive

An emission model based on Matrix Doubling Method is implemented for the calculation of emission signatures from the lunar regolith surfaces. The matrix doubling method is used to solve the radiative transfer equations which encompass the volume and surface scattering properties of the medium. The layer and surface are characterized by their corresponding phase matrices which contain adequate information on how the amplitude, phase and polarization of the incident Stokes vector change on being incident in that medium. Emissivity signatures are calculated by solving the transfer equations using matrix doubling method and taking these phase matrices as "boundary conditions". The …

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Anti-Viral Capacity Of Quillaja Saponaria Molina Extract Against Vaccinia And Herpes Simplex Virus-1, Matthew Sean Spinks Jul 2006

Anti-Viral Capacity Of Quillaja Saponaria Molina Extract Against Vaccinia And Herpes Simplex Virus-1, Matthew Sean Spinks

Biology Theses - Archive

It is well known that Quillaja saponins have the ability to elicit a strong immune response when used as an adjuvant in an ISCOM matrix. However, to date, the antiviral capability of Quillaja saponins has not been documented. Using extracts from the Chilean Soap Bark Tree (Quillaja Saponaria Molina) we document the anti-viral capacities of Quillaja saponins against HSV-1 and Vaccinia. The saponin was ineffective against Vaccinia Virus, however neutralized HSV-1 in a time and temperature dependent manner. In addition, Quillaja Saponins were determined capable of preventing cell-to-cell spread when introduced in solution to cell monolayers.

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Deinstitutionalization: The Consequences For The Primary Caregiver, Jennifer R. Pettit Jul 2006

Deinstitutionalization: The Consequences For The Primary Caregiver, Jennifer R. Pettit

Sociology & Anthropology Theses - Archive

This study examines the psychological well-being of the primary caregiver of a mentally-challenged individual. In this research, the primary caregiver is the person who has responsibility for the care of a mentally-challenged individual. The three main questions examined in this research are: Will caregiver's socioeconomic status be associated with the reported stress level of the caregiver? Will the use of formal supports to the caregiver be associated with lower levels of caregiver stress? Will the use of informal supports be associated with lower levels of caregiver stress? The study involved a quantative approach to examine 90 primary caregivers who live …

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Homework And Housework: How Family Responsibilities Affect The College Experience Of Single Mothers, Mary B. Gatmaitan Jul 2006

Homework And Housework: How Family Responsibilities Affect The College Experience Of Single Mothers, Mary B. Gatmaitan

Sociology & Anthropology Theses - Archive

This qualitative study explores how and to what extent the family responsibilities of single-mother students affect their college experience. In-depth face-to-face interviews were conducted with twelve single-mother students who were enrolled at The University of Texas at Arlington during the spring 2006 semester. Participants consisted of five white women, six black women, and one Mexican American woman, all of whom were upperclassman, varied in academic majors, and ranging from twenty to fifty-eight years of age. In this study, three themes emerged identifying how these students employed creative strategies for balancing their responsibilities, their similar attitudes toward their journey through college …

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Investigation Of Ruthenium (Ii) Polypyridyl Dimers As Potential Chemotherapeutic Agents, Thamara K. Janaratne Jul 2006

Investigation Of Ruthenium (Ii) Polypyridyl Dimers As Potential Chemotherapeutic Agents, Thamara K. Janaratne

Chemistry & Biochemistry Dissertations - Archive

The exploration of transition metal complexes as chemotherapeutic agents is still a relatively unexplored but promising area of research. Chapter 1 highlights the most successful anticancer drugs and potential drugs based on metal complexes, with an emphasis of platinum and ruthenium complexes. In Chapter 2, the biological activity of a series of novel ruthenium dimers is investigated with special attention given to evaluating their potential as anticancer chemotherapeutic agents. A partial list of the compound prepared includes: [Ru(bpy)(CO)2}2tpphz]4+ (74+), [Ru(bpy)(CH3CN)2}2tpphz]4+ (84+),[Ru(bpy)(C2O4)}2tpphz] (9), [Ru(bpy)(CO)(Cl)}2tpphz]2+ (102+), [(bpy)2Ru(tpphz)Ru(bpy)2]4+ (114+), [(phen)2Ru(tpphz)Ru(phen)2]4+ (124+), [(phen)2Ru(tatpp)Ru(phen)2]4+ (Pp4+), [(phen)2Ru(tatpq)Ru(phen)2]4+ (Qp4+), [(bpy)2Ru(tatpp)Ru(bpy)2]4+ (Pb4+) and [(bpy)2Ru(tatpq)Ru(bpy)2]4+ (Qb4+). Systematic changes in …

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Connections: Library News For Library Staff Vol. 3, Issue 7, University Of Texas At Arlington Library Jul 2006

Connections: Library News For Library Staff Vol. 3, Issue 7, University Of Texas At Arlington Library

Connections: Library News for Library Staff

The purpose of Connections was to build community within UTA Library staff by reminding people of upcoming events and dates, introducing new staff members, celebrating a department's achievements, and writing about other items of interest.

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Colorblind Fraternity: Unseating Racism, Males,, April Leigh Kinkead Jun 2006

Colorblind Fraternity: Unseating Racism, Males,, April Leigh Kinkead

English Theses - Archive

This thesis examines four works by Herman Melville, Moby-Dick, Typee, Omoo, and Benito Cereno as examples of a minority of nineteenth-century American literature that deconstruct negative black male stereotypes and promote unity through brotherhood. Melville works through juxtapositions and reversals in his use of language as a means of unseating such negative stereotypes. In doing so, he invites his audience to challenge and potentially eliminate the racial stereotypes. Melville believed in indirect invitations to reform, such as displacing his characters from his readers' environment, so that racial problems would not seem so "close" them. He also relies upon an ethnically …

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A Graph-Based Approach For Modeling And Indexing Video Data, Jeongkyu Lee Jun 2006

A Graph-Based Approach For Modeling And Indexing Video Data, Jeongkyu Lee

Computer Science and Engineering Dissertations - Archive

With the advances in electronic imaging, storage, networking and computing, the amount of digital video has grown tremendously. The proliferation of video data has led to significant amount of research on techniques and systems for efficient video database management. In particular, extensive research has been done on video data modeling to manage and organize the data that is semantically rich and complicated. However, the enormous amount of data size and its complexity have restricted the progress on video data modeling, indexing and retrieval. In order to get around the problems, we turn to a graph theoretical approach for video database. …

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Simulation Of Sensor Responses Of Advanced Security Systems, Janakiram Natarajan Jun 2006

Simulation Of Sensor Responses Of Advanced Security Systems, Janakiram Natarajan

Computer Science and Engineering Theses - Archive

Security systems are becoming an increasingly important area of research. Advanced security detection and surveillance systems that integrates a variety of detection mechanisms, like signals from different kinds of sensors, is expected to yield more accurate assessment than any one sensor analyzed individually. Designing and investigating these systems, to date, has relied primarily on physical deployments and experimentation. While the quality of the results from such efforts is excellent, the need to work with the physical systems directly imposes a substantial research impediment. One obvious possibility for widening the scope of what can be investigated is to employ simulation as …

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Exception Handling Using Class Diversity, Qizhi Ye Jun 2006

Exception Handling Using Class Diversity, Qizhi Ye

Computer Science and Engineering Theses - Archive

Software reliability has been received more and more attention not only in mission critical system but also in commercial software system. Developing robust software must consider faults caused by abnormal situations or exceptions. Although modern programming languages like Java and C++ provide sophisticated exception handling mechanisms for detecting and handling exceptions, many potential runtime exceptions are not caught and handled because runtime exceptions could occur anywhere and could be numerous in a typical program. If an uncaught runtime exception occurs during program execution, then the execution will terminate abnormally, resulting in a system crash. The thesis proposes a framework that …

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Studies Toward The Enantioselective Total Synthesis Of The Martinella Alkaloids, Vivek Badarinarayana Jun 2006

Studies Toward The Enantioselective Total Synthesis Of The Martinella Alkaloids, Vivek Badarinarayana

Chemistry & Biochemistry Dissertations - Archive

This dissertation consists of two parts. The first part describes the enantioselective total synthesis of martinellic acid. The Martinella alkaloids have attracted considerable attention in the synthetic community over the past few years. This interest is due in large part to their unique structure and useful biological activity (bradykinin receptor antagonist). In model systems we have successfully used the [3+2] azomethine ylide-alkene cycloaddition to construct the heterocyclic core of these alkaloids. The enantioselective approach described herein also involves the azomethine ylide-alkene cycloaddition as a key step in the total synthesis. The pyrrolo[3,2-c]quinoline core of this alkaloid was constructed in an …

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Connections: Library News For Library Staff Vol. 3, Issue 6, University Of Texas At Arlington Library Jun 2006

Connections: Library News For Library Staff Vol. 3, Issue 6, University Of Texas At Arlington Library

Connections: Library News for Library Staff

The purpose of Connections was to build community within UTA Library staff by reminding people of upcoming events and dates, introducing new staff members, celebrating a department's achievements, and writing about other items of interest.

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Arlington 130th Anniversary Bookmarks, Evelyn Barker Jun 2006

Arlington 130th Anniversary Bookmarks, Evelyn Barker

Information Literacy Resources-Archive

Bookmarks celebrating the 130th anniversary of the City of Arlington.

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U.S. Public Image: A Study Of The Perceptions Of International Students From Predominantly Muslim Nations, Mary Kathryn Pinkerton May 2006

U.S. Public Image: A Study Of The Perceptions Of International Students From Predominantly Muslim Nations, Mary Kathryn Pinkerton

Communication Theses - Archive

After the United States-led invasion of Iraq in 2003, anti-Americanism increased among predominantly Muslim nations. This qualitative study used in-depth interviews to explore the perceptions of 11 international students from predominantly Muslim nations toward the U.S. It also examines whether the students' perceptions have changed since arriving in the United States and whether perceptions could stem from propaganda. Results indicated generally positive perceptions toward America and significantly improved perceptions toward Americans. Perceptions of the U.S. government, the Bush administration and U.S. foreign policy, however, were generally negative -- primarily stemming from the war in Iraq and America's role in the …

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Relative Clock Drift Rate Based Secure Time Synchronization For Wireless Sensor Networks, Jae Sung Choi May 2006

Relative Clock Drift Rate Based Secure Time Synchronization For Wireless Sensor Networks, Jae Sung Choi

Computer Science and Engineering Theses - Archive

Time synchronization is critical issue to many wireless sensor network applications such that target tracking, TDMA radio scheduling, and secure localization. However, the most of existing time synchronization algorithms in wireless sensor networks did not consider malicious attacks in hostile environments. In this thesis, we propose a Relative Clock Drift Rate Based Secure Time Synchronization (RSTS) schemes to address security problems. RSTS alleviates delay attacks and incorrect time stamp transmissions caused by external or internal malicious attackers. We discuss a simple estimation technique to calculate a relative clock drift rate between sender-receiver clocks, because the estimated relative clock drift rate …

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Towards Optimum Play-Out Buffering Delay In Voice Over Ip, Ruchir Pramod Shende May 2006

Towards Optimum Play-Out Buffering Delay In Voice Over Ip, Ruchir Pramod Shende

Computer Science and Engineering Theses - Archive

Voice over Internet Protocol (VoIP) or transmission of real-time voice packets over the Internet is slowly emerging as a cost-effective alternative to the traditional Public Switched Telephone Network (PSTN). However, varying end-to-end delay and packet loss, which are inherent in a packet-switched network like the Internet, lead to relatively lower quality of VoIP calls. The call quality can be improved by adaptively adjusting the play-out buffer at the receiver to reduce the impact of the delay and jitter. A standard play-out strategy uses a weighted moving average of the mean and variance of network delay to adaptively set the play-out …

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Air Jet Impingement For Levitation, James Frederick Huber May 2006

Air Jet Impingement For Levitation, James Frederick Huber

Mechanical and Aerospace Engineering Theses - Archive

Traditional part acquisition methods such as vacuum cups and robotic grippers do not meet the handling needs of truly fragile materials, because both of these methods require surface contact. An alternative to these traditional approaches is the use of air jet impingement for levitation. This technique confines impinged air to a thin disk above the target to form radial diffuser. The Bernoulli Effect causes a pressure difference between the fast-moving impinged air above the surface and ambient air below it. The net pressure difference is sufficient to lift objects weighing more than one kilogram using standard shop air. This method …

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Frequency Response Approximation Methods Of The Dissipative Model Of Fluid Transmission Lines, John King May 2006

Frequency Response Approximation Methods Of The Dissipative Model Of Fluid Transmission Lines, John King

Mechanical and Aerospace Engineering Theses - Archive

This thesis introduces an accurate and efficient method of obtaining a linear approximation for a nonlinear model of a complete fluid transmission line system using Matlab® Signal Processing Toolbox and Symbolic Math Toolbox programs. This technique is then packaged in a Graphical User Interface program to streamline the process of analyzing a total system. The method of approximating the frequency response of a fluid transmission line with a rational polynomial transfer function using the Matlab® 'invfreqs' least squares curve fitting algorithm has already been introduced. This research improves the technique by applying the 'invfreqs' command to a total system rather …

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Planning Cities For The Other Percent Of The Residents: Impacts On The Elderly And Disabled Community, Kellie D. Foster May 2006

Planning Cities For The Other Percent Of The Residents: Impacts On The Elderly And Disabled Community, Kellie D. Foster

Planning Theses - Archive

The urban environment has evolved in the time since the Second World War. Advances in technology have been a catalyst for numerous urban problems; urban sprawl, poverty and a shortage of low to moderate-income housing, for example. When addressing these issues, city planners often neglect the needs of the disabled community. This is cause for concern because society is aging and due to advancements in medicine, the disabled population is growing exponentially. The focus of this thesis is the roll urban design and city planning has in the issues that plague the disabled community by examining both physical design and …

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