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1.
Optimal calling policies in convertible bonds - Lau, Ka Wo; Kwok, Yue Kuen
Effective numerical algorithms are developed to evaluate the impact of the soft call and hard call constraints, notice period requirement and other factors on the optimal issuer's calling policy in convertible bonds. Our results show that the critical stock price at which the issuer should optimally call the convertible bond depends quite sensibly on these constraints and requirements.
2.
Turbulent compressible convection - behavior in deep regions - Chan, Kwing Lam
High-resolution calculation of turbulent, compressible convection is now providing informations on the power spectra of the turbulent velocities and on the validity of various closure models for high-order statistical moments.
3.
Turbulence generated by random axisymmetric impulses - Chasnov, Jeffrey R.
The decay of a homogeneous turbulence generated by an axisymmetric distribution of random impulsive forces acting at the initial instant is considered. The impulsive forces may be either parallel or perpendicular to the symmetry axis. It is demonstrated that for a general type of impulsive force distribution, the turbulence approaches isotropy only at the smallest scales and remains significantly anisotropic at the largest and energy-containing scales. Only for a special type of force distribution does the flow approach isotropy on all scales. In both cases, the flow is observed to develop self-similarly.
4.
Diverse vortex dynamics in superfluids - Du, Qiang
First published in Contemporary Mathematics in v. 329, 2003, published by the American Mathematical Society.
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