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Abstract

In this paper, we introduce a time-changed geometric Brownian motion and investigate the corresponding martingale properties and fractional Fokker-Planck type equation. As an application, we prove that the market model considered is arbitrage-free and gives pricing formulae for the prices of European call options when the underlying asset price follows the time-changed geometric Brownian motion.

Simple and Inexpensive Electrochemical Platform Based on Novel Homemade Carbon Ink and its Analytical Application for Determination of Nitrite

“…The linear equation obtained was I p /mA =-2.74 AE 0.05 + 10.72 AE 0.38 3 [NO 2 À ]/ mg L À1 (linear correlation coefficient of 0.994). The values determined for the limits of detection (LOD) and quantitation (LOQ) were 0.066 and 0.177 mg L À1 (1.42 3 10 À6 and 3.85 3 10 À6 mol L À1 ), respectively.…”

“…Chromatographic experiments were performed using a Dionex ICS1100 instrument equipped with IonPac AS22 column (2 mm I.D. 3 25 cm length) and suppressed conductivity detection (Dionex AERS 500 2 mm). Elution was carried out on mobile phase composed of 4.5 mmol L À1 Na 2 CO 3 and 1.4 mmol L À1 NaHCO 3 .…”

“…An analytical curve was built on the concentration range from 0.21 to 2.22 mg L À1 (4.56 3 10 À6 to 4.83 3 10 À5 mol L À1 ) as showed in Figure 5. The linear equation obtained was I p /mA =-2.74 AE 0.05 + 10.72 AE 0.38 3 [NO 2 À ]/ mg L À1 (linear correlation coefficient of 0.994).…”

“…These kinds of electrochemical sensors are generally fabricated using carbon, gold, platinum and silver based conductive inks that are deposited over different substrates such as plastic or ceramic [1]. Carbon-based inks are particularly attractive for production of SPEs due to advantages such as the low cost, easiness for modification, low background current and wide electrochemical window [2,3]. The material of the substrates must be inert, inexpensive and large-scale available to allow the development of cheap and disposable platforms [4].…”

Utilising copper screen-printed electrodes (CuSPE) for the electroanalytical sensing of sulfide

“…Screen-printed electrodes (SPEs) have added a new dimension to the field of electroanalysis due to their commendable properties, which make them highly suitable for point-of-care diagnostics. 6,[23][24][25][26][27][28][29] Screen-printing technology has emerged as a very promising alternative for the fabrication of low cost, highly reproducible one-shot sensors. 30 used in the case of solid electrodes to remove the adsorbed species to avoid any fouling of the electrode.…”