Maryland

Acto-myosin network growth and remodeling in vivo is based on a large number of chemical and mechanical processes, which are mutually coupled and spatially and temporally resolved. To investigate the fundamental principles behind the self-organization of these networks, we have developed detailed physico-chemical, stochastic models of actin filament growth dynamics, where the mechanical rigidity of filaments and their corresponding deformations under internally and externally generated forces are taken into account. Our work sheds light on the interplay between the chemical and mechanical processes, and also will highlights the importance of diffusional and active transport phenomena. For example, we showed that molecular transport plays an important role in determining the shapes of the commonly observed force-velocity curves. We also investigated the nonlinear mechano-chemical couplings between an acto-myosin network and an external deformable substrate.

Stress levels embedded in S&P 500 options are constructed and re-ported. The stress function used is MINMAXV AR: Seven joint laws for the top 50 stocks in the index are considered. The first time changes a Gaussian one factor copula. The remaining six employ correlated Brownian motion independently time changed in each coordinate. Four models use daily returns, either run as Lévy processes or scaled, to the option maturity. The last two employ risk neutral marginals from the V GSSD and CGMY SSD Sato processes. The smallest stress function uses CGMY SSD risk neutral marginals and Lévy correlation. Running the Lévy process yields a lower stress surface than scaling to the option maturity. Static hedging of basket options to a particular level of accept- ability is shown to substantially lower the price at which the basket option may be o¤ered.