Abstract: We report an 80-year-old male patient with severe rheumatoid arthritis who was treated with tripterygium glycoside, an immunosuppressive agent made from the extract of a Chinese medicinal herb called Tripterygium wilfordii Hook F. The patient had no apparent skin lesions before the treatment, but he developed aggressive hyperkeratotic lesions with rapid progression after using tripterygium glycoside. He was repeatedly diagnosed with eczema, but treatment failed to achieve efficacy. Interestingly, a microscopic examination of the lesions revealed numerous scabies mites and eggs. Thus, we confirmed the diagnosis of Norwegian scabies infection. Treated with crotamiton 10% cream and 10% sulfur ointment for one month, the patient's clinical symptoms disappeared.

Abstract Maximum-minimum bidirectional options are a kind of exotic path dependent options. In the constant elasticity of variance (CEV) model, a combining trinomial tree was structured to approximate the nonconstant volatility that is a function of the underlying asset. On this basis, a simple and efficient recursive algorithm was developed to compute the risk-neutral probability of each different node for the underlying asset reaching a maximum or minimum price and the total number of maxima (minima) in the trinomial tree. With help of it, the computational problems can be effectively solved arising from the inherent complexities of different types of maximum-minimum bidirectional options when the underlying asset evolves as the trinomial CEV model. Numerical results demonstrate the validity and the convergence of the approach mentioned above for the different parameter values set in the trinomial CEV model

Resumen Las opciones bidireccionales máximas-mínimas son un tipo de opciones exóticas dependientes de la trayectoria. En el modelo de elasticidad constante de la varianza (ECV), se estructuró un árbol trinomial combinado para aproximar la volatilidad no constante, que es una función del activo subyacente. En base a esto se desarrolló un algoritmo sencillo y eficaz para calcular la probabilidad de neutralidad al riesgo de cada nodo del activo subyacente llegando a un precio máximo o mínimo y el número total de máximos (mínimos) del árbol trinomial. De esta manera, los problemas computacionales pueden resolverse eficazmente a raíz de las complejidades inherentes a los distintos tipos de opciones bidireccionales máximas-mínimas cuando el activo subyacente evoluciona como el modelo ECV trinomial. Los resultados numéricos demuestran la validez y convergencia del enfoque anteriormente mencionado para los parámetros de valores establecidos en el modelo ECV trinomial

OBJECTIVES: This study investigated whether the serum matrix metalloproteinase-9 level is an independent predictor of recurrence after catheter ablation for persistent atrial fibrillation. METHODS: Fifty-eight consecutive patients with persistent atrial fibrillation were enrolled and underwent catheter ablation. The serum matrix metalloproteinase-9 level was detected before ablation and its relationship with recurrent arrhythmia was analyzed at the end of the follow-up. RESULTS: After a mean follow-up of 12.1±7.2 months, 21 (36.2%) patients had a recurrence of their arrhythmia after catheter ablation. At baseline, the matrix metalloproteinase-9 level was higher in the patients with recurrence than in the non-recurrent group (305.77±88.90 vs 234.41±93.36 ng/ml, respectively, p=0.006). A multivariate analysis showed that the matrix metalloproteinase-9 level was an independent predictor of arrhythmia recurrence, as was a history of atrial fibrillation and the diameter of the left atrium. CONCLUSION: The serum matrix metalloproteinase-9 level is an independent predictor of recurrent arrhythmia after catheter ablation in patients with persistent atrial fibrillation.

ABSTRACT A loop-mediated isothermal amplification (LAMP) assay was developed for rapid, sensitive and specific detection of African swine fever virus (ASFV). A set of LAMP primers was designed based on the sequence of the ASFV gene K205R. Reaction temperature and time were optimized to 64 oC and 60 min, respectively. LAMP products were detected by agarose gel electrophoresis or visually with the addition of fluorescent dye. The detection limit of the LAMP assay was approximately 6 copies of the target gene per microliter, 100 times more sensitive than conventional PCR. LAMP is a simple and inexpensive molecular assay format for ASFV detection. To date, African swine fever has not been reported in China. LAMP can be used to monitor ASFV spread into China, thereby reducing the threat of ASF.

A framework for pricing Asian power options is developed when the underlying asset follows a jump-fraction process. The partial differential equation (PDE) in the fractional environment with jump is constructed for such option using general Itô's lemma and self-financing dynamic strategy. With the boundary condition, an analytic formula for the option with geometric average starting at any time before maturity is derived by solving the PDE, and the option with arithmetic average is evaluated in Monte Carlo simulation using control variate technique with the help of the above analytic solution. Overwhelming numerical evidence indicates that the technique proposed is computationally efficient and dramatically improves the accuracy of the simulated price. Moreover, this study will pave a novel way to copy with the option contracts based on thinly-traded assets like oil, or currencies or interest rates.

Se desarrolla un marco para tasar las opciones energéticas asiáticas sometiendo el valor del activo subyacente a un método de fracciones discontinuas. La ecuación en derivadas parciales (EDP) en el entorno fraccional con salto se construye para una opción dada utilizando la fórmula general de Itô y una estrategia dinámica de autofinanciación. Con la condición límite, resolviendo la EDP se deriva una fórmula analítica para la opción con una media geométrica que empieza en cualquier momento antes de la madurez, y la opción con media aritmética se evalúa con simulación de Monte Carlo utilizando variables de control apoyadas en la citada solución analítica. Hay abrumadora evidencia numérica de que la técnica propuesta es eficiente en tiempo de cálculo y mejora espectacularmente la precisión del precio simulado. Es más, este estudio abrirá un nuevo camino que seguir en los contratos de opción de compra basados en bienes tan poco negociables como el petróleo, las divisas o los tipos de interés.

This paper discusses the pricing of arithmetic Asian options when the underlying stock follows the constant elasticity of variance (CEV) process. We build a binomial tree method to estimate the CEV process and use it to price arithmetic Asian options. We find that the binomial tree method for the lognormal case can effectively solve the computational problems arising from the inherent complexities of arithmetic Asian options when the stock price follows CEV process. We present numerical results to demonstrate the validity and the convergence of the approach for the different parameter values set in CEV process.

Este artículo discute la valoración de las opciones asiáticas aritméticas cuando las acciones subyacentes siguen el proceso de la variación elástica constante (modelo CEV, por sus siglas en inglés). Construimos un método de árbol binómico para estimar el proceso CEV y se usuó para valorar las opciones asiáticas aritméticas. Hallamos que el método de árbol binómico puede resolver eficientemente los problemas de computación que se dan por las complejidades inherentes a las opciones asiáticas aritméticas cuando el precio del mercado sigue el modelo CEV. Aquí presentamos resultados numéricos que demuestran la validez y la convergencia del enfoque para los diversos parámetros de valoración establecidos en el proceso CEV.