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The models investigated in the paper are infinite activity processes.
In particular they are all infinite activity processes.
Such processes were termed infinite activity processes in Carr et al. (2002).
A general finite difference scheme is applied on three FPDEs under some infinite activity Lévy models (FMLS, KoBol, and CGMY) using the Grunwald-Letnikov definition [18].
The processes being considered for the logarithm of the price are then infinite activity processes of finite variation and quadratic variation.
Some stochastic models with infinite activity pure jump processes, such as FMLS (finite moment log stable), CGMY (Carr-Madan-Geman-Yor) and KoBol (Koponen-Boyarchenko-Levendorskii) can be found in [4 12].
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The UNIFAC model based on the infinite dilution activity coefficient is used to estimate the mixture properties.
This considers the limitation of no use when considering the case of b1 → 1, which produces the asymptotic (infinite) expressed activity Y A → ∞ with residual correlation.
The properties needed to make such predictions for any chemical are its vapor pressure, its infinite dilution activity coefficient in water (or their product, the Henry's law constant), and its octanol water partition coefficient.
However, in recent years several studies have attempted to develop QSPR models to predict non-additive properties (density [1], infinite dilution activity coefficient [2], bubble temperature [3], azeotropic behavior [4], or excess molar volume [5]) of mixtures.
VLE, SLE, and infinite dilution activity coefficient data (17 245°C) have been used for calculating interaction parameters between hydrocarbon groups and LLE data (20 80°C) for interaction parameters of dimethylformamide-hydrocarbon groups.
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