标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

混杂配体金属簇合物的分子振动光谱与结构

由于原子簇化合物在催化，生物活性，功能材料等方面所呈现的重要性，使其成为无机和物理化学最重要的研究领域之一。文章中和谱学方法对一些具有混配体的过渡金属簇合物的结构及其两者之间的关系进行.     

Effects of Processing Parameters on Microstructure and Properties of Nanoscale ZrC/ZrB2 Multilayered Coatings

ZrC/ZrB2 multilayered coatings with bilayer periods of 3.5-40nm are synthesized by rf magnetron sputtering. Analyses of x-ray diffraction, scanning electron microscopy and nanoindentation indicate that multilayered coatings possess much higher hardness and greater fracture resistance than monolithic ZrC and ZrB2 coatings. A maximum hardness （41.TCPa） and a critical fracture load （73.7mN） are observed in the multilayer with A = 32 nm deposited at the substrate bias -40 V. Higher residual stress built in the ZrC layer can be released by periodic insertion of ZrB2 into the ZrC layer. A clear multilayered structure with mixed ZrB2（001）, ZrB2 （002） and ZrC （111） orientations should be responsible for the enhanced mechanical properties.     

Crystal and Molecular Structure of OMPCTF

ＣｒｙｓｔａｌａｎｄＭｏｌｅｃｕｌａｒＳｔｒｕｃｔｕｒｅｏｆＯＭＰＣＴＦＷａｎｇＲｕｉ－Ｙａｏ；ＪｉｎＺｈｏｎｇ－Ｓｈｅｎｇ（ＬａｂｏｒａｔｏｒｙｏｆＲａｒｅＥａｒｔｈＣｈｅｍｉｓｔｒｙａｎｄＰｈｙｓｉｃｓ，ＣｈａｎｇｃｈｕｎＩｎｓｔｉｔｕｔｅｏｆＡ...     

教学研究:介绍量子力学几个基本概念——兼答《关于量子几何相位的评注》中的几个主要问题

介绍了量子绝热定理的物理含义及成立的条件，认为有关主要献（Aharonov-Anandan,Bohm，孙昌璞等）的表述是正确的，而《关于量子几何相位的评注》^[1]（以下简称《评注》）相应的表述不完全正确。在此基础上，认为这些献和教材（R.Shankar)得出的涉及Berry绝热相位的一些论述（不含Berry绝热相因子的瞬时能量本征态不满足含时Schroedinger方程等）也是正确的，而《评注》的论述与此相反。《评注》认为只有γn(C)才是Berry相位。本作则倾向于把γn（t）叫做Berry绝热相位，而把γn（C）=γn（T）-γn（0）叫做几何相位（geometric phase)^[2]。     

周期分析法在棉红蜘蛛发生程度预测中的应用

本文应用周期分析方法对江陵县棉红蜘蛛—朱砂叶螨的预测预报技术作了新的尝试．经对江陵县３６年历史资料拟合，符合率高达９４．４％．运用这一技术对该县１９８７—１９９６年棉红蜘蛛发生程度进行了１０年长期预测预报．     

全同超形变带转动惯量的粒子数守恒计算

利用推转壳模型的粒子数守恒方法计算了超形变(SD)转动带¹⁹²Hg和¹⁹⁴Hg(1,2,3)的带首转动惯量.分析了带首附近的组态结构及带首转动惯量随对力强度的变化.带首转动惯量之差δJ₀对对力强度十分敏感,而对Nilsson能级参数K、μ及形变参数并不敏感.对力及堵塞效应是造成带首转动惯量差别的主要因素.但与正常形变核相比,对力强度似有较大程度减弱.     

多周期Probit模型中MLE的存在性

本文我们讨论了多周期Probit模型中MLE的存在性问题,给出了当协方差阵已知时,参数的MLE存在的充要条件;当协方差阵未知但具有序列结构时,参数的MLE存在的一个必要条件和一个充分条件.     

Mössbauer Studies and Magnetic Properties of Y3−x Ce x Fe5O12

It is shown that in-situ ^166mHo (I = 7) in a spherical single crystal of HoF₃ can be used as sensitive internal thermometer to thermally detect NMR (NMR-TDNO) from the 100% abundant stable ¹⁶⁵Ho (I = 7/2) nuclei. In addition, new ^166mHo NMRON results are reported. Both the ^166mHo NMRON and ¹⁶⁵Ho NMR-TDNO spectra show three distinct quadrupolar split sub-resonances, in zero applied field. The data is used to make estimates of the Ho magnetic moments and quadrupole parameters for the ^166mHo and ^166mHo sites.     

Metallothionein as a biomarker for mercury in tissues of rat fed orally with cinnabar

Cinnabar, as one of the most widely used mineral drugs in traditional Chinese medicines, has been proven to have prominent curative effects in clinical use for more than 2000 years. But the safety and toxicity of the drug has been under constant debate in clinic usage. Metallothionein (MT) contains about 30% of cysteine in the molecule, and plays an important detoxification role against heavy metals. In this study, it was used as a biomarker to assess mercurial accumulation in rats fed orally with cinnabar. After feeding rats with cinnabar by gastric gavage at different dosages and at different times, the distribution of heavy metals (including mercury, copper and zinc) and MT was investigated among rat tissues, including liver, kidney, heart, brain, testis and blood. Metals and MT determinations were carried out using inductively coupled plasma mass spectrometry (ICP‐MS) and a modified mercury saturation assay technique respectively. The results indicated that mercury was easily accumulated in the tissues of rats exposed to cinnabar, especially in kidney. For example: at a feeding dosage of 5 g kg^?1 (bw) for 4 weeks, the mercury concentrations in kidney were 13, 8.7, 21.6 and 26 times those in liver, testis, brain and heart respectively; and at 2.5 g kg^?1 (bw) for 2 weeks, the mercury concentrations in kidney were 21, 2.1, 3 and 21 times those in liver, testis, brain and heart respectively. In addition, mercury in kidney and liver of all cinnabar groups was significantly higher than that of the control group (P < 0.01). A high positive correlation observed between MT concentrations and mercury levels in both liver and kidney (R² = 0.9299, P < 0.02 for liver; R² = 0.9923, P < 0.0008 for kidney) indicated that MT could be used as a biomarker for mercury in tissues. Copyright © 2004 John Wiley & Sons, Ltd.