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991.
992.
This article considers a problem of evaluating barrier option prices when the underlying dynamics are driven by stochastic elasticity of variance (SEV). We employ asymptotic expansions and Mellin transform to evaluate the option prices. The approach is able to efficiently handle barrier options in a SEV framework and produce explicitly a semi-closed form formula for the approximate barrier option prices. The formula is an expansion of the option price in powers of the characteristic amplitude scale and variation time of the elasticity and it can be calculated easily by taking the derivatives of the Black–Scholes price for a barrier option with respect to the underlying price and computing the one-dimensional integrals of some linear combinations of the Greeks with respect to time. We confirm the accuracy of our formula via Monte-Carlo simulation and find the SEV effect on the Black–Scholes barrier option prices. 相似文献
993.
Ming-jian Shi Zhen Lei Ya-yan Xi Xue-qin Cao Hui-biao Liu Yuan-yuan Huang Xin-long Xu 《Annalen der Physik》2023,535(12):2300314
Polarized terahertz (THz) wave generation is of great significance for chiral and anisotropic sensing applications. However, how to manipulate amplitude, polarization, and ellipticity of the THz generation is still a fundamental challenge. Herein, polarized THz wave generation is achieved from a bilayer metamaterial consisting of T-shaped structure (TSS) and split resonator rings (SRRs) by combining Maxwell and hydrodynamic equations. The elliptically polarized THz wave can be synthetized directly from horizontally and vertically polarized THz components due to the orthogonal nonlinear photocurrents along the arm-directions of TSS and SRRs, respectively. Besides, the ellipticity and the orientation angle of the THz polarization ellipse can be modulated by the twist angle between the SRRs and TSS layers. The maximum ellipticity can reach 0.34 while the orientation angle is tunable from −0.45 to 0.48π by tuning the twist angle. This work proposes an interlayer coupling method for the polarized THz sources based on metamaterials in potential circular dichroism and chiral sensing applications. 相似文献
994.
Jet quenching has successfully served as a hard probe to study the properties of Quark-Gluon Plasma (QGP). As a multi-particle system, jets require time to develop from a highly virtual parton to a group of partons close to mass shells. In this study, we present a systematical analysis on the effects of this formation time on jet quenching in relativistic nuclear collisions. Jets from initial hard scatterings were simulated with Pythia, and their interactions with QGP were described using a Linear Boltzmann Transport (LBT) model that incorporates both elastic and inelastic scatterings between jet partons and the thermal medium. Three different estimations of the jet formation time were implemented and compared, including instantaneous formation, formation from single splitting, and formation from sequential splittings, before which no jet-medium interaction was assumed. We found that deferring the jet-medium interaction with a longer formation time not only affects the overall magnitude of the nuclear modification factor of jets but also its dependence on the jet transverse momentum. 相似文献
995.
Neutron skin thickness of 90Zr and symmetry energy constrained by charge exchange spin-dipole excitations 下载免费PDF全文
The charge exchange spin-dipole (SD) excitations of \begin{document}$ ^{90} $\end{document} ![]()
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Zr are studied using the Skyrme Hartee-Fock plus proton-neutron random phase approximation with SAMi-J interactions. The experimental value of the model-independent sum rule obtained from the SD strength distributions of \begin{document}$ ^{90} $\end{document} ![]()
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Zr(p, n)\begin{document}$ ^{90} $\end{document} ![]()
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Nb and \begin{document}$ ^{90} $\end{document} ![]()
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Zr(n, p)\begin{document}$ ^{90} $\end{document} ![]()
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Y is used to deduce the neutron skin thickness. The neutron skin thickness \begin{document}$ \Delta r_{np} $\end{document} ![]()
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of \begin{document}$ ^{90} $\end{document} ![]()
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Zr is extracted as \begin{document}$ 0.083\pm0.032 $\end{document} ![]()
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fm, which is similar to the results of other studies. Based on the correlation analysis of the neutron skin thickness \begin{document}$ \Delta r_{np} $\end{document} ![]()
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and the nuclear symmetry energy J as well as its slope parameter L, a constraint from the extracted \begin{document}$ \Delta r_{np} $\end{document} ![]()
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leads to the limitation of J to \begin{document}$ 29.2 \pm 2.6 $\end{document} ![]()
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MeV and L to \begin{document}$ 53.3 \pm 28.2 $\end{document} ![]()
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MeV. 相似文献
996.
He Xiaobo Li Yuke Zeng Hai Zhu Zengwei Tan Shiyong Zhang Yongjun Cao Chao Luo Yongkang 《中国科学:物理学 力学 天文学(英文版)》2023,66(3):1-10
Science China Physics, Mechanics & Astronomy - The Five-hundred-meter Aperture Spherical radio Telescope (FAST) is the largest and most sensitive single-dish radio telescope in the world and... 相似文献
997.
998.
999.
具有不同功能梯度分布函数的板件的三维分析 总被引:1,自引:0,他引:1
发展了一种新颖的功能梯度结构分析的细观元法。细观元法对结构的常规有限单元内部设置密集细观单元以反映材料特性梯度变化,又通过协调条件将各细观元结点自由度转换为同一常规有限元自由度,再上机计算。这种细观元法既能充分反映材料功能梯度变化特性;而其计算单元又和常规有限元一样,是一种针对功能梯度结构分析的有效数值方法。文中通过细观元技术进行计算、分析,给出了具有不同功能梯度分布函数板件的力学量三维分布形态。 相似文献
1000.