动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Global existence and blow-up of solutions to a parabolic system with nonlocal sources and boundaries

This paper deals with a semi-linear parabolic system with nonlinear nonlocal sources and nonlocal boundaries.By using super-and sub-solution techniques,we first give the sufficient conditions that the classical solution exists globally and blows up in a finite time respectively,and then give the necessary and sufficient conditions that two components u and v blow up simultaneously.Finally,the uniform blow-up profiles in the interior are presented.     

Characteristics of nanosized ruthenium metal by chemical reduction method

Nano-sized Ru metals have been prepared by the chemical reduction of ruthenium chloride and ruthenium hydroxide. Sodium borohydride was used as a reducing agent. The samples have been characterized by elemental analysis, X-ray diffraction, differential scanning calorimetry, and transmission electron microscopy. The preparation method greatly affects the composition and surface area of the material. All the samples show nanosized particles. However, samples prepared by reduction of ruthenium hydroxide had a lower surface area and larger particle size than those prepared by reduction of ruthenium chloride. Residual amount of boron was present in the samples. The samples demonstrate amorphous structure.     

Classification of real moduli spaces over genus 2 curves

We classify, in terms of simple algebraic equations, the fixed point sets of the moduli space of stable bundles over genus 2 curves with anti-holomorphic involutions.Research supported by SRF of University of Missouri.     

2‐Cyanoprop‐2‐yl dithiobenzoate mediated reversible addition–fragmentation chain transfer polymerization of acrylonitrile targeting a polymer with a higher molecular weight

The reversible addition–fragmentation chain transfer (RAFT) polymerization of acrylonitrile (AN) mediated by 2‐cyanoprop‐2‐yl dithiobenzoate was first applied to synthesize polyacrylonitrile (PAN) with a high molecular weight up to 32,800 and a polydispersity index as low as 1.29. The key to success was ascribed to the optimization of the experimental conditions to increase the fragmentation reaction efficiency of the intermediate radical. In accordance with the atom transfer radical polymerization of AN, ethylene carbonate was also a better solvent candidate for providing higher controlled/living RAFT polymerization behaviors than dimethylformamide and dimethyl sulfoxide. The various experimental parameters, including the temperature, the molar ratio of dithiobenzoate to the initiator, the molar ratio of the monomer to dithiobenzoate, the monomer concentration, and the addition of the comonomer, were varied to improve the control of the molecular weight and polydispersity index. The molecular weights of PANs were validated by gel permeation chromatography along with a universal calibration procedure and intrinsic viscosity measurements. ¹H NMR analysis confirmed the high chain‐end functionality of the resultant polymers. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 1272–1281, 2007     

High-performance liquid chromatographic detection of hydroxylated benzoic acids as an indirect measure of hydroxyl radical in heart: its possible link with the myocardial reperfusion injury.

The present report describes a method suitable for the indirect assay of hydroxyl radical (OH.), which is likely to be produced during reperfusion of ischemic myocardium. Isolated rat heart perfused by the Langendorff technique was subjected to 30 min of ischemia, followed by 30 min of reperfusion. Salicylic acid (2 mM) was added to the perfusion circuit to trap any OH. radical generated during the experiment. 2,5- and 2,3-dihydroxybenzoic acids (hydroxylated products of salicylic acid) were identified by authentic standards as well as by pure OH.-generating system using high-performance liquid chromatography with electrochemical detection. In addition to serving as a chemical trap for the detection of OH., salicylate attenuated myocardial reperfusion injury as evidenced by reduced formation of creatine kinase, decreased lipid peroxidation, and improved myocardial contractile functions during reperfusion. These results thus provide direct evidence for the presence of OH. in heart and link it to the myocardial reperfusion injury.     

An algorithm for decomposing a polynomial system into normal ascending sets

We present an algorithm to decompose a polynomial system into a finite set of normal ascending sets such that the set of the zeros of the polynomial system is the union of the sets of the regular zeros of the normal ascending sets.If the polynomial system is zero dimensional,the set of the zeros of the polynomials is the union of the sets of the zeros of the normal ascending sets.     

In situ observation of NaBi(WO4)2 dendrite growth and the study on microstructure of solidification

The dendrite growth process of transparent NaBi(WO₄)₂ with small prandtl and high melting point was studied by using the in-situ observation system. According to the dynamic images and detailed information, there are two kinds of restriction effect on the dendrite growth, the competition between arms and branches and the convection in the melt. The dendrite growth rate was time dependent, and the rate of arm growth reached the maximum 5.8 mm/s in the diffusive-advective region and rapidly decreased in the diffusive-convective region. The growth rate of branch had the same change trends as the arm’s. Based on the EPMA-EDS data of solidification structure of quenched NaBi(WO₄)₂ melt, it was found that there were component differences from stoichiometric concentration in the melt near the interface during the growth process. Supported by the National Natural Science Foundation of China (Grant No. 50331040) and the Innovation Funds from Shanghai Institute of Ceramics, Chinese Academy of Sciences (Grant No. SCX0623)     

Graphitic nanofillers in PMMA nanocomposites—An investigation of particle size and dispersion and their influence on nanocomposite properties

Mechanical, thermal, and electrical properties of graphite/PMMA composites have been evaluated as functions of particle size and dispersion of the graphitic nanofiller components via the use of three different graphitic nanofillers: “as received graphite” (ARG), “expanded graphite,” (EG) and “graphite nanoplatelets” (GNPs) EG, a graphitic materials with much lower density than ARG, was prepared from ARG flakes via an acid intercalation and thermal expansion. Subsequent sonication of EG in a liquid yielded GNPs as thin stacks of graphitic platelets with thicknesses of ～10 nm. Solution‐based processing was used to prepare PMMA composites with these three fillers. Dynamic mechanical analysis, thermal analysis, and electrical impedance measurements were carried out on the resulting composites, demonstrating that reduced particle size, high surface area, and increased surface roughness can significantly alter the graphite/polymer interface and enhance the mechanical, thermal, and electrical properties of the polymer matrix. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2097–2112, 2007