标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

CH分子束的强度与CH_4/He混合配比的关系及CH(A~2Δ)振转温度的计算

为了获得CH分子束及其相关特性,以氦气为载气,利用直流脉冲放电技术产生了CH分子束。实验记录了放电时间相对于脉冲分子束不同延时CH光谱信号强度的变化,放电相对延时为460μs左右获得最大的信号强度。研究了在保持CH4/He总气压3 atm和放电电压-4 kV不变的条件下CH分子束强度与不同配比的关系,建立了理论模型,对实验数据进行了理论拟合,拟合曲线与实验结果符合较好,配比为1%(甲烷与氦的气压比为1∶99)左右能够维持较稳定的放电现象和较强的放电强度而获得较强的CH自由基束流。在这一配比下对CH(A2Δ-X2Π)(0,0)带发射光谱进行探测和分析,获得CH(A2Δ)转动温度和振动温度分别为2455 K和4575 K,并估计此时每个脉冲中大约包含1013~1014个CH自由基。     

B—模糊集合代数和广义互信息公式

基于两种概率的区分，推导出了一个广义Shannon熵公式和一个广义互信息公式。后者和模糊性有关，并且柯用于语言和感觉中的信息度量。为了由原子语句为真的条件概率求出合语句为真的条件概率，提出了一个遵循存尔运算的模糊集合代数。所谓的模糊信息被还原为概率信息。新的理论在经典理论－概率论，集合论及Shannon信息论－的基础上容易理解。     

Quantitative and high mass ToF-SIMS studies of siloxane segregation in hydrogel polymers using cryogenic sample handling techniques

This paper examines the capabilities of cryogenic sample handling to examine composition and structure of hydrogel materials where siloxane components are central to the analysis. XPS analysis of multicomponent polymers with cryogenic sample handling following exposure to aqueous environments has revealed the composition and kinetics of near surface reorganization for siloxane and fluorocarbon containing polymers. In this study we report results from a ToF-SIMS protocol for cryogenic sample handling applied to the analysis of surface changes upon hydration/dehydration of hydrogel polymers. Comparison of results from angle dependent XPS and ToF-SIMS are discussed for a range of commercial soft contact lens materials. Both methods detected changes in surface chemistry between the hydrated (frozen) and dehydrated surfaces. Analysis of the hydrated surfaces detected polymer components indicative of the commercial formulation as well as ice clusters. Analysis of the dehydrated materials detected changes in surface chemistry relative to the hydrated surface in addition to loss of water due to sample dehydration. A quantitative standard additions method for ToF-SIMS data was used to determine submonolayer amounts of PDMS impurities at the surface of the hydrogels. ToF-SIMS analysis of a series of seven poly (allyl methacrylate-g-dimethylsiloxane), AMA-g-DMS, graft copolymers in the hydrated state revealed high mass oligomeric ion distributions for systems with bulk PDMS content greater than 25 wt.%. This marks the first time that detection of high mass oligomeric ion distributions from hydrated (frozen) surfaces has been reported. Analysis of the dehydrated surface detected formation of high mass oligomeric ion distributions for systems with PDMS bulk content greater than 15 wt.%, but only detected these ion distributions in wet (frozen) samples when the bulk concentration was greater than 25 wt.%.     

Optical low-coherence reflectometry with resolution beyond the Fourier transform limit

We demonstrate experimentally and theoretically a method for enhancing the axial resolution of optical low-coherence reflectometry (OLCR) beyond the Fourier transform limit of light source spectrum. The resolution enhancement originates from the superposition of multiple OLCR scans with different offsets of the center-wavelength light-ray with respect to the rotation axis of the mirror mounted on the galvanometer optical scanner in the used optical phase delay line. After certain software process of the multiple scan fringe patterns of different offsets, the superposition leads to an OLCR axial resolution beyond the transform limit. Experimentally, by using four different offsets for superposition, about 1.5 times enhancement of the transform-limit resolution is obtained.     

一类新的表面活性剂——长链烷基三苯基鏻——Ⅵ.稳态荧光猝灭法测定十二烷基三苯基溴化鏻胶束的平均簇集数

研究了十二烷基三苯基溴化鏻(C_(12)PBr)胶束中N,N-二甲基苯胺(DMA)和二苯甲酮(DPK)对芘的荧光猝灭,发现DMA的猝灭行为不符合Stern-Volmer动态猝灭和Turro静态猝灭模型;DPK的猝灭行为不符合Stern-Volmer猝灭模型,但遵从Turro静态猝灭模型。根据DPK的静态猝灭性质测得C_(12)PBr胶束的平均簇集数为15士2,并相应地得到C_(12)PBr的临界胶束浓度为(1.77±0.09)×10~(-3)mol/L,后者与文献值一致。     

~（23）Na~（39）K分子D~1∏→X~1∑~＋激光感生荧光光谱及强度研究

实验获得了Ａｒ＋激光５１４．５ｎｍ线诱导２３Ｎａ３９Ｋ分子产生的Ｄ１∏→Ｘ１∑＋跃迁荧光谱．通过测量激光感生荧光光谱强度随泵浦功率、热管炉温度及缓冲气压变化规律，详细研究了其跃迁机制．用最小二乘法拟合获得２３Ｎａ３９Ｋ分于Ｘ１∑＋态振动常数．理论计算了各跃迁谱支波长值及Ｆｒａｎｃｋ－Ｃｏｎｄｏｎ因子和光谱强度值，与实验观测值符合得相当好，充分表明本文对激光感生荧光光谱的归属以及对各支谱线振、转量子数的赋值是合理的．     

Stowage planning in maritime container transportation

We consider a stowage-planning problem of arranging containers on a container ship in the maritime transportation system. Since containers are accessible only from the top of the stack, temporary unloading and reloading of containers, called shifting, is unavoidable if a container required to be unloaded at the current port is stacked under containers to be unloaded at later ports on the route of the ship. The objective of the stowage planning problem is to minimize the time required for shifting and crane movements on a tour of a container ship while maintaining the stability of the ship. For the problem, we develop a heuristic solution method in which the problem is divided into two subproblems, one for assigning container groups into the holds and one for determining a loading pattern of containers assigned to each hold. The former subproblem is solved by a greedy heuristic based on the transportation simplex method, while the latter is solved by a tree search method. These two subproblems are solved iteratively using information obtained from solutions of each other. To see the performance of the suggested algorithm, computational tests are performed on problem instances generated based on information obtained from an ocean container liner. Results show that the suggested algorithm works better than existing algorithms.     

脑细胞激活素药物的化学成分分析

采用日本岛津LC-60A型高压液相色谱仪和美国P-E3030型原子吸收分光光度计，对该药进行了氨基酸、维生素和化学元素的含量测定。结果表明，该药含有18种氨基酸，不少于3种维生素和20几种化学元素，为进一步改进该药物的合理配制方法和临床应用提供了参考数据。