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。     

Microstructure of a-SiOx:H

A set of a-SiO_x:H (0.52 <x< 1.58) films are fabricated by plasma-enhanced-chemical-vapor-deposition (PECVD) method at the substrate temperature of 250°C. The microstructure and local bonding configurations of the films are investigated in detail using micro-Raman scattering, X-ray photoelectron spectroscopy (XPS) and Fourier transform infrared spectroscopy (FTIR). It is found that the films are structural inhomogeneous, with five phases of Si, Si₂O:H, SiO:H, Si₂O₃:H and SiO₂ that coexist. The phase of Si is composed of nonhydrogenated amorphous silicon (a-Si) clusters that are spatially isolated. The average size of the clusters decreases with the increasing oxygen concentration x in the films. The results indicate that the structure of the present films can be described by a multi-shell model, which suggests that a-Si cluster is surrounded in turn by the subshells of Si₂O:H, SiO:H, Si₂O₃:H, and SiO₂.     

用多焦点全息透镜实现多重谱分数傅里叶变换

提出用多焦点全息透镜实现多重谱分数傅里叶变换.利用全息方法通过一次曝光制作出多焦点的全息透镜,分析了用此全息元件实现这种变换的条件,并在实验上实现了多重谱分数傅里叶变换. 实验结果表明这种变换方法简便可行,可广泛应用于多通道光学信息处理系统及多目标图像识别系统中.     

A Strongly and Superlinearly Convergent SQP Algorithm for Optimization Problems with Linear Complementarity Constraints

This paper discusses a kind of optimization problem with linear complementarity constraints, and presents a sequential quadratic programming (SQP) algorithm for solving a stationary point of the problem. The algorithm is a modification of the SQP algorithm proposed by Fukushima et al. [Computational Optimization and Applications, 10 (1998), 5-34], and is based on a reformulation of complementarity condition as a system of linear equations. At each iteration, one quadratic programming and one system of equations needs to be solved, and a curve search is used to yield the step size. Under some appropriate assumptions, including the lower-level strict complementarity, but without the upper-level strict complementarity for the inequality constraints, the algorithm is proved to possess strong convergence and superlinear convergence. Some preliminary numerical results are reported.     

Tunneling Radiation of a Torus-Like Black Hole in Anti-de Sitter Space-Time

An extension of the Parikh-Wilczek's semi-classical quantum tunneling method, the tunneling radiation of the charged particle from a torus-like black hole is investigated. Difference from the uncharged mass-less particle, the geodesics of the charged massive particle tunneling from the black hole is not light-like, but determined by the phase velocity. The derived result shows that the tunneling rate depends on the emitted particle's energy and electric charge, and takes the same functional form as uncharged particle. It proves also that the exact emission spectrum is not strictly pure thermal, but is consistent with the underlying unitary theory. PACS Numbers: 04.70.Dy, 97.60.Lf, 05.30.Ch.     

非齐次微分方程两点边值问题正解的存在性及多重性

本文考虑一类非齐次微分方程的两点边值问题,得到了一些有关其正解存在性与多重性的精确条件．     

溶胶-凝胶VO2薄膜转换特性研究

利用溶胶凝胶法在SiO2Si衬底上沉积高取向的V2O5薄膜,在压强低于2Pa,温度高于400℃的条件下,对V2O5薄膜进行真空烘烤,获得了电阻率变化3个数量级以上、弛豫宽度为62℃的VO2多晶薄膜.以X射线衍射(XRD)、扫描电子显微镜(SEM)图和电阻率转换特性等实验结果为依据,详细分析了溶胶凝胶薄膜在真空烘烤时从V2O5向VO2的转化,它经历了从VnO2n+1(n=2,3,4,6)到VO2的过程.实验证明,根据选择合适的成膜热处理条件和真空烘烤条件是实现溶胶凝胶V2O5结构向VO2结构成功转换的关键 关键词： 溶胶-凝胶法 氧化钒薄膜 VO2膜转换特性     

汇率变动对进出口影响的实证分析

本文研究了汇率变动对中国进出口的影响,在间接标价法下对论文中所用到的汇率贬值改善国际收支的三个必要条件给出了结论和证明(弹性法);在经济理论及经验研究的基础上,建立了论文中所需要的所有模型并且根据模型对相关经济问题利用现代计量经济学方法进行了实证研究.通过实证研究我们得到的结论是:我国满足汇率贬值改善国际收支的必要条件;出口增加有助于GDP的增长,进口增加对GDP的影响是反向的且随着进口增加这种影响逐渐减弱最终趋于零.     

Preparation, characterization and photocatalytic activity of polycrystalline Bi2O3/SrTiO3 composite powders

Bi₂O₃/SrTiO₃ composite powders have been prepared and their photocatalytic activities were investigated by photooxidation of methanol. These powders were characterized by UV-Visible diffuse reflectance spectra, SEM and X-ray diffraction (XRD). The results revealed that all the Bi₂O₃/SrTiO₃ composite powders exhibited higher photocatalytic activity than pure SrTiO₃, Bi₂O₃ and TiO₂ (P25) under visible light irradiation (λ>440 nm). The effects of the Bi₂O₃ contents on the photocatalytic activities of the composite powders were examined, the photocatalytic activities increased with the content of Bi₂O₃ increasing to a maximum of 83% and then decreased under visible light irradiation. The effects of the calcination temperatures on the photocatalytic activities of the composite powders were also investigated.     

Influence of focusing depth on the microfabrication of waveguides inside silica glass by femtosecond laser direct writing

We studied the influence of focusing depth on the index change threshold and damage threshold of silica glass irradiated by a focused 120 fs laser beam. Both thresholds increased with the focusing depth. The aspect ratio of the waveguide cross section can be selected by changing the focusing depth. A 5 mm long waveguide was written at the depth of 2100 μm, which was single mode at 632.8 nm and exhibited propagation loss of 0.56 dB/cm. The refractive index change was calculated to be ∼2.47×10^-3. The influence of the focusing depth should be considered in multi-layer devices as shown in the fabrication of a 3×3 waveguide array. PACS 42.62.-b; 42.82.Et; 81.05.Kf