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.     

中心—焦点区分问题的I l'yashenko算法

对二维平面系统的二维系统的中心焦点区分问题 ,I l'yashenko曾建议一个算法 ,本文给出此法的详细证明 .据此 ,我们讨论了区分问题在 Arnold意义下的代数可解性与不可解性     

一种新的奇偶非线性相干态及其量子统计性质

定义了一种新的奇偶非线性相干态即算符B2[B=af(N)]的两个正交归一本征态,利用数值计算方法研究了它们的量子统计性质.结果表明,与通常的奇偶相干态不同,在参数|β|变化的某些范围内,只有偶非线性相干态可以存在压缩效应,而振幅平方压缩和反聚束效应在这两个态中均可以呈现 关键词： 新的奇偶非线性相干态 压缩 振幅平方压缩 反聚束效应     

新颖的PPLN电光开关

在分析基于级联二阶非线性效应的准相位匹配周期极化铌酸锂(PPLN)波导全光波长变换器的有关参量容限的基础上,提出PPLN波长变换器的电光调控设想,并给予简要论证,论证结果是可行的,从而可实施电控调谐来自动补偿其失配,进而也可实现光开关的功能 关键词： 准相位匹配 周期极化铌酸锂 波长变换 光开关 电光效应调控     

多目标分数变分问题的对偶性

本文利用参数逼近在函数广义（F，ρ）－凸的条件下，建立了一类多目标式变分问题关于有效解的对偶理论。     

运用反例基于识别的手写数字串分割

采用基于识别的分割方法进行手写数字串分割.在识别的过程中,运用反例样本估计分类器参数,实验数据表明,这种运用反例样本训练的分类器与没有经过反例样本训练的分类器相比,将提高拒识率到19%左右,从而保证了较高的识别率,验证了只有经过反例训练的分类器的输出结果才是可信赖的.     

Quantum Cosmology in CGBD Theory

We apply the theory developed in quantum cosmology to a model of charged generalized Brans–Dicke gravity. This is a quantum model of gravitation interacting with a charged Brans–Dicke type scalar field which is considered in the Pauli frame. The Wheeler–DeWitt equation describing the evolution of the quantum Universe is solved in the semiclassical approximation by applying the WKB approximation. The wave function of the Universe is also obtained by applying both the Vilenkin-like and the Hartle–Hawking-like boundary conditions. We then make predictions from the wave functions and infer that the Vilenkin's boundary condition is more reasonable in the Brans–Dicke gravity models leading a large vacuum energy density at the beginning of the inflation.     

Surface-enhanced Raman scattering study of polymer on metals. III. Chemisorbed polybenzimidazole and its corrosion-inhibiting properties at high temperature

Chemisorption of polybenzimidazole on silver and copper etched with nitric acid has been observed by surface-enhanced Raman scattering (SERS). The polymer is found to react chemically with silver, forming a complexed film on the surface. The SERS spectra show that polybenzimidazole film inhibits oxidation of the metal at high temperature, unlike chemisorbed benzimidazole, benzotriazole, and poly(4-vinyl pyridine). © 1992 John Wiley & Sons, Inc.     

Creation of multiquantum coherences from equilibrium spin systems

Recently it has been suggested that zero quantum coherence in scalar coupled spin systems at thermal equilibrium can be created by a single non-selective pulse. In this note, it is shown that the proposed effect will be masked as a consequence of the failure of the conventional high-temperature approximation normally applied to the equilibrium spin density operator. For exacting experiments, its appears that the approximation (eq) ≈ 1-H /kT may not suffice.