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991.
This paper studies the effect of introducing stochastic volatility in the first‐passage structural approach to default risk. The impact of volatility time scales on the yield spread curve is analyzed. In particular it is shown that the presence of a short time scale in the volatility raises the yield spreads at short maturities. It is argued that combining first passage default modelling with multiscale stochastic volatility produces more realistic yield spreads. Moreover, this framework enables the use of perturbation techniques to derive explicit approximations which facilitate the complicated issue of calibration of parameters. 相似文献
992.
P. Sudhakara 《Polymer Degradation and Stability》2009,94(4):610-616
Organophosphorus liquid crystalline thermosets (LCTs) were developed using diglycidylphenylphosphate (DGPP) and various aromatic diamines. DGPP was prepared by the esterification of phenylphosphorodichloridate with glycidol. 2,5-Bis(p-aminophenyl)-1,3,4-oxadiazole (BPOD) was synthesized and three different commercial diamines, 4,4′-diaminodiphenyl sulphone (DDS), 4,4′-diaminodiphenyl methane (DDM) and biphenyl diamine (BPD) were used as curing agents. The mesomorphic behaviour of DGPP/diamine mixtures and their curing kinetics were monitored by differential scanning calorimetry and hot stage optical polarized microscopy. The thermogravimetric analysis data showed that the LCTs are stable in the range 261-292 °C and afford 36-48% char yield. The limiting oxygen index values are between 35 and 47 proving fire retardance. The mechanical properties of the cured LCTs were characterized by dynamic mechanical analysis. 相似文献
993.
L. Kotis M. Menyhard A. Sulyok G. Sáfrán A. Zalar J. Kovač P. Panjan 《Surface and interface analysis : SIA》2009,41(10):799-803
The relative sputtering yield of carbon with respect to tantalum was determined for 1 keV Ar+ ion bombardment in the angular range of 70°–82° (measured from surface normal) by means of Auger electron spectroscopy depth profiling of C/Ta and Ta/C bilayers. The ion bombardment‐induced interface broadening was strongly different for the C/Ta and Ta/C, whereas the C/Ta interface was found to be rather sharp, the Ta/C interface was unusually broad. Still the relative sputtering yields (YC/YTa) derived from the Auger electron spectroscopy depth profiles of the two specimens agreed well. The relative sputtering yields obtained were different from those determined earlier on thick layers, calculated by simulation of SRIM2006 and by the fitting equation of Eckstein. The difference increases with increase of angle of incidence. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
994.
995.
This work presents the photophysical and nonlinear optical behaviour of newly synthesized complexes: 2,(3)-tetrakis(4-benzyloxyphenoxyphthalocyaninato) lead (5a) and 2,3-octakis(4-benzyloxyphenoxyphthalocyaninato) lead (6a). The nonlinear optical behaviour of complexes 5a and 6a are compared with those of 2,(3)-tetraphenoxyphthalocyaninato lead (5b), 2,(3)-tetrakis(4-t-butylphenoxyphthalocyaninato) lead (5c), 2,3-octaphenoxyphthalocyaninato lead (6b) and 2,3-octakis(4-t-butylphenoxyphthalocyaninato) lead (6c). The synthesis of 5a and 6a was performed using microwave irradiation. Photophysical properties were studied for these complexes in dimethylsulfoxide, dimethylformamide, toluene, tetrahydrofuran and chloroform. The fluorescence spectra were different from excitation spectra due to demetallation upon excitation. High triplet quantum yields ranging from 0.80 to 0.86 (in DMSO, DMF and toluene) and low triplet lifetimes (20–50 μs in DMSO, and <10 μs in the rest of the solvents) were observed due to the presence of heavy atom. Nonlinear optical properties were studied in dimethylsulfoxide. The optical limiting threshold intensity (Ilim) for the PbPc derivatives were calculated and ranged from 2.1 to 6.6 W/cm2. 相似文献
996.
Juequan Chen Eric Louis Rob Harmsen Monika Lubomska Willem van Schaik 《Applied Surface Science》2010,257(2):354-361
Carbon contamination on extreme ultraviolet (EUV) optics has been observed in EUV lithography. In this paper, we performed in situ monitoring of the build-up and removal of carbon contamination on Mo/Si EUV multilayers by measuring the secondary electron yield as a function of primary electron energy. An electron beam with an energy of 2 keV was used to simulate the EUV radiation induced carbon contamination. For a clean EUV multilayer, the maximum secondary electron yield is about 1.5 electrons per primary electron at a primary electron energy of 467 eV. The maximum yield reduced to about 1.05 at a primary electron energy of 322 eV when the surface was covered by a non-uniform carbon layer with a maximum thickness of 7.7 nm. By analyzing the change in the maximum secondary electron yield with the final carbon layer thickness, the limit of detection was estimated to be less than 0.1 nm. 相似文献
997.
998.
N. S. Kobotaeva E. V. Mikubaeva T. S. Skorokhodova E. E. Sirotkina 《Journal of Applied Spectroscopy》2008,75(5):676-680
Spectral-luminescent properties of γ-pyrilocyanines and their heteroanalogs with modified complex anions have been studied.
It was shown that the fluorescence quantum yield in the series pyrilo-, thiapyrilo-, and selenopyrilocyanine decreased for
mono-and trimethinecyanines as well as through substitution of TlCl4− for ClO4−. This is likely due to the increased probability of singlet-triplet transfers under the influence of heavy atoms.
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 75, No. 5, pp. 666–671, September–October, 2008. 相似文献
999.
In this study we have investigated how the probability of ionization of sputtered Si atoms to form negative ions depends on the energy of the atoms. We have determined the ionization probability from experimental SIMS energy distributions using a special experimental technique, which included de-convolution of the energy distribution with an instrumental transmission function, found by separate measurements.We found that the ionization probability increases as a power law ∼E0.677 for particles sputtered with energies of 0-10 eV, then becomes a constant value (within the limits of experimental error) for particles sputtered with energies of 30-100 eV. The energy distributions of Si− ions, measured under argon and cesium ion sputtering, confirmed this radical difference between the yields from low and high-energy ions.To explain these results we have considered ionization mechanisms that are different for the low energy atoms (<10 eV) and for the atoms emitted with higher energy (>30 eV). 相似文献
1000.
An inbuilt compound target composed of carbon and tungsten is designed, and optimized by realistic GEANT4 Monte Carlo simulation. Also, we do a Monte Carlo study for single-pion photoproduction at the target. The results are presented from the simulation of pion yield, angular distribution and spectrum (at θlab, θcm=41°). These efforts are important to the coming measurement of the differential cross section for γ+N→π+N. 相似文献