随机波动率跳跃扩散模型下复合期权定价

复合期权是一类以期权作为标的物的奇异型合约,它已广泛应用于许多金融实践。本文在股价满足一类随机波动率及跳跃均存在于股价和波动率的仿射跳跃扩散模型下(也称随机波动率混合跳跃扩散模型)考察了复合期权的定价。应用二维特征函数和Fourier反变换方法获到了标的为欧式标准看涨期权的欧式复合看涨期权的定价半封闭公式,并将其应用于推导扩展期权的定价。最后,借助于离散快速Fourier变换法(FFT)数值计算定价公式,并用数值实例分析了期权价格对波动率的敏感性。数值结果表明扩散波动和跳跃波动对期权价格都有正的影响,而且跳跃波动的冲击非常显著。     

Novel correction method for X-ray beam energy fluctuation of high energy DR system with a linear detector

A high energy digital radiography (DR) testing system has generated diverse scientific and technological interest in the field of industrial non-destructive testing. However, due to the limitations of manufacturing technology for accelerators, an energy fluctuation of the X-ray beam exists and leads to bright and dark streak artifacts in the DR image. Here we report the utilization of a new software-based method to correct the fluctuation artifacts. The correction method is performed using a high pass filtering operation to extract the high frequency information that reflects the X-ray beam energy fluctuation, and then subtracting it from the original image. Our experimental results show that this method is able to rule out the artifacts effectively and is readily implemented on a practical scanning system.     

Carrier－Envelop Phase－Dependent Effect on Photoelectron Angular Distribution in Single－Cycle Laser Pulses ＊

Using a nonperturbative scattering theory, We study the photoelectron angular distributions (PADs) of Kr atoms irradiated by an infinite sequence of intense single-cycle pulses of circular polarization. We demonstrate the inversion asymmetry of PADs and the dependence of PADs on the carrier-envelop phase of the single-cycle pulses. The inversion asymmetry is caused by the interference between transition channels where the different channels are characterized by different combinations of absorbed-photon numbers in the ionization process. Our results provide a possible method to determine the value of carrier-envelop phase by the detected PADs.     

闭壳层原子相关效应的多体理论计算：Ne原子基态相关能

对coupled-pair many-electron theory(CPMET)展开中的非线性四体效应采取了近似处理,用角动量图技术和两体函数方法得到了适用于一般闭壳层原子的径向微分方程。然后以X_a模型作为零级近似,通过迭代求解成功地计算了Ne原子基态的任意阶相相关能,从而说明至少对于闭壳层原子体系而言,用X_a模型作零级近似同样可以进行成功的多体理论计算。     

长水波近似方程的多孤子解

利用直接而简单的齐次平衡方法，给出了长水波近似方程的多孤子解.本方法可进一步推广研究一大类非线性波动方程. 关键词：     

Nonlinear Internal Damping of Wave Equations with Variable Coefficients

For wave equations with variable coefficients on regions which are not necessarily smooth, we study the energy decay rate when a nonlinear damping is applied on a suitable subrigion.     

BLOWUP OF SOLUTIONS TO THE CAUCHY PROBLEM FOR NONLINEARWAVE EQUATIONS

gi. IntroductionThis paper deals with solutionS of certain nonlinear wave equationS Of the formcorresponding to Antial conditionSwuersis the wave OPerstor.we are interested in showing the ~ up" Of solutions to (1.1)--(1.2). For that, wereIf ac ~ 1)(n ~ 1) > 2, global solutions of ~ equation subject to very general perturbationsof order p exist Provided the initial data are swhciently small (see I6] and references therein).We are also interested in esthaattw the take when "blow up" occurs. …     

小角X射线散射应用研究若干进展

文章从小角X射线散射（small-ande X-ray scattering，SAXS）的理论分析出发，结合国内外SAXS理论和应用研究的最新动态，总结了文章作者所在的研究小组近年来在SAXS技术用于材料微结构表征方面的研究成果。主要包括以下三个方面的内容：（1）有机／无机杂化材料中电子密度波动的研究；（2）弦长度分布函数材料的周期结构的研究；（3）纳米粉末晶化过程的研究。     

水平管段塞流持液率波动规律研究

以空气和水为工质,采用双平行电导探针,在水平多相流环道(d=50.00mm)中研究了段塞流持液率与压力波动的关系以及折算气速、折算液速变化对持液率的影响,并将持液率的试验值与预测模型进行了比较.结果表明:持液率波动能更真实地反映段塞流动特性,可以用来确定液塞频率;增加折算气速时,液塞持液率减小;增加折算液速时,持液率增大.