期权定价的局部线性预测法

在为期权定价时,使用B-S公式算得的结果和市场交易值存在一定偏差.本文针对这一问题,给出了一种新的期权定价数值方法,即局部线性预测法.并用股票期权的实际交易数据对这一方法进行了数值验证,表明这一方法是有效的.     

认股权证的等价鞅测度定价模型与数值方法

本文对认股权证应用等价鞅测度方法进行定价 .推导出计算更自然、更简单的类似 Black- Scholes模型的认股权证定价公式 .给出了一种比较好的数值计算方法 .并讨论了认股权证在中国证券市场的发展状况 .     

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。     

Anisotropy in Third-Order Nonlinear Optical Susceptibility of a Squarylium Dye in a Nematic Liquid Crystal

A squarylium dye is dissolved in 4-cyano-4＇-pentylbiphenyl （SCB） and oriented by sandwiching mixtures between two pieces of rubbed glass plates. The optical absorption spectra of the oriented squarylium dye-5CB layers exhibit high anisotropy. The third-order nonlinear optical responses and susceptibilities X^（3）e of squarylium dye in 5CB are measured with light polarizations parallel and perpendicular to the orientational direction by the resonant femtosecond degenerate four-wave mixing （DFWM） technique. Temporal profiles of the DFWM signal of the oriented squarylium dye-5CB layers with light polarizations parallel and perpendicular to the orientational direction are measured with a time resolution of 0.3ps （FWHM）, and are found to consist of two components, i.e., the coherent instantaneous nonlinear response and slow response due to the formation of excited molecules. A high anisotropic ratio of x^（3）e, 10.8 ：k 1.2, is observed for the oriented layers.     

Fast Optical Switching Using Oriented Cyanine Dye-Doped Nematic Liquid Crystal

A cyanine dye, 2-[7-（1,3-dihydro-1,3,3-trimethyl-2H-indol-2-ylidene）-1,3,5-heptatrienyl]-1,3,3-trimethyl-3H-indolium iodide （NK-125）, is doped in 4-cyano-4＇-pentylbiphenyl （5 CB）, and the mixture is sandwiched between two pieces of rubbed glass plates. The third-order nonlinear optical properties of the oriented NK-125-SCB layers are measured by the resonant femtosecond degenerate four-wave mixing （DFWM） technique at 760 nm. The third-order nonlinear optical susceptibility of one of the present samples is 5.5×10^-8 esu. The slow DFWM response of the NK-125-SCB layers due to a population grating is accelerated by the increasing laser power because of amplified spontaneous emission （ASE）. On the other hand, we do not observe a similar phenomenon for NK-125- polyethylene glycol （PEG-400）. Oriented NK-125 molecules in nematic liquid crystals must have very high ASE efficiency. Hence the population grating in a DFWM signal disappears within about 4 ps. It is expected that NK-125-SCB can be used as a material for very fast all-optical switching.     

液晶混合光学双稳装置中分叉和混沌行为

本文报道在t_R>>τ(t_R为反馈系统延迟时间,τ为液晶的弛豫时间)条件下,液晶混合光学双稳装置中,随着系统参数的改变,自脉冲经倍周期分叉发展到混沌的过程。计算了分叉图,通过频谱和相空间图能清晰地分析系统的动态行为。实验结果与Ikeda理论进行了比较。 关键词：     

单板机在粘度测量实验中的应用

单板机在粘度测量实验中的应用韩玖荣，詹鼎（扬州大学２２５００１）一、引言在大学物理实验中，特别是农业院校一般都有粘度测量这个实验．液体粘度的测量有多种方法，旋转法、毛细管法、落球法，最近还有人制成功了超声粘度计［１］。在学生实验中，一般采用毛细管法和...     

简易电流计的制造

我們製造的電流計構造非常簡單,製作方便,但效果還能滿意,代價又很低廉,現在介 紹在下面。一、材料:     

傅里叶变换技术在紫外可见光谱区的应用

本文评述了傅里叶变换在紫外可见光谱区的应用，探讨了傅里叶变换在紫外可见光谱学以及信号处理两方面的内容。详细介绍了傅里叶变换在紫外可见区遇到的问题、主要优点和发展前景。     

Y2O2S∶Eu3+,Mg2+,Ti4+长余辉材料制备中烧结条件和助熔剂的影响

Y2O2S∶Eu3+;Mg2+;Ti4+长余辉材料制备中烧结条件和助熔剂的影响;Y2O2S∶Eu3+;Mg2+;Ti4+; 烧结条件; 助熔剂; 发光性质