High-order accurate implicit methods for barrier option pricing

This paper deals with a high-order accurate implicit finite-difference approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on dividend-paying-stocks. Moreover, the barriers may be monitored either continuously or discretely. In addition to the high-order accuracy of the scheme, and the stretching effect of the coordinate transformation, the main feature of this approach lies on a probability-based optimal determination of boundary conditions. This leads to much faster and accurate results when compared with similar pricing approaches. The strength of the present scheme is particularly demonstrated in the valuation of discretely monitored barrier options where it yields values closest to those obtained from the only semi-analytical valuation methods available. The scheme is also applied to the analysis of Greeks data such as Delta and Gamma.     

Noise map validation by continuous noise monitoring

This paper presents a comparison of two noise assessments in the Gdansk agglomeration in Poland. One is based on the noise map produced by computational method for the city in 2007, the second one is based on real data from continuous measurements acquired by a noise monitoring network operating in the city since 2008. Differences are shown and analyzed. Additionally, seasonal and weekday influence on noise indicators (L_DEN, L_D, L_E and L_N) is analyzed and discussed in this paper.     

High performance ethylene sensor based on palladium-loaded tin oxide: Application in fruit quality detection

Ethylene (C₂H₄), as a plant hormone, its emission can be served as an indicator to measure fruit quality. Due to the limited physiochemical reactivity of C₂H₄, it is a challenge to develop high performance C₂H₄ sensors for fruit detection. Herein, this paper presents a resistive-type C₂H₄ sensor based on Pd-loaded tin oxide (SnO₂). The C₂H₄ sensing performance of proposed sensor are tested at optimum operating temperature (250 °C) with ambient relative humidity (51.9% RH). The results show that the response of Pd-loaded SnO₂ sensor (11.1, R_a/R_g) is about 3 times higher than that of pristine SnO₂ (3.5) for 100 ppm C₂H₄. The response time is also significantly shortened from 7 s to 1 s compared with pristine SnO₂. Especially, the Pd-loaded SnO₂ sensor possesses good sensitivity (0.58 ppm⁻¹) at low concentration (0.05–1 ppm) with excellent linearity (R² = 0.9963) and low detection limit (50 ppb). The high sensing performance of Pd-loaded SnO₂ are attributed to the excellent adsorption and catalysis effects of Pd nanoparticle. Meaningfully, the potential applications of C₂H₄ sensor are performed for monitoring the maturity and freshness of fruits, which presents a promising prospect in fruit quality evaluation.     

Portable capillary liquid chromatography for pharmaceutical and illicit drug analysis

A newly developed portable capillary liquid chromatograph was investigated for the separation of various pharmaceutical and illicit drug compounds. The system consists of two high‐pressure syringe pumps capable of delivering capillary‐scale flow rates at pressures up to 10 000 psi. Capillary liquid chromatography columns packed with sub‐2 μm particles are housed in cartridges that can be inserted into the system and easily connected through high‐pressure fluidic contact points by simply applying a specific, predetermined torque rather than using standard fittings and less precise sealing protocols. Several over‐the‐counter analgesic drug separations are demonstrated, along with a simple online measurement of tablet dissolution. Twenty illicit drug compounds were also separated across six targeted drug panels. The results described in this study demonstrate the capability of this compact liquid chromatography instrument to address several important drug‐related applications while simplifying system operation, and greatly reducing solvent usage and waste generation essential for onsite analysis.     

薄膜基荧光传感检测的研究进展

薄膜基荧光传感器是继离子迁移谱之后,业界公认的一种最具发展潜力的微痕量物质探测技术.由于其具有灵敏性、便携性、实时检测、响应速度快、易于制造、不污染待测体系等优点,在食品检测、环境监测、质量控制和生物医学分析等领域引起了广泛的关注和研究.本文主要综述了近年来薄膜基荧光传感在挥发性气体检测、有毒化学品检测、爆炸物检测、溶液相离子检测以及生物监测等领域的研究进展,并提出了薄膜基荧光传感所面临的挑战与未来的发展方向.     

在线分析技术在中国的发展

在线分析技术由于其具有实时、准确、高效的特点,近年来得到快速发展,已被广泛应用于环境、矿业、冶金、生物医药和食品等领域。重点介绍了国内X射线荧光光谱、激光诱导击穿光谱、瞬发γ中子活化、双能量γ射线透射、原子荧光光谱、近红外光谱和质谱法等在线分析技术近十年来的发展和应用情况,并对在线分析技术未来发展趋势进行了展望。     

pH electrodes based on iridium oxide films for marine monitoring

The pH is an important parameter that affects the growth and development of marine organisms, environmental changes, and industrial and agricultural production processes. Nowadays, important trends in pH detection and analysis are higher stability, adaptation to extreme environmental conditions, miniaturization, portability, and digital intelligence. Several studies have focused on the application of the iridium oxide film (IROF) pH electrodes in water quality monitoring and physiological analysis. The central aim of this work was to review the preparation techniques of the IROF pH electrodes and to expand their application in the field of marine monitoring. The studied methods include electrochemical deposition, electrochemical growth, sputtering deposition, heat treatment, and novel preparation methods. The IROF pH electrodes prepared via these methods are more sensitive, have a wider pH measurement ranges, and can be miniaturized further than traditional glass and pH photometer. Hence, in environmental analysis, combining IROF pH electrodes with wireless technology for the physiological and biochemical analysis of marine organisms, seawater, and sediment pore water is an important development tendency.     

Trends in the use of passive sampling for monitoring polar pesticides in water

The presence of polar pesticides in environmental waters is a growing problem. After application their migration into the aqueous phase is promoted by their high water solubility. Transport processes are usually complex and inputs are generally stochastic; this makes monitoring of this class of pesticides challenging using low volume spot samples of water. Recently there has been a trend to use passive samplers to monitor pesticides in river catchments as it is an in-situ time integrative sampling technique. The three main types of device used for this purpose are, Chemcatcher®, POCIS and o-DGT. This article reviews the fate and current state-of-the-art for monitoring polar pesticides in aqueous matrices. Principles and the theory of passive sampling and strategies for passive sampler design and operation are presented. Advances in the application of passive sampling devices for measuring polar pesticides are extensively critiqued; future trends in their use are also discussed.     

在线协同写作的人类动力学分析

对人类在线行为模式的探讨是近年来人类动力学研究的热点.基于维基百科数据,文章针对一类重要且普遍的在线行为--在线协同写作,进行时间统计特性分析和内容更新统计分析.实证显示在线协同写作时间间隔分布呈多尺度特征,1 min到30 min和30 min到24 h两个时间段上时间间隔分别服从指数为1.62和1.16的幂律分布,而大于24 h的时间间隔服从形如F(τ)∝τ^{－b－alog(τ)}的累积分布.分析表明 关键词： 在线协同写作 人类动力学 多尺度特征 维基百科     

金属标记结合高效液相色谱-选择离子监测质谱的蛋白质绝对定量新方法

建立了金属标记结合高效液相色谱-选择性离子监测质谱(SIM)的蛋白质绝对定量新方法。实验考察了金属标记效率、金属标记的稳定性、标记后肽段的色谱保留和质谱行为、新定量方法的线性范围和准确度。实验结果表明金属标记具有标记效率高,稳定性好,色谱保留行为一致等优点。另外,金属标记-选择离子监测质谱绝对定量方法灵敏度高,其定量限低至1 fmol,线性范围为1~500 fmol,线性范围内R2值大于0.99,具有良好的线性关系;经过测量,标准肽段的回收率为117.01%,说明该方法具有较高的准确度。将该方法应用于腾冲嗜热菌中烯醇酶蛋白的定量分析,相对标准偏差为5.47%,表明该方法的精密度高。以上结果表明该方法可以用于生物样本中的蛋白质的绝对定量分析,为比较简单的生物样本中蛋白质的绝对定量方法提供了一种新的选择。