基于傅里叶级数展开式的有效期权定价方法

A novel option pricing method based on Fourier-cosine series expansion was proposed by Fang and Oosterlee. Developing their idea, three new option pricing methods based on Fourier, Fourier-cosine and Fourier-sine series expansions are presented in this paper, which are more efficient when the option prices are calculated with many strike prices. A series of numerical experiments under different exp-L~vy models are also given to compare these new methods with the Fang and Oosterlee＇s method and other methods.     

奇异微分方程的广义Sturm--Liouville边值问题正解的存在性

By employing the fixed point theorem of cone expansion and compression of norm type, we investigate the existence of positive solutions of generalized Sturm-Liouville boundary value problems for a nonlinear singular differential equation with a parameter. Some sufficient conditions for the existence of positive solutions are established. In the last section, an example is presented to illustrate the applications of our main results.     

交换环上矩阵代数的局部化导子

Let R be a commutative ring with identity, Nn（R） the matrix algebra consisting of all n × n strictly upper triangular matrices over R. Several types of proper local derivations of Nn（R） （n ≤ 4） are constructed, based on which all local derivations of Nn（R） （n ≤ 4） are characterized when R is a domain.     

涉及微分多项式的亚纯函数分担值问题

This paper is devoted to studying the relationship between meromorphic functions f（z） and g（z） when their differential polynomials satisfy sharing condition weaker than sharing one value IM.     

完全非正规Toeplitz算子

In this paper, we show that the hyponormal Toeplitz operator Tφ with trigonometric polynomial symbol φ is either normal or completely non-normal. Moreover, if Tφ is non-normal, then Tφ has a dense set of cyclic vectors. Some general conditions are also considered.     

投影的约化极小模和空间的夹角

Let M and N be nonzero subspaces of a Hilbert space H, and PM and PN denote the orthogonal projections on M and N, respectively. In this note, an exact representation of the angle and the minimum gap of M and N is obtained. In addition, we study relations between the angle, the minimum gap of two subspaces M and N, and the reduced minimum modulus of （I - PN）PM,     

全函数空间和置换空间的一些性质

In this paper, an equivalent relation among the reflexivity, weak sequential completeness and bounded completeness in full function space is given. Some results on weakly sequential compactness of subset and the property （u） in substitution spaces are obtained.     

非Lipschitz条件Hilbert空间上扩散过程的短时间大偏差原理

Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role.     

关于Newton级数的符号算子方法

In this paper, we present several expansions of the symbolic operator （1 ＋E）^x. Moreover, we derive some series transforms formulas and the Newton generating functions of {f（k）}.     

多目标最优化恰当有效解的稳定性

主要研究当两种类型的参数扰动时,多目标最优化问题中恰当有效解的稳定性.在点集映射的连续性意义下,分析讨论这种稳定性问题并分别给出引起扰动的两参数u,v所对应的点集映射Q1(u)和Q2(v),同时严格证明了在两个闭凸锥U,V上Q1(u)和Q2(v)的连续性定理.最后,通过附注对其进行补充和改进.