O-U过程模型下一种改进的亚式再装期权定价

考虑到再装期权对企业经理人的激励作用,结合将有效期内标的资产的几何平均值作为期权结算价格的思想,创建了一种改进的亚式再装股票期权模型,利用等价鞅方法,推导了该期权模型在OU过程下的定价公式.     

Influence of Tourmaline on Negative Air Ion Emitting Property of Poly(ethylene terephthalate)

Poly(ethylene terephthalate) (PET) fibers containing 2 wt% tourmaline powder were found to emit an average 5100 particles/cc negative air ions under frictional conditions, much higher than that of pure poly(ethylene terephthalate) fibers which emitted an average 200 particles/cc negative air ions, but the emitted negative air ions were reduced to 4400 particles/cc when poly(ethylene terephthalate) fibers contained 4 wt% tourmaline powder. In order to understand the influence of tourmaline powder on the negative air ion emitting property of the poly(ethylene terephthalate) fibers, scanning electron microscopy (SEM) morphology, energy dispersive X‐rays (EDX) and wide angle X‐ray diffraction (WAXD) analysis of the PET/tourmaline fiber specimens were performed. Possible reasons are proposed to account for the interesting negative air ion emitting property of the PET/tourmaline fiber specimens. Aggregates of tourmaline powder occurred in the PET matrix, which caused a reduction of the breaking tenacity of the PET/tourmaline fibers.     

Synthesis of the dopamine D2/D3 receptor agonist (+)-PHNO via supercritical fluid chromatography: preliminary PET imaging study with [3-C]-(+)PHNO

Carbon-11 labeled (+)-4-[1-¹¹C]propyl-3,4,4a,5,6,10b-hexahydro-2H-naphtho[1,2-b][1,4]oxazin-9-ol ([1-¹¹C]-(+)-PHNO) is a dopamine D₃-preferring agonist radiopharmaceutical used for medical imaging by positron emission tomography (PET). We report the synthesis of (+)-PHNO using supercritical fluid chromatography for enantiomeric resolution of its norpropyl derivative, HNO, followed by propylation. (+)-HNO was used to prepare the radiolabeling precursor, (+)-trans-4-acetyl-9-triisopropylsilyloxy-2,3,4a,5,6,10b-hexahydro-4H-naphth[1,2b][1,4]oxazine, in 12 steps. Modifications to the labeling procedure were made to ensure consistent preparation of [3-¹¹C]-(+)-PHNO via [¹¹C]CH₃I. A preliminary PET imaging study was carried out with this tracer in an attempt to image dopamine receptors in brown adipose tissue (brown fat) in vivo.     

In-situ observation of the combustion of air-dried and wet Victorian brown coal

This work investigates the fundamental and practical implications of the application of drying technologies to Victorian brown coal combustion. The base case of 60% moisture content coal preheated prior to combustion is compared with partially dried coal (with or without pre-heating) and coal dried to equilibrium moisture content (10–15%). Pulverised coal was combusted in a drop tube furnace and in-situ observations of combustion phenomena, particle temperature and gas temperature were made. An ignition delay was found to occur when partially dried coal was combusted without pre-heating. Flame stability was also decreased when wet coal was combusted without pre-heating. No ignition delay was observed when the water in coal was heated prior to entering the furnace, as in current boilers. The peak particle temperature was found to be higher than the wall temperature by around 130 °C for dried coal, 80 °C for preheated wet coal and 40 °C for non-preheated partially dried coal. The gas temperature profile in the furnace was measured and found to lag behind the particle temperature peak. It was concluded that the evolution and evaporation of water in the wet case lead to an ignition delay, cooler peak particle temperatures and prolonged char combustion. The difference in particle temperatures between preheated wet coal and dried coal and the gas temperature behaviour was attributed to the steam gasification reaction, although studies to elucidate reasons for the differences are ongoing. The quantified results on ignition delay and particle temperatures have important implications for the design of new technologies, in particular the boilers and feed size preparation, for power generation from high-moisture brown coals.     

随机微分方程弱解的稳定性和存在性

本文研究了驱动项为无穷维Ｂｒｏｗｎ运动的一般Ｉｔ随机微分方程，给出了还问题的解和弱解的存在性关系，证明了在线性增长条件下，方程弱解的稳定性和存在性定理．     

解非线性方程组的一类离散的Newton算法

1．引言考虑非线性方程组设xi是当前的迭代点，为计算下一个迭代点，Newton法是求解方程若用差商代替导数，离散Newton法要解如下的方程其中这里为了计算J（；；h），需计算n‘个函数值．为了提高效能，Brown方法l‘］使用代入消元的办法来减少函数值计算量．它是再通过一次内选代从h得到下一个迭代点14＋1．设n；＝（《1，…，Zn尸，t二（ti，…，t＊”，t为变量．BfOWll方法的基本思想如下．对人（x）在X；处做线性近似解出然后代入第二个函数，得到这是关于tZ，…，tn的函数．当（tZ，…，t。尸一（ZZ，…，Z。厂时，由（1．4），…     

冷凝器滴状冷凝的动态描述及接触角的选择

从化学势变化的角度对液滴的冷凝过程进行了动态描述;给出了实现持续的Brown凝并的条件;结合冷凝器壁面液滴的脱落半径与接触角的关系,求出了滴状冷凝时液滴接触角的最优选择范围. 关键词： 化学势 临界体积 Brown凝并 接触角脱落半径     

布朗生灭过程及股票价格模型

本文明确地给出了一类布朗生灭过程的定义,讨论了其一维分布、积分泛函的分布和矩, 得到了递推计算公式,然后讨论了布朗生灭过程对股价模型的应用.     

Signal Substances and their Reception in the Sexual Cycle of Marine Brown Algae

Attraction and repulsion are responses to chemical stimuli which can be received and processed even by unicellular organisms without a morphologically defined nervous system. Chemical substances trigger off a chain of events which starts with a membrane-bound signal receptor and, after a sequence of regulatory and modulatory steps, ends in the modulation of a motor effector organ. Binding of the signal substances to the receptor produces conformational changes in which the receptor subunits are mutually dependent on one another, and also leads to chemical modification of the subunits and affects their molecular activity. These interactions, together with the characteristic type of movement, result in a physiological pattern of behavior which enables the flagellated sex cells (gametes) of marine brown algae to finally locate their partners. The simple but highly specific brown algae gamete systems have been investigated structurally and their biological activity analyzed. The signal substances are mainly highly unsaturated aliphatic or cyclic hydrocarbons with unsaturated side chains (general formula e. g. C₁₁H₁₄, C₁₁H₁₆, C₁₁H₁₈). These systems also serve as a simplifying model which helps in the understanding of complex ganglionic pathways in higher living organisms where the sense organs convey information from the surroundings to the central nervous system through nerve pathways. The information is then processed and answered, via efferent pathways, as movement.     

10β‐Acetoxy‐8α,9α‐epoxy‐14β‐hydroxy‐7‐oxodolastane – A New Diterpene Isolated from the Brazilian Brown Macroalga Canistrocarpus cervicornis

Chemical investigation on the nonpolar extract of the Brazilian brown alga Canistrocarpus cervicornis (Dictyotaceae) has led to the isolation of a new diterpene 1 and four known seco‐dolastane diterpenes 2 – 5 . Their chemical structures were elucidated by 1D‐ and 2D‐NMR spectroscopy, and the data was compared with the literature. A full X‐ray diffraction analysis confirmed the absolute configuration of 1 .