障碍平方期权的定价

本讨论了一种变异期权——收益结构为平方的障碍期权，在股票价格服从几何布朗运动的模型下，由带单侧吸收壁的布朗运动的密度和分布函数得到连续障碍平方期权的定价公式．     

增长曲线模型中回归系数的广义根方估计

本文对增长曲线模型中的回归系数B提出了一种新的估计形式－广义根方估计的B（K），其中K＝diag(k1,k2,…，kp）并证明了通过广义根方偏参数ki(i=1,2,…，p）的适当选取可使得该估计在均方误差矩阵的意义下优于已有的LS估计和根方估计，及广义根方估计是可容许估计，本文还给出了选取广义根方偏参数的两种方法，算法及一个应用实例。     

高气压反射式高能电子衍射仪监控脉冲激光外延氧化物薄膜

在超高真空分子束外延（MBE）生长技术中，反射式高能电子衍射仪（RHEED）能实时显示半导体和金属外延生长过程，给出薄膜表面结构和平整度的信息，成为MBE必备的原位表面分 析仪.为了研究氧化物薄膜如高温超导（YBa₂Cu₃O₇） 、铁电薄膜（Sr_1-xBa_x TiO₃）及它们的同质和异质外延结构的生长机理，获得高质量的符合各种应用 需要的氧化 物多层薄膜结构，在常规的制备氧化 关键词： 高温超导薄膜 RHEED     

板状激光振荡介质温度场和应力场的数值模拟

以非均匀内热源模型为基础,并考虑材料的导热系数和热膨胀系数的温度相关性,利用有限元方法,对板状激光振荡介质在不同功率和冷却强度下的温度和热应力分布进行了数值模拟及分析。根据计算结果提出了最大有效换热系数的概念,指出换热系数超过最大有效换热系数后,继续强化传热对减小高功率激光器的热效应已无明显效果。以此得出采用常规冷却技术所允许的最大泵浦加热功率。     

Synthesis and antibody conjugation of magnetic nanoparticles with improved specific power absorption rates for alternating magnetic field cancer therapy

Bionized nanoferrite (BNF) particles with high specific power absorption rates were synthesized in the size range of 20–100 nm by high-pressure homogenization for targeted cancer therapy with alternating magnetic fields. Several strategies were used to conjugate antibodies to the BNF particles. These strategies were compared using an immunoassay to find optimal conditions to reach a high immunoreactivity of the final antibody–particle conjugate.     

Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000

Following our investigation of the USA Standard and Poor index anti-bubble that started in August 2000 (Quant. Finance 2 (2002) 468), we analyze 38 world stock market indices and identify 21 “bearish anti-bubbles” and six “bullish anti-bubbles”. An “anti-bubble” is defined as a self-reinforcing price trajectory with self-similar expanding log-periodic oscillations. Mathematically, a bearish anti-bubble is characterize by a power law decrease of the price (or of the logarithm of the price) as a function of time and by expanding log-periodic oscillations. We propose that bearish anti-bubbles are created by positive price-to-price feedbacks feeding overall pessimism and negative market sentiment further strengthened by inter-personal interactions. Bullish anti-bubbles are here identified for the first time. The most striking discovery is that the majority of European and Western stock market indices as well as other stock indices exhibit practically the same log-periodic power law anti-bubble structure as found for the USA S&P500 index. These anti-bubbles are found to start approximately at the same time, August 2000, in all these markets. This shows a remarkable degree of worldwide synchronization. The descent of the worldwide stock markets since 2000 is thus an international event, suggesting the strengthening of globalization.     

INJECTIVE PRECOVERS AND MODULES OF GENERALIZED INVERSE POLYNOMIALS

Let (S,≤) be an ordered set. Recall that (S,≤) is artinian if every strictly decreasingsequence of elements of S is ?nite, and that (S,≤) is narrow if every subset of pairwiseorder-incomparable elements of S is ?nite. Let S be a commutative monoid. Unl…     

Noise Path Synthesis with Nonlinear Joints

An efficient synthesis approach is developed which permits thecalculation of the steady-state frequency response of an assembly whichis comprised of linear components and nonlinear joints. Receptancematrices are used to characterize the linear components, which permitscondensation of the system to just the joint degrees-of-freedom.Furthermore, the calculated nonlinear joint forces are then used tostudy the power flow in the assembly, as well as detailed dynamicbehavior within the components. Integrated into the technique is acontinuation scheme which permits efficient parametric studies.     

Quark mass corrections to the perturbative thrust and its effect on the determination of αs

We consider the effects of quark masses to the perturbative thrust in e ⁺ e ⁻ annihilation. In particular we show that perturbative power corrections resulting from non-zero quark masses considerably alters the size of the non-perturbative power corrections and consequently, significantly changes the fitted value of α_s.     

Ag-Bi高温超导线材转变温度的测量

介绍了 Bi系银包套高温超导线材的电阻温度特性 ,用测电阻和电磁感应两种方法分别测量了材料的超导转变温度 ,电磁感应法测量曲线上台阶的出现表明材料中 Bi(2 2 2 3)和 Bi(2 2 12 )两相的存在。