在丝状噬菌体主要外壳蛋白上展示外源多肽的载体

利用基因工程手段,构建了两个用于在丝状噬蓖体主要外壳蛋白表面展示外源多肽的载体,这类载体可以使编码外源多肽的ＤＮＡ片段定向克隆到外壳蛋白的Ｎ末端ＤＮＡ序列中或附近,被修饰的外壳蛋白将分布于野生型丝状噬菌体外壳蛋白单位中间。     

A product integration method for the approximation of the early exercise boundary in the American option pricing problem

Integral equation methods are now becoming well‐established tools in the study of financial models used in theory and practice. In this paper, we investigate the fully nonlinear weakly singular nonstandard Volterra integral equations representing the early exercise boundary of American option contracts, which gained popularity in recent years. We propose a product integration approach based on linear barycentric rational interpolation to solve the problem. The price of the option will then be computed using the obtained approximation of the early exercise boundary and a barycentric rational quadrature. The convergence of the approximation scheme will also be analyzed. Finally, some numerical experiments based on the introduced method are presented and compared with some exiting approaches.     

Investment and the dynamic cost of income uncertainty: The case of diminishing expectations in agriculture

This paper studies optimal investment and the dynamic cost of income uncertainty, applying a stochastic programming approach. The motivation is given by a case study in Finnish agriculture. The investment decision of a representative farm is modelled as a Markov decision process, extended to account for risk. A numerical framework for studying the dynamic uncertainty cost is presented, modifying the classical expected value of perfect information to a dynamic setting. The uncertainty cost depends on the volatility of income: e.g. with stationary income, the dynamic uncertainty cost corresponds to a dynamic option value of postponing investment. The model can be applied to agricultural policy planning. In the case study, the investment decision is sensitive to risk.     

A variational inequality arising from American installment call options pricing

In this paper we consider a parabolic variational inequality with two free boundaries arising from American continuous-installment call options pricing. We prove the existence and uniqueness of the solution to the problem. Moreover, we obtain the monotonicity and smoothness of two free boundaries and show its numerical solution by the binomial method.     

The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach

In this paper we show existence and uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the deterministic version of the Verification Theorem of the Markovian optimal m-states switching problem. The switching cost functions are arbitrary. This problem is in relation with the valuation of firms in a financial market.     

Pricing double-barrier options under a flexible jump diffusion model

In this paper we present a Laplace transform-based analytical solution for pricing double-barrier options under a flexible hyper-exponential jump diffusion model (HEM). The major theoretical contribution is that we prove non-singularity of a related high-dimensional matrix, which guarantees the existence and uniqueness of the solution.     

两种汇率制度的双币种期权定价模型及其解

采用人民币对美元的汇率数据、利用计量经济学方法得到:固定汇率并不意味着完全没有变化,它是时间的函数.在实证研究的基础上,提出了固定汇率制度和浮动汇率制度下的双币种期权定价模型,并得到该问题的闭式解.     

债券受布朗运动驱动时幂型支付重置期权的定价

考虑完全的无套利市场环境下,基础股票支付连续红利,债券价格满足由布朗运动驱动的随机微分方程,对具有幂型支付的一种创新重置期权,以鞅论和随机分析为工具,得到了期权的定价公式.     

金属材料分析国内外标准中波长色散X射线荧光光谱法的应用

对国内外金属材料分析方法标准(包括ASTM、JIS、EN和GB)中应用波长色散X射线荧光光谱法(XRF)的现状,从方法所涵盖的测定元素及其测定的含量范围以及谱线重叠和基体效应的校正等几个方面,并以钢铁分析中的应用为例作了评述。美国材料与试验协会在2012-2016年间先后发布了3个XRF标准方法,分别应用于铸铁、不锈钢、合金钢和低合金钢的分析,测定元素达13项,根据相关钢材的技术规格确定了各元素含量的测定范围。日本工业标准调查会于1997年并于2010年和2013年经修订公布了钢铁XRF分析法JIS标准,可测定各类钢材中主量、次量以及痕量元素达31项,其中镍、铁、钴和测定下限分别延伸至99.5%,50%和60%,从而使此方法有可能扩展应用于镍基、铁镍基和钴基高温合金的分析。我国先后于2007年和2018年由国家标准经主管部门颁布了XRF分析钢铁和高合金钢的两个标准,可测定这2类钢材中的元素为13项和11项,其测定含量范围系根据材料的技术规格确定。关于谱线重叠和基体效应的校正,各标准中在相关部分作了说明,而ASTM有两则独立标准专门论述这两个问题。在此评述对其他金属材料的XRF分析标准也作了介绍(引用文献15篇)。