Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Amphiphilic block copolymer self‐assemblies of poly(NVP)‐b‐poly(MDO‐co‐vinyl esters): Tunable dimensions and functionalities

Functional, degradable polymers were synthesized via the copolymerization of vinyl acetate (VAc) and 2‐methylene‐1,3‐dioxepane (MDO) using a macro‐xanthate CTA, poly(N‐vinylpyrrolidone), resulting in the formation of amphiphilic block copolymers of poly(NVP)‐b‐poly(MDO‐co‐VAc). The behavior of the block copolymers in water was investigated and resulted in the formation of self‐assembled nanoparticles containing a hydrophobic core and a hydrophilic corona. The size of the resultant nanoparticles was able to be tuned with variation of the hydrophilic and hydrophobic segments of the core and corona by changing the incorporation of the macro‐CTA as well as the monomer composition in the copolymers, as observed by Dynamic Light Scattering, Static Light Scattering, and Transmission Electron Microscopy analyses. The concept was further applied to a VAc derivative monomer, vinyl bromobutanoate, to incorporate further functionalities such as fluorescent dithiomaleimide groups throughout the polymer backbone using azidation and “click” chemistry as postpolymerization tools to create fluorescently labeled nanoparticles. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 2699–2710     

Azobenzene‐Functionalized Cage Silsesquioxanes as Inorganic–Organic Hybrid,Photoresponsive, Nanoscale,Building Blocks

Mono‐ and octa‐azobenzene‐functionalized cage silsesquioxanes were easily synthesized by the reaction of 4‐bromoazobenzene with monovinyl‐substituted octasilsesquioxane and cubic octavinylsilsesquioxane through the Heck coupling reaction. Excited‐state energies obtained from time‐dependent density functional theory (TDDFT) and the CAM‐B3LYP functional correlate very well with experimental trans–cis photoisomerization results from UV/Vis spectroscopy. These azobenzene‐functionalized cages exhibit good thermal stability and are fluorescent with maximum emission at approximately 400 nm, making them potential materials for blue‐light emission.     

Crosslinking network of bio‐based bis‐functional epoxides derived from trans‐limonene oxide

The thiol‐ene reaction between trans‐limonene oxide (trans‐LO) and ethane‐1,2‐dithiol in the presence of triethylborane affords a bio‐based bis‐functional epoxide (bis‐trans‐LO). The crosslinking reaction of bis‐trans‐LO with branched polyethyleneimine (BPEI; M_n = 600; BPEI₆₀₀) at a feed ratio of bis‐trans‐LO/BPEI₆₀₀ = 57/43 (wt/wt) yields the corresponding network polymer with T_d10 (10% thermal decomposition temperature) of 304.7 °C in 98% yield. In contrast, negligible amounts of network polymer are obtained by the reaction of bis‐LO (bis‐functional epoxide derived from cis and trans‐LO) and BPEI₆₀₀ regardless of the feed ratio. The mechanical strengths as measured by direct tensile tests of the network polymers derived from bis‐trans‐LO and BPEI_600,1800 (M_n = 600 and 1800) were approximately 16 and 11 times higher than that of bis‐LO and BPEI₁₈₀₀, respectively. The tensile shear strengths of the metal‐to‐metal adhesive bonds induced by bis‐trans‐LO and BPEI_600,1800 were 9.5 and 14.1 MPa, respectively. DMA revealed that the storage modulus of the network polymer derived from bis‐trans‐LO and BPEI₁₈₀₀ in the rubber region was higher than that of the material prepared from bis‐LO and BPEI₁₈₀₀, indicating higher crosslink density of the bis‐trans‐LO/BPEI₁₈₀₀ system. © 2019 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2019 , 57, 2466–2473     

砂岩方梁断裂过程区范围的实验确定方法

裂纹前端的断裂过程区是引起岩石非线性断裂及尺寸效应的主要原因。利用数字图像相关技术对砂岩开展了三点弯曲梁实验,获得观测区域高精度的全场位移和应变数据,根据断裂韧带区域水平位移和水平应变的分布特征,结合裂尖岩石颗粒变化的微观分析,提出采用裂纹尖端水平位移波动性和水平应变突变性所得到的波动系数和水平应变突变值,确定断裂过程区形状和临界尺寸的方法。结果表明:砂岩断裂过程区的形状为不规则的狭长带状区域,断裂过程区的临界长度为11~13mm,临界宽度为1.58~2.36mm。断裂过程区区域内形变在趋向裂尖时呈指数增加,但其单位区域内的形变增量呈波动状态。该方法能够更加准确判断岩石断裂过程区的范围,有助于分析岩石的非线性断裂特性。     

QEPAS系统中石英音叉模态仿真计算与研究

对石英音叉增强型光声光谱(QEPAS)系统中常用的石英音叉进行了有限元模态计算，获得石英音叉前6阶振型与模态频率，认知了第4阶对称摆动振型为有效振动，利用单因素法分析了石英音叉的音臂长度l₁、音臂宽度w₁、音臂厚度t、音臂切角θ、音臂圆孔直径d及音臂圆孔高度h对低阶有效共振频率(Fre)的影响，敏感度依次为： l₁> w₁>d>θ>t>h，考虑实际设计情形，筛选出了l₁，w₁，d与h四个石英音叉设计变量，采用Box-Behnken实验设计方案与RSM(response surface methodology)方法，以Fre为函数目标，建立l₁，w₁，d与h的二次回归响应面模型，得到了参数之间的交互作用，利用Design-Expert软件对响应面模型进行设计参数反求，结果表明，在15 000 Hz≤Fre≤25 000 Hz计算区域内误差较小，基本满足QEPAS系统的计算需求，所提出的研究与设计方法具有一定通用性，可为QEPAS系统中石英音叉结构参数设计提供参考。     

Purcell Effect and Nonlinear Behavior of the Emission in a Periodic Structure Composed of InAs Monolayers Embedded in a GaAs Matrix

Enhancement of spontaneous emission in a resonant Bragg quantum well (QW) structure with 60 periods of triple InAs monolayers embedded in a GaAs matrix is studied experimentally and theoretically. From measurements of the time‐resolved photoluminescence, besides the QW exciton at 1.47 eV, a specific super‐radiant (SR) emission demonstrating nonlinear properties is found. The SR mode shows a near‐quadratic dependence of intensity on excitation power, while its energy position follows the Bragg condition. It is revealed that the SR mode shows a peculiar non‐monotonic dependence of intensity on direction, with a maximum observed at approximately 40°. The enhancement in the SR emission at a specific direction is correlated well with suggested theoretical consideration of the modal Purcell factor for periodic quantum well structures.     

HPLC with fluorescence detection assay of perampanel,a novel AMPA receptor antagonist,in human plasma for clinical pharmacokinetic studies

Perampanel (Fycompa®), a novel α‐amino‐3‐hydroxy‐5‐methyl‐4‐isoxazolepropionic acid (AMPA) receptor antagonist, is registered for the adjunctive treatment of patients (aged ≥12 years) with refractory partial‐onset seizures. To support therapeutic drug monitoring, a simple high‐performance liquid chromatography (HPLC) assay with fluorescence detection was developed to determine perampanel concentrations in human plasma and validated to support clinical trials. Human plasma samples (1.0 mL) were processed by liquid extraction using diethyl ether, followed by chromatographic separation on a YMC Pack Pro C₁₈ column (150 × 4.6 mm i.d., 5 µm) with isocratic elution of acetonitrile–water–acetic acid–sodium acetate (840:560:3:1.8, v/v/v/w) at a flow rate of 1.0 mL/min. Column eluent was monitored at excitation and emission wavelengths of 290 and 430 nm, respectively. The assay was linear (range 1.0–500 ng/mL) and this could be extended to 25 µg/mL by 50‐fold dilution integrity. No endogenous peaks were detected in the elution of analytes in drug‐free blank human plasma from six individuals and no interference was observed with co‐medications tested. Intra‐ and inter‐batch reproducibility studies demonstrated accuracy and precision within the acceptance criteria of bioanalytical guidelines. Validation data demonstrated that our assay is simple, selective, reproducible and suitable for therapeutic drug monitoring of perampanel. Copyright © 2015 John Wiley & Sons, Ltd.     

Beyond Stereoselectivity,Switchable Catalysis: Some of the Last Frontier Challenges in Ring‐Opening Polymerization of Cyclic Esters

Metal‐based catalysts and initiators have played a pivotal role in the ring‐opening polymerization (ROP) of cyclic esters, thanks to their high activity and remarkable ability to control precisely the architectures of the resulting polyesters in terms of molar mass, dispersity, microstructure, or tacticity. Today, after two decades of extensive research, the field is slowly reaching maturity. However, several challenges remain, while original concepts have emerged around new types or new applications of catalysis. This Review is not intended to comprehensively cover all of these aspects. Rather, it provides a personal overview of the very recent progress achieved in some selected, important aspects of ROP catalysis—stereocontrol and switchable catalysis. Hence, the first part addresses the development of new metal‐based catalysts for the isoselective ROP of racemic lactide towards stereoblock copolymers, and the use of syndioselective ROP metal catalysts to control the monomer sequence in copolymers. A second part covers the development of ROP catalysts—primarily metal‐based catalysts, but also organocatalysts—that can be externally regulated by the use of chemical or photo stimuli to switch them between two states with different catalytic abilities. Current challenges and opportunities are highlighted.     

Development of an LC‐MS/MS method for determining the pharmacokinetics of clonidine following oral administration of Zhenju antihypertensive compound

Zhenju antihypertensive compound (ZJAHC) is a combined Chinese–Western medicine formula including clonidine (CLO), hydrochlorothiazide (HCT), rutin, Chrysanthemum indicum extract and pearl powder. Compared with CLO preparations, ZJAHC shows improved activities and decreased adverse effects. It is believed that the side effects of CLO are caused by its high peak plasma concentration. Hence, study of the influence of ZJAHC on the pharmacokinetic behaviors of clonidine seems essential. In present study, the plasma concentrations of CLO were determined with a liquid chromatography–tandem mass spectrometry (LC‐MS/MS) method. The MS/MS transitions monitored for clonidine and internal standard were 230.2 → 213.1 and 152.2 → 110.2, respectively. The analyte was quantified in a single run within 3 min. The pharmacokinetic study showed that the area under the plasma concentration–time curve of CLO in ZJAHC (60 µg/kg CLO) was similar to that of CLO‐HCT‐high (120 µg/kg CLO) but the peak concentration was much lower than that in CLO‐HCT‐high. ZJAHC could enhance the bioavailability without greatly increasing peak concentration of clonidine. This comprehensive effect of enhancing the bioavailability and avoiding the high peak plasma concentration for CLO might mainly result from the co‐contribution of Western medicine and traditional Chinese medicine (TCM), while the effect of TCM was stronger than that of Western medicine. Copyright © 2014 John Wiley & Sons, Ltd.