On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

Desorption behavior of a surfactant in a linear low‐density polyethylene blend at elevated temperatures

The desorption behavior of a surfactant in a linear low‐density polyethylene (LLDPE) blend at elevated temperatures of 50, 70, and 80 °C was studied with Fourier transform infrared spectroscopy. The composition of the LLDPE blend was 70:30 LLDPE/low‐density polyethylene. Three different specimens (II, III, and IV) were prepared with various compositions of a small molecular penetrant, sorbitan palmitate (SPAN‐40), and a migration controller, poly(ethylene acrylic acid) (EAA), in the LLDPE blend. The calculated diffusion coefficient (D) of SPAN‐40 in specimens II, III, and IV, between 50 and 80 °C, varied from 1.74 × 10^?11 to 6.79 × 10^?11 cm²/s, from 1.10 × 10^?11 to 5.75 × 10^?11 cm²/s, and from 0.58 × 10^?11 to 4.75 × 10^?11 cm²/s, respectively. In addition, the calculated activation energies (E_D) of specimens II, III, and IV, from the plotting of ln D versus 1/T between 50 and 80 °C, were 42.9, 52.7, and 65.6 kJ/mol, respectively. These values were different from those obtained between 25 and 50 °C and were believed to have been influenced by the interference of Tinuvin (a UV stabilizer) at elevated temperatures higher than 50 °C. Although the desorption rate of SPAN‐40 increased with the temperature and decreased with the EAA content, the observed spectral behavior did not depend on the temperature and time. For all specimens stored over 50 °C, the peak at 1739 cm^?1 decreased in a few days and subsequently increased with a peak shift toward 1730 cm^?1. This arose from the carbonyl stretching vibration of Tinuvin, possibly because of oxidation or degradation at elevated temperatures. In addition, the incorporation of EAA into the LLDPE blend suppressed the desorption rate of SPAN‐40 and retarded the appearance of the 1730 cm^?1 peak. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1114–1126, 2004     

Ruthenium-catalyzed regioselective synthesis of 2-substituted indoles via ring-opening of epoxides by anilines

Anilines react with epoxides in dioxane at 180°C in the presence of a catalytic amount of a ruthenium catalyst along with tin(II) chloride to afford 2-substituted indoles in moderate to good yields.     

Investigation of the Li1+xV3O8 electrode–organic electrolyte interface by scanning photoelectron microscopy

To investigate the formation of a solid electrolyte interface (SEI) on the Li_1+xV₃O₈ electrode surface in the thermodynamic stability range of the organic electrolyte, we applied scanning photoelectron microscopy (SPEM) to a pristine electrode and to an electrode after ten cycles. The F K-edge absorption spectrum of the cycled electrode showed that LiF forms on the electrode surface during the lithium insertion–extraction process in the Li_1+xV₃O₈/Li cell. The photoelectron spectrum for the cycled electrode showed intense spectral features corresponding to Li 1s, F 2s, F 2p, and P 2p electron signals, whereas these spectral features were of negligible intensity for the pristine electrode. The above results give strong support for the formation of an SEI that consists of LiF and compounds containing phosphorus during operation of the battery. The SPEM images also revealed that the fluorine distribution on the surface of the cycled electrode was inhomogeneous.     

Mössbauer Studies and Magnetic Properties of Y3−x Ce x Fe5O12

It is shown that in-situ ^166mHo (I = 7) in a spherical single crystal of HoF₃ can be used as sensitive internal thermometer to thermally detect NMR (NMR-TDNO) from the 100% abundant stable ¹⁶⁵Ho (I = 7/2) nuclei. In addition, new ^166mHo NMRON results are reported. Both the ^166mHo NMRON and ¹⁶⁵Ho NMR-TDNO spectra show three distinct quadrupolar split sub-resonances, in zero applied field. The data is used to make estimates of the Ho magnetic moments and quadrupole parameters for the ^166mHo and ^166mHo sites.     

沉积物中壬基苯酚类雌性激素化合物的加速溶剂提取方法研究

为了同时提取和检测沉积物中的雌性激素化合物对壬基苯酚(NP)、对壬基苯酚一乙氧醚(NP1EO)和对壬基苯酚二乙氧醚(NP2EO),对加速溶剂提取体系的各种条件和对壬基苯酚类化合物的硅烷基化反应条件等进行了优化。在丙酮和丙酮-二氯甲烷混合液(丙酮含量≥60%)介质中,这些化合物的硅烷基化反应很快达到反应终点。加速溶剂提取体系的最佳提取条件是120℃、8.4MPa、两次循环提取;最佳提取溶剂是二氯甲烷。与索氏提取和酸化悬浮液液提取比较,明显提高了提取率、重现性和准确性。平均添标回收率在89.3%~95.7%之间,相对标准偏差为2.3%~13.4%。本方法对壬基苯酚、对壬基苯酚一乙氧醚和对壬基苯酚二乙氧醚化合物的检出限分别为10、30、35ng/gdw(干重)。     

Synthesis and luminescence characteristics of conjugated dendrimers with 2,4,6‐triaryl‐1,3,5‐triazine periphery

We have synthesized conjugated dendrimer with triazine peripheries, and their luminescence properties were investigated. The dendrimers consist of dendritic triazine wedges for electron transport, distyrylbenzene core as an emitting moiety, and t‐butyl peripheral groups for good processing properties. The dendrimers have LUMO values of about ?2.7 eV possibly because of the triazine moiety with high electron affinity. Photoluminescence study indicates that energy transfer occurs from the triazine wedges to the stilbene bridge, and finally to the core chromophore units due to a cascade decrease of bandgap from the peripheral wedge to core moiety. Therefore, the emission wavelength was determined by the structure of the core unit. The energy transfer efficiency of distyrylbenzene‐cored dendrimers was about 75 and 55% for Trz‐1GD‐DSB and Trz‐2GD‐DSB, respectively. A preliminary electroluminescence property also was investigated. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 254–263, 2006     

Tunable magnetic arrangement of iron oxide nanoparticles in situ synthesized on the solid substrate from diblock copolymer micelles

Hexagonal arrangement of iron oxide nanoparticles was fabricated by utilizing a single-layered film of diblock copolymer micelles. The synthesis was directly performed on the solid substrate by oxygen plasma with preserving the dimensional order of micelles so that separate procedures for synthesis and deposition of nanoparticles were not necessary. Since the oxygen plasma treatment also eliminated polymers, pure patterns of iron oxide nanoparticles were obtained. Moreover, easy control over the size of nanoparticles enabled us to selectively create a ferrimagnetic or a superparamagnetic pattern of iron oxide nanoparticles without altering the fabrication process.