期权定价的局部线性预测法

在为期权定价时,使用B-S公式算得的结果和市场交易值存在一定偏差.本文针对这一问题,给出了一种新的期权定价数值方法,即局部线性预测法.并用股票期权的实际交易数据对这一方法进行了数值验证,表明这一方法是有效的.     

Fast Optical Switching Using Oriented Cyanine Dye-Doped Nematic Liquid Crystal

A cyanine dye, 2-[7-（1,3-dihydro-1,3,3-trimethyl-2H-indol-2-ylidene）-1,3,5-heptatrienyl]-1,3,3-trimethyl-3H-indolium iodide （NK-125）, is doped in 4-cyano-4＇-pentylbiphenyl （5 CB）, and the mixture is sandwiched between two pieces of rubbed glass plates. The third-order nonlinear optical properties of the oriented NK-125-SCB layers are measured by the resonant femtosecond degenerate four-wave mixing （DFWM） technique at 760 nm. The third-order nonlinear optical susceptibility of one of the present samples is 5.5×10^-8 esu. The slow DFWM response of the NK-125-SCB layers due to a population grating is accelerated by the increasing laser power because of amplified spontaneous emission （ASE）. On the other hand, we do not observe a similar phenomenon for NK-125- polyethylene glycol （PEG-400）. Oriented NK-125 molecules in nematic liquid crystals must have very high ASE efficiency. Hence the population grating in a DFWM signal disappears within about 4 ps. It is expected that NK-125-SCB can be used as a material for very fast all-optical switching.     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

高三数学复习的探索、实践与思考

高三数学复习的探索、实践与思考乐金科（江苏省宝应县曹甸中学２２５８０３）１９９０年以来，高考数学命题整体趋于稳定，逐步走向成熟，而且在稳定中求发展，求创新．与之相随的高三数学复习，其复习的方向、复习的思路等也必须作出相应的调整．本文就笔者在复习过程中...     

Anisotropy in Third-Order Nonlinear Optical Susceptibility of a Squarylium Dye in a Nematic Liquid Crystal

A squarylium dye is dissolved in 4-cyano-4＇-pentylbiphenyl （SCB） and oriented by sandwiching mixtures between two pieces of rubbed glass plates. The optical absorption spectra of the oriented squarylium dye-5CB layers exhibit high anisotropy. The third-order nonlinear optical responses and susceptibilities X^（3）e of squarylium dye in 5CB are measured with light polarizations parallel and perpendicular to the orientational direction by the resonant femtosecond degenerate four-wave mixing （DFWM） technique. Temporal profiles of the DFWM signal of the oriented squarylium dye-5CB layers with light polarizations parallel and perpendicular to the orientational direction are measured with a time resolution of 0.3ps （FWHM）, and are found to consist of two components, i.e., the coherent instantaneous nonlinear response and slow response due to the formation of excited molecules. A high anisotropic ratio of x^（3）e, 10.8 ：k 1.2, is observed for the oriented layers.     

锁相电子散斑系统

电子散斑干涉计量在变形量检测¹、无损探伤、振动分析^(2,3)等领域具有广泛的应用前景,目前它之所以未能实用化,最重要的原因就是该系统对环境的要求过高,特别是物体的振动和空气的扰动对测量结果影响很大,甚至会导致测量失败,因而国内外学者在不断寻找解决此问题的锁相技术。本文提出了一种简易的切实可行的锁相方法-光学锁相法,消除了物体的振动和空气扰动对电子散斑测量的影响。     

Y2O2S∶Eu3+,Mg2+,Ti4+长余辉材料制备中烧结条件和助熔剂的影响

Y2O2S∶Eu3+;Mg2+;Ti4+长余辉材料制备中烧结条件和助熔剂的影响;Y2O2S∶Eu3+;Mg2+;Ti4+; 烧结条件; 助熔剂; 发光性质     

低温原子化石墨炉原子吸收法测定环境和生物样中的镉

本文描述了以氩/氢混合气体作保护气体,测定环境和生物样品中痕量镉的石墨炉原子吸收法。实验证明,与纯氩气作保护气体相比较用氩/氢混合气体作保护气体,能够降低镉的原子化温度(100℃),并且减少基体物质如MgCl_2和NaClO_4的干扰。这种改善氯化物和高氯酸盐基体干扰的机理,主要是由于氢的存在与基体中的氯形成高离解能的氯化氢,从而避免了通常在镉原子化之前形成易挥发的氯化镉而损失。用本方法测定了七种标准参考物质,结果与标准值一致,证明方法是可靠的。