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。     

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.     

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     

傅里叶变换技术在紫外可见光谱区的应用

本文评述了傅里叶变换在紫外可见光谱区的应用，探讨了傅里叶变换在紫外可见光谱学以及信号处理两方面的内容。详细介绍了傅里叶变换在紫外可见区遇到的问题、主要优点和发展前景。     

Ba+N_2O化学发光反应截面的实验研究

本工作利用分子束装置,研究了Ba+N_2O化学发光反应截面σ_(?)与碰撞能E的关系。得全在相对平动能0.1～0.3eV时σ_(?)≌0.1(?)~2。在束一气装置上得到碰撞总截面σ_(101)～92(?),并利用Arrhenius实验曲线给出在T_(N_2O)～300K时活化能E_α~*=1.0千卡/克分子,从而得出,:奖发态的产物粒子仅是总碰撞数的千分之一     

带有重置条款的可转换债券定价

可转换债券是中国证券市场的热点之一.本文主要研究如何给带有重置条款的可转换债券进行定价.文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价.     

基于PCAU-Net的快速多通道磁共振成像方法

多通道磁共振成像方法采用多个接收线圈同时欠采样k空间以加快成像速度,并基于后处理算法重建图像,但在较高加速因子时,其图像重建质量仍然较差．本文提出了一种基于PCAU-Net的快速多通道磁共振成像方法,将单通道实数U型卷积神经网络拓展到多通道复数卷积神经网络,设计了一种结构不对称的U型网络结构,通过在解码部分减小网络规模以降低模型的复杂度．PCAU-Net网络在跳跃连接前增加了1×1卷积,以实现跨通道信息交互．输入和输出之间利用残差连接为误差的反向传播提供捷径．实验结果表明,使用规则和随机采样模板,在不同加速因子时,相比常规的GRAPPA重建算法和SPIRiT重建方法,本文提出的PCAU-Net方法可高质量重建出磁共振复数图像,并且相比于PCU-Net方法,PCAU-Net减少了模型参数、缩短了训练时间．