基于傅立叶变换的SVJ模型的欧式期权定价

为了更加精确的计算期权价格,将结合随机波动和跳扩散模型(以下简称SVJ模型)以更好的描述期权标的资产价格过程,然而这样的价格过程无法得到概率密度函数的封闭形式,而只能得到包含特殊函数和无限求和的复杂的表达式.不过它们的特征函数都是封闭且是唯一的,因而可以通过它们的特征函数,并运用两种傅立叶变换的方法来求出期权价格.其中FFT算法计算的结果将与Monte Carlo模拟得出的结果进行比较,然后再将SVJ模型的计算结果和Black-Scholes模型进行比较.     

A single dual-mode gas sensor for early safety warning of Li-ion batteries: Micro-scale Li dendrite and electrolyte leakage

Li dendrites and electrolyte leakage are common causes of Li-ion battery failure. H₂, generated by Li dendrites, and electrolyte vapors have been regarded as gas markers of the early safety warning of Li-ion batteries. SnO₂-based gas sensors, widely used for a variety of applications, are promising for the early safety detection of Li-ion batteries, which are necessary and urgently required for the development of Li-ion battery systems. However, the traditional SnO₂ sensor, with a single signal, cannot demonstrate intelligent multi-gas recognition. Here, a single dual-mode (direct and alternating current modes) SnO₂ sensor demonstrates clear discrimination of electrolyte vapors and H₂, released in different states of Li-ion batteries, together with principal component analysis (PCA) analysis. This work provides insight into the intelligent technology of single gas sensors.     

等离子体辅助球磨Si-C复合负极材料及其电化学性能研究

首次采用介质阻挡放电等离子体辅助高能两次球磨制得Si-C复合材料,其结构为微纳尺度硅颗粒均匀分散于微米级碳基体上. Si-C复合电极首周期循环放电容量为1259 mAh·g^-1,20和100周期循环的容量分别为474和396 mAh·g^-1. 该电极充放电曲线和交流阻抗测试的结果表明,复合材料中的硅和碳均参与锂离子嵌/脱反应,且其电荷传导阻抗明显低于纯Si.