基于非对称漂移双gamma跳-扩散过程的创新幂型期权定价模型

针对假设股价的对数收益率布朗运动在期权定价时产生的无法解释股价对数收益率的尖峰厚尾和序列相关性的缺陷,采用了Zhang提出的非对称漂移双gamma跳-扩散过程来描述资产(股价)的对数收益率运动形态(该过程是kou提出的双指数跳-扩散过程的推广),并利用Esscher风险中性变换,研究了幂型期权的定价公式.还设计了两种创新的幂型期权,在非对称漂移双gamma跳-扩散过程下给出了相应的定价公式.     

Synchronization in weighted complex networks: Heterogeneity and synchronizability

Synchronization in different types of weighted networks based on a scale-free weighted network model is investigated. It has been argued that heterogeneity suppresses synchronization in unweighted networks [T. Nishikawa, A.E. Motter, Y.C. Lai, F.C. Hoppensteadt, Phys. Rev. Lett. 91 (2003) 014101]. However, it is shown in this work that as the network becomes more heterogeneous, the synchronizability of Type I symmetrically weighted networks, and Type I and Type II asymmetrically weighted networks is enhanced, while the synchronizability of Type II symmetrically weighted networks is weakened.     

Synthesis, characterization and constitutional isomerism study of new aromatic polyamides containing pendant groups based on asymmetrically substituted meta-phenylene diamines

Four new aromatic polyamides containing pendant groups were synthesized by low temperature interfacial polycondensation of two asymmetrically substituted diamine monomers, namely, 4-[4-(1-methyl-1-phenylethyl) phenoxy]-1,3-diamino benzene and 4-{4-[(4-methylphenyl) sulphonyl]phenoxy}-1,3-diamino benzene with two aromatic diacid chlorides, namely isophthaloyl chloride and terephthaloyl chloride. Inherent viscosities of polyamides were in the range 0.64-0.72 dL/g indicating formation of medium molecular weight polymers. The weight average molecular weights and number average molecular weights, determined by gel permeation chromatography (polystyrene standard), were in the range 54,500-65,000 and 19,750-27,000, respectively. The constitutional isomerism of synthesized polyamides was investigated by ¹H and ¹³C NMR spectroscopy, where as the constitutional order was calculated from ¹H NMR spectroscopy and was found to be in the range 0.35-0.37. Polyamides containing pendant groups were essentially amorphous and were soluble in polar aprotic solvents such as N, N-dimethyl acetamide, N-methyl-2-pyrrolidone, N, N-dimethyl formamide and dimethyl sulfoxide. Polyamides exhibited glass-transition temperature in the range 237-254 °C. The initial decomposition temperature, determined by TGA in nitrogen atmosphere, of polyamides was in the range 371-410 °C indicating their good thermal stability.     

非对称同位素替代分子HD、HT和DT分子与氦原子(E=0.1 eV) 碰撞角分布计算

当入射氦原子能量E=0.1 eV时,用密耦方程(Close Coupling Equation)计算非对称同位素替代分子HD、DH-He碰撞的弹性和非弹性散射的角分布.     

Electronic Structures of Asymmetrically Substituted Phthalocyanines and Their Second Non‐linear Optical Properties

Quantum‐chemical AM1 calculations were performed to study the geometries, the electronic structures and the second nonlinear optical properties of phthalocyanine and some asymmetrically substituted phthalocyanines, which include tert‐butyl, amino, dimethylamino, nitro, fluoro, chloro, bromo, iodo and nitrile substituents. The relationships of the second nonlinear optical coefficients β with dipole moment μ, and β with the energy‐gap differences of frontier orbitals ΔE_DA were discussed. Two relationships are regular and all ΔE_DA ‐ μ show very good linear relationship.