排序方式: 共有55条查询结果,搜索用时 62 毫秒
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在HJM模型下考虑远期利率由两个独立的布朗运动驱动,利用鞅方法得到了三种奇异的债券期货期权—上限型期货期权,抵付型期货期权与后定选择期货期权的定价公式。 相似文献
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The technology of zinc-diffusion to improve catastrophic optical damage (COD) threshold of compressively strained GaInP/A1GaInP quantum well laser diodes has been introduced. After zinc-diffusion, about 20-μm-long region at each facet of laser diode has been formed to serve as the window of the lasing light. As a result, the COD threshold has been significantly improved due to the enlargement of bandgap by the zinc-diffusion induced quantum well intermixing, compared with that of the conventional non-window structure. 40-mW continuous wave output power with the fundamental transverse mode has been realized under room temperature for the 3.5-μm-wide ridge waveguide diode. The operation current is 84 mA and the slope efficiency is 0.74 W/A at 40 mW. The lasing wavelength is 656 nm. 相似文献
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风险测量的一种新方法——扭曲(distortion)风险度量,证明了扭曲函数满足一致性的充要条件;并比较该方法与VaR、Tail-VaR方法的优劣,得出该方法优于VaR和Tail-VaR的结论. 相似文献
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CeO2/BaMnAl11O19-a催化剂制备及甲烷催化燃烧研究 总被引:3,自引:2,他引:3
采用反相微乳液法制备了BaMAl11O19-a(M=Mn,Co,Ce)催化剂,研究了M对催化剂相组成、比表面积和甲烷催化燃烧活性的影响.Mn促进六铝酸盐的形成,Mn基催化剂比表面积虽低,甲烷燃烧活性却较高.Ce基催化剂的热稳定性高,比表面积大幅度增加,但甲烷催化燃烧活性比Mn基催化剂低.Ce和Mn的共同作用使CeO2/BaMnAlO19-a催化剂不仅比表面积较大,而且具有较高的甲烷燃烧活性.在100h连续试验中,CeO2/BaMnAl11O19-a催化剂活性稳定,有望成为催化热汽轮机燃烧器的潜在催化剂之一. 相似文献
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企业破产分析是不确定的、非线性的复杂系统,传统方法往往难以准确描述这种非线形特性,而支持向量机能够解决线性及非线性分类问题并且具有全局收敛性和良好的推广能力,因此,基于支持向量机的智能化新技术建立企业破产分析预测系统模型.实证表明该模型具有良好的预测能力和较强的实用性. 相似文献
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