On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.     

Synthesis and characterization of a polyfluorene containing carbazole and oxadiazole dipolar pendent groups and its application to electroluminescent devices

We have synthesized a blue‐light‐emitting polyfluorene (PF) derivative ( PF‐CBZ‐OXD ) that presents bulky hole‐transporting carbazole and electron‐transporting oxadiazole pendent groups functionalized at the C‐9 positions of alternating fluorene units. The results from photoluminescence and electrochemical measurements indicate that both the side chains and the PF main chain retain their own electronic characteristics in the copolymer. An electroluminescent device incorporating this polymer as the emitting layer was turned on at 4.5 V; it exhibited a stable blue emission with a maximum external quantum efficiency of 1.1%. Moreover, we doped PF‐CBZ‐OXD and its analogue PF‐TPA‐OXD with a red‐light‐emitting iridium phosphor for use as components of phosphorescent red‐light emitters to investigate the effect of the host's HOMO energy level on the degree of charge trapping and on the electrophosphorescent efficiency. We found that spectral overlap and individual energy level matching between the host and guest were both crucial features affecting the performance of the electroluminescence devices. Atomic force microscopy measurements indicated that the dipolar nature of PF‐CBZ‐OXD , in contrast to the general nonpolarity of polydialkylfluorenes, provided a stabilizing environment that allowed homogeneous dispersion of the polar iridium triplet dopant. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 2925–2937, 2007     

Determinant formulas for class numbers in function fields

In this paper, by extending Kucera's idea to the function field case, we obtain several determinant formulas involving the real class number and the relative class number of any subfield of cyclotomic function fields. We also provide several examples using these determinant formulas.

     

Self-dual Chern–Simons Vortices on Bounded Domains

In this Letter we consider the Abelian Chern–Simons vortices on a bounded simply connected domain. We establish the existence of solutions for the self-duality equations. We prove the uniqueness of solutions when all the vortex points are equal and the domain is star-shaped. We also show the radial symmetry of solutions on balls centered at the vortex point.     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Generation of highly stable amidate anion in anionic polymerization of 3‐(triethylsilyl)propyl isocyanate

To study living anionic polymerization, 3‐(triethylsilyl)propyl isocyanate (TEtSPI) monomer was synthesized by hydrosilylation of allylamine with triethylsilane and treatment of the resulting amine with triphosgene. The polymerization of TEtSPI was performed with sodium naphthalenide (Na‐Naph) as an initiator and in the absence and presence of sodium tetraphenylborate (NaBPh₄) as an additive in tetrahydrofuran (THF) at ?78 and at ?98 °C. A highly stabilized amidate anion for living polymerization of isocyanates was generated for the first time with the combined effect of the bulky substituent and the shielding action of the additive NaBPh₄, extending the living character at least up to 120 min at ?98 °C. Even the anion could exist at ?78 °C for 10 min. A block copolymer, poly(n‐hexyl isocyanate)‐b‐poly[(3‐triethylsilyl)propyl isocyanate]‐b‐poly(n‐hexyl isocyanate), was synthesized with quantitative yields and controlled molecular weights via living anionic polymerization in THF at ?78 °C for TEtSPI and ?98 °C for n‐hexyl isocyanate, respectively, with Na‐Naph with three times of NaBPh₄ as a common ion salt. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 933–940, 2004     

Synthesis and characterization of soluble polyimides containing trifluoromethyl groups in their backbone

A series of polyimides were synthesized from 2,2‐Bis(3,4‐dicarboxyphenyl)hexafluoropropane, 2,2‐bis(3‐amino‐4‐hydroxyphenyl)‐hexafluoropropane, and 4,4′‐oxydianiline by chemical imidization. The effects of the diamine ratios on the properties of the films were evaluated through the study of their thermal, electrical, and morphological properties. All the polymers exhibited better solubility in most of the organic solvents and hence were easily processable. Polyimides with more 2,2‐bis(3‐amino‐4‐hydroxyphenyl)‐hexafluoropropane exhibited better solubility and a low refractive index, which is highly desired for microelectronic applications. The dielectric constant and birefringence were strongly dependent on the fluorine content. With an increase in the fluorine substitution, both the dielectric constant and birefringence decreased. All the polymers exhibited high thermal stability (>400 °C). The absence of crystalline melting in differential scanning calorimetry and broad wide‐angle X‐ray diffraction patterns revealed the amorphous nature of the polymers, which was due to the presence of bulky CF₃ groups and hinged ether linkages of the diamine component. The residual stress values decreased with an increase in the 4,4′‐oxydianiline content, and the results were in agreement with the dielectric constant. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 4303–4312, 2004     

时滞种群模型的正周期解对所有正解的吸引性

建立了对数种群模型Ｎ′（ｔ）＝Ｎ（ｔ）｛ｒ（ｔ）－ａ１（ｔ）ｌｎ［Ｎ（ｔ）］－ａ２（ｔ）ｌｎ［Ｎ（ｔ－τ（ｔ））］｝的周期正解的存在性，并得到了正周期解对所有正解的吸引性．