Black-Scholes期权定价公式的博弈论相关分析

从博弈论理论角度出发分析了B lack-Scho les期权定价公式的内容,把期权价格看作期权交易过程中依赖于股票价格的收益期望值,通过计算这个无限随机过程的密度函数得出B lack-Scho les期权定价公式.     

大型稀疏无约束最优化的列分划校正Cholesky因子算法

我们考虑求解无约束优化问题1引言(?)f(x),(1)其中f：D(?)R~n→R为R~n上的二次连续可微函数,且f(x)的二阶Hesse阵H(x)稀疏、正定．为了求解问题(1),我们考虑下列Newton型方法x~(k 1)=x~k-(B~k)~(-1)▽f(x~k),k=0,1,…,(2)其中B~k是和Hesse阵H(x~k)具有相同稀疏性的近似．由于Hesse阵对称,我们假定B~k对称．为了具体说明给定矩阵B的稀疏性,我们使用M来定义指标对(i,j)的集合,其     

Low noise gain-clamped L-band erbium-doped fiber amplifier by utilizing fiber Bragg grating

A novel gain-clamped long wavelength band (L-band) erbium-doped fiber amplifier (EDFA) is proposedand experimented by using a fiber Bragg grating (FBG) at the input end of the amplifier. This designprovides a good gain clamping and decreases noise effectively. It uses two sections of erbium-doped fiber(EDF) pumped by a 1480-nm laser diode (LD) for higher efficiency and lower noise figure (NF). The gainis clamped at 23 dB with a variation of 0.5 dB from input signal power of -30 to -8 dBm for 1589 nm andNF below 5 dB is obtained. At the longer wavelength in L-band higher gain is also obtained and the gainis clamped at 16 dB for 1614 nm effectively. Because the FBG injects a portion of backward amplifiedspontaneous emission (ASE) back into the system, the gain enhances 5 dB with inputting small signal.     

Synthesis and antitumor activity of a group of diosgenyl glycosides

Using orthogonal protection-deprotection glycosylation strategy, a series of diosgenyl glycosides with same of monosaccharides component but different in sequence were synthesized. The antitumor activity in vitro of synthesized diosgenyl glycosides was evaluated by standard MTT assay. It was observed that diosgenyl glycosides with a rhamnopyranosyl at C2′ of glucopyranosyl residue show potent antitumor activity in vitro.     

Optical properties and structures of silver thin films deposited by magnetron sputtering with different thicknesses

A series of thin Ag films with different thicknesses grown under identical conditions are analyzed by means of spectrophotometer. From these measurements the values of refractive index and extinction coefficient are calculated. The films are deposited onto BK7 glass substrates by direct current (DC) magnetron sputtering. It is found that the optical properties of the Ag films can be affected by films thickness.Below critical thickness of 17 nm, which is the thickness at which Ag films form continuous films, the optical properties and constants vary significantly with thickness increasing and then tend to a stable value up to about 40 nm. At the same time, X-ray diffraction measurement is carried out to examine the microstructure evolution of Ag films as a function of films thickness. The relation between optical properties and microstructure is discussed.     

ECR源的新工作模式

叙述了兰州重离子加速器ＥＣＲ２源所使用的新工作模式的条件、特点及高电荷态离子束的输出性能，给出了对该模式特点的初步分析．     

荧光素单磷酸酯的合成和其应用于荧光光度法测定酸性磷酸酯酶

本文新合成了荧光素单磷酸酯,通过元素分析、红外、热谱确定了其结构,探讨了其生成机理,并将其应用到酸性磷酸酯的荧光分析,深入研究了它与酸性磷酸酯酶之间反应的条件、检测此酶的线性范围、检测限和米氏常效.     

超短脉冲激光选通电子学全息成象系统研究

本文介绍了最早到达光概念,分析了超短脉冲激光电子学全息实现选通最早到达光成象的原理.用超短脉冲激光拍摄全息图,相当于用多色光记录全息图,当用单色光再现这种全息图时,会给再现象造成一个模糊量.在一般全息理论中,只讨论了采用单色光记录全息图,复色光再现所造成的模糊量.因此,本文中讨论的是一个与此相反的问题,即用多色光记录全息图,单色光再现的情况,并且着重讨论了超短脉冲激光记录全息图的情况.最后得出结论,在用超短脉冲激光拍摄全息图时,最好采用象面全息术.