We introduce a Vasicek-type short rate model which has two additional parameters representing memory effect. This model presents better results in yield curve fitting than the classical Vasicek model. We derive closed-form expressions for the prices of bonds and bond options. Although the model is non-Markov, there exists an associated Markov process that allows one to apply usual numerical methods to the model. We derive analogs of an affine term structure and term structure equations for the model, and, using them, we present a numerical method to evaluate contingent claims. 相似文献
Binary diffusion coefficients, D12, of the metal acetylacetonates, palladium(II) acetylacetonate and cobalt(III) acetylacetonate, were measured from 308.2 to 343.2 K over the pressure range from 9 to 40 MPa at infinite dilution in supercritical carbon dioxide using the chromatographic impulse response method. The effects of pressure, temperature, density, and viscosity on D12 values were examined. It was observed that the D12 values of palladium(II) acetylacetonate and cobalt(III) acetylacetonate were larger than those of lipids with similar molecular weights, such as arachidonic acid and monoolein, respectively. Furthermore, the measured D12 data of each metal acetylacetonate were well correlated by the hydrodynamic equation D12/T as a function of carbon dioxide viscosity. 相似文献
The effects of the stop band (SB) in colloidal photonic crystals composed of silica spheres containing Eu3+‐ and Tb3+‐doped yttria nanoparticles are analysed. Reflection and transmission spectra indicate movement of the stop band, due to the 111 series of planes, towards shorter wavelengths with increasing angle of observation. The profile of the emission spectra is modified by the presence of the SB depending on the angle of measurement. Such a modification is more effective for a narrow emission band and it is thus more evident in the case of Tb3+ than Eu3+. An angular effect is also observed in the lifetime, which presents two maxima and one minimum. In the case of Tb3+ the maxima are at observation angles of 35 and 50°, and the minimum at 45°. We attribute this behaviour to penetration of the excitation beam at 475 nm modulated by the stop band. The ions excited in this way emit from different depths in the crystal, and therefore their lifetime will be affected differently by the same stop band, depending on the thickness of the crystal that must be crossed. Eu3+ shows a similar but less pronounced effect for two reasons: first, the main stop band (due to the 111 planes) is not effective at the excitation wavelength of 392 nm; second, the broadness of the Eu3+ emission is comparable to the width of the SB, and a decrease in the transition rate at the wavelength of the SB maximum is compensated by an increase at the sides of the SB.相似文献
A simple method for constructing gold nanoparticle‐modified electrodes with three‐dimensional nanostructures is demonstrated. The electrodes were prepared by casting citrate‐reduced AuNPs onto polycrystalline gold electrodes. The resultant electrodes had a large surface area‐to‐volume ratio, adequate for high protein loading and conferring high stability. The gold nanoparticle electrodes were covered with a self‐assembled monolayer of 11‐mercaptoundecanoic acid for electrostatic immobilization of cytochrome c (cyt c). At the electrode, direct, reversible electron transfer from cyt c was observed with remarkable stability. Moreover, an extremely high surface coverage of electrochemically active cyt c, 167 fully packed monolayers, was obtained through use of the electrode. 相似文献
In order to investigate the electronic state, the local structure, and the magnetic structure of a new ion oxide Fe3B7O13(OH), we have applied 57Fe Mössbauer spectroscopy. The room-temperature values of isomer shift and quadrupole splitting are 1.16 mm/s and 3.21 mm/s, respectively, which indicate that the Fe ions are in high spin Fe2?+? state. The spectrum at 4.2 K is composed of a well-resolved hyperfine sextet with the hyperfine field of 3.6 T. In a trimer, each Fe2?+? magnetic moment is supposed to be directed from Fe2?+? to OH???. 相似文献
We investigated the effects of indium doping on the superconducting properties of YBCO sintered samples and thin films. In2O3-doped YBCO and YBa2Cu3−xInxOy sintered samples showed a gradual decrease in the critical temperature (Tc) with increasing indium content; however, a Tc value above 80 K was maintained even up to 30 vol.% addition and x = 0.4, respectively. Ba3Cu3In4O12 was detected by X-ray diffractometry and energy-dispersive X-ray spectroscopy as a reaction product for both sintered samples. The normalized Jc under a magnetic field of 0.1 T showed a maximum at x = 0.3. Indium-doped YBCO films prepared by pulsed laser deposition showed a similar dependence of Tc on indium content as the sintered samples. 相似文献
In Fujikura, a large-scale ion-beam-assisted deposition (IBAD) system with a large ion source has been employed to fabricate biaxially textured MgO films. The large-scale IBAD system has multiple deposition lanes where substrate tapes move, and therefore we have to optimize experimental conditions at each lane. We selected an appropriate deposition area and, finally, we successfully fabricated a 1 km-length IBAD-MgO film at a production rate of 1 km/h. We also studied pulsed-laser-deposited (PLD) CeO2 films directly on the IBAD-MgO films in spite of a large lattice mismatch between CeO2 and MgO. From transmission electron microscope (TEM) observations at an interface between MgO and CeO2 films, it is revealed that there is domain-matching-epitaxy relationship between MgO and CeO2 films. We also fabricated thin (1.0 μm) and thick (3.7 μm) PLD – GdBa2Cu3O7−x (GdBCO) film on the long-length CeO2/MgO substrate (over 150 m). Critical currents (Ic) and current density (Jc) were over 300 A and 3 MA/cm2 respectively for the thin GdBCO film and were about 645 A and 1.7 MA/cm2 for the thick GdBCO film at 77 K in self-field. 相似文献
Iron man or weakling? Ligand‐field strengths are conveniently expressed by the empirical spectrochemical series. Although cyanide has been deeply entrenched as a strong‐field ligand, a couple of recent examples cast doubt toward the position of this ligand, namely the high‐spin (S=2) states of [CrII(CN)5]3? and [FeII(tpp)(CN)]?. tpp=meso‐tetraphenylporphinate.
In this study, uracil has been introduced as the nucleating agent (NA) for bacterially synthesized poly[(3‐hydroxybutyrate)‐co‐(3‐hydroxyhexanoate)] (PHBHHx) copolymers with HHx content of 5, 10, 18 mol‐%, and poly(3‐hydroxybutyrate) (PHB) homopolymer for the first time. Its effect was compared with the conventional NA of PHB, that is, boron nitride (BN), and two other naturally occurring pyrimidine derivatives, i.e., thymine and cytosine. The effects of uracil on the crystallization kinetics, melting behavior, spherulite morphology, and crystalline structure of PHBHHx and PHB were investigated by differential scanning calorimetry (DSC), polarized optical microscopy (POM), and wide‐angle X‐ray diffraction (WAXD). Uracil and BN exhibit the comparable nucleation efficiency on the crystallization of PHB, whereas uracil shows much more effective nucleation ability than BN for PHBHHx copolymers. With incorporation of 1 wt.‐% uracil, PHBHHx with 0–10 mol‐% HHx units can finish crystallization upon cooling at 10 °C · min?1. The crystallization half‐times (t1/2) of all the PHB and PHBHHx samples decrease significantly with presence of uracil. The crystallization rate of polymers further enhances with increase in uracil concentration. With addition of 1 wt.‐% uracil, the t1/2 value of PHBHHx with 10 mol‐% HHx units melt‐crystallizing at 80 °C decreases to ≈4.0% of the neat polymer, and the nucleation density increases by 3–4 orders of magnitude. The incorporation of uracil has no discernable effect on the crystalline structure of PHBHHx, as evidenced by WAXD results. It was proposed that the nucleation mechanism of the uracil/PHBHHx (or PHB) system might be the epitaxial nucleation.
Thiacalix[4]arenetetrasulfonate was treated with Ce(IV) in water at pH 9.5 to give novel phosphoester-hydrolyzing complexes.
The dinuclear Ce(IV) complex promoted the hydrolysis of p-nitrophenyl phosphate with a turnover frequency of 6.8 h−1 at 50 °C, showing fourfold higher activity than the mononuclear complex. The dinuclear complex was readily immobilized onto
an antibody by simply mixing them in water, hence its phosphatase-like activity was applied to the color-developing reaction
in immunoassay. The model assay using an antibody labeled with the dinuclear complex allowed the detection of as little as
10 ng mL−1 of a tumor marker, Bence–Jones protein, in a 96-well microtiter plate format. Analysis of urine for Bence–Jones protein was
performed by the proposed method. 相似文献