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31.
32.
We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies. 相似文献
33.
CV Tomy D Pal SS Banerjee S Ramakrishnan AK Grover S Bhattacharya MJ Higgins G Balakrishnan McK Paul 《Pramana》2002,58(5-6):925-935
The weakly pinned single crystals of the hexagonal 2H-NbSe2 compound have emerged as prototypes for determining and characterizing the phase boundaries of the possible order-disorder
transformations in the vortex matter. We present here a status report based on the ac and dc magnetization measurements of
the peak effect phenomenon in three crystals of 2H-NbSe2, in which the critical current densities vary over two orders of magnitude. We sketch the generic vortex phase diagram of
a weakly pinned superconductor, which also utilizes theoretical proposals. We also establish the connection between the metastability
effects and pinning. 相似文献
34.
Al and N codoped ZnO thin films were grown on n-Si (100) substrate by sputtering technique. Hall effect measurements of as-grown films exhibited n-type conduction, however 500 °C Ar annealed codoped films showed p-type conductivity with a hole concentration of 9.9 × 1016 cm− 3, resistivity of 15.95 Ω-cm and hole mobility of 3.95 cm2/Vs, respectively. Codoped ZnO thin films were found to be highly c-axis oriented with good crystal quality. A neutral acceptor-bound exciton and donor-acceptor-pair emissions that appeared at room temperature photoluminescence measurement verify p-type conduction in Al and N codoped ZnO film. The current-voltage characteristics of p-n heterojunction evidently showed a diode like rectifying behaviour. 相似文献
35.
Ply-by-ply failure analysis of symmetric and anti-symmetric laminates under uniform sinusoidal transverse dynamic loading is performed for a specified duration. The study investigates the first ply failure load, followed by the detection of successive ply failures along with their failure modes using various failure theories. Some of the well-established failure theories, mostly used by the researchers, are considered for the failure prediction in laminates. The finite element computational model based on higher order shear deformation displacement field is used for the failure analysis and the complete methodology is computer coded using FORTRAN. The ply-discount stiffness reduction scheme is employed to modify the material properties of the failed lamina. The failure theories used in the analysis are compared according to their ability to predict failure load, failed ply, failure mode and progression of failure. The failure analysis is performed for both the cross-ply and angle-ply laminates with all edges simply supported and clamped. The significance of fibre orientation and stacking sequence in terms of the strength of a laminate and failure progression is also highlighted. 相似文献
36.
37.
Studies on CdS nanoparticles dispersed in silica matrix prepared by sol-gel technique 总被引:2,自引:0,他引:2
B. Bhattacharjee S.K. Bera D. Ganguli S. Chaudhuri A.K. Pal 《The European Physical Journal B - Condensed Matter and Complex Systems》2003,31(1):3-9
SiO2/CdS-nanoparticle composite films (SiO2:CdS=85:15, 80:20, 75:25 and 70:30) were prepared by the sol-gel route. The films were characterized by studying microstructural
(XRD and TEM) and optical (transmittance and photoluminescence) properties. Band gaps of these films annealed at different
temperatures (373-473 K) for different times (10-120 min) indicated that the signature of nanocrystallinity is retained throughout
the range of our experimental conditions. A thermal diffusion process controlled growth in the crystallite size with increasing
annealing time and temperature. The average radii of the nanoparticles varied as the cube root of the annealing time but showed
exponential dependence on the inverse of annealing temperature. Photoluminescence (PL) studies of the composite films indicated
excitonic transitions. Theoretical analysis of the line shapes of the PL peaks recorded at 300 K and 80 K could be accounted
for by the combined effects of size distribution and phonon broadening. It was observed that the deformation potential (E
d) effectively controlled the line shapes of the PL measurements.
Received 24 May 2002 Published online 27 January 2003
RID="a"
ID="a"e-mail: msakp@mahendra.iacs.res.in 相似文献
38.
Jitendra Pal Singh Gagan Dixit R.C. Srivastava H.M. Agrawal V.R. Reddy Ajay Gupta 《Journal of magnetism and magnetic materials》2012
We investigated the magnetic behavior of nanosized zinc ferrite with the help of vibrating sample magnetometry and in-field Mössbauer spectroscopy. The nanoparticles of zinc ferrite with crystallite size ranging from 10 to 62 nm were synthesized by a nitrate method. The structure and phase were determined with the help of X-ray diffraction. Attributes of cation inversion were found with the calculated values of lattice parameter. The saturation magnetization decreases with the increase in crystallite size at room temperature, while these values are almost the same at 10 K for all the samples except the one with crystallite size of 10 nm. The thermal magnetization measurement shows a decrease in blocking temperature with increase in particle size for these samples. The synthesized samples exhibit the presence of antiferromagnetic ordering below the blocking temperature as investigated by in-field Mössbauer spectroscopy. 相似文献
39.
M.?Pal Chowdhury R. K.?Roy S. R.?Bhattacharyya A. K.?PalEmail author 《The European Physical Journal B - Condensed Matter and Complex Systems》2005,45(1):47-53
Undoped, Be-doped and Si-doped polycrystalline GaN films were deposited by
R.F. sputtering onto fused silica substrates. The films were deposited at various deposition temperatures ranging from 300 K
to 623 K and characterized by optical measurements while the microstructural information was obtained from SEM and XRD studies.
The compositional study for the GaN film was carried out using SIMS. Residual stresses in these films were evaluated from
the band tail of the absorption spectra as well as from direct measurements of hardness by commercially available depth sensing
indentometer. It was observed that undoped GaN films had the highest hardness followed by that for Be-doped and Si-doped films.
The values of hardness obtained form the above optical measurement tallied quite well with those obtained from direct indentation
measurement. 相似文献
40.
Within a relativistic mean-field model with nonlinear isoscalar–isovector coupling, we explore the possibility of constraining the density dependence of nuclear symmetry energy from a systematic study of the neutron skin thickness of finite nuclei and neutron star properties. We find the present skin data supports a rather stiff symmetry energy at subsaturation densities that corresponds to a soft symmetry energy at supranormal densities. Correlation between the skin of 208Pb and the neutron star masses and radii with kaon condensation has been studied. We find that 208Pb skin estimate suggest star radii that reveals considerable model dependence. Thus precise measurements of neutron star radii in conjunction with skin thickness of heavy nuclei could provide significant constraint on the density dependence of symmetry energy. 相似文献