标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

量子阱非对称法布里-珀罗腔调制器电折变模式蓝移

对于从实验中观察到的GaAs/GaAlAs多量子讲非对称法布里一哨罗腔调制器中电致折射率变化引起的模式蓝移现象,从理论上予以讨论.利用等效光程方法分析了电致折射引起的模式的移动特性,实验和理论符合较好.     

边值问题的某些存在定理(英)

本文给出关于边值问题解的某存在唯一性定理及其应用．     

双齿配体—1,2—C_6H_4SX(X=O,S)的钴化合物~1H NMR研究

以~1H NMR谱学和磁化率对一些含邻苯二硫酚或巯基苯酚配体的钴化合物的磁性作了研究,并讨论了它们的电子结构。     

矩孔金属光栅矢量模式理论的数值计算

根据矩孔金属光栅的矢量模式理论，计算了不同入射方向，波长及偏振态情况下衍射场的分布，研究了不同光栅结构对衍射效率，偏振态变化的影响；同时，根据实际需要，加工制作了一批不同深度的矩孔光栅样品，进行了实验测量，并将计算值与实验值进行了比较，两者基本相符。     

c轴定向氮化铝薄膜的制备

利用电子回旋共振 (ECR)微波增强化学气相沉积法 (PECVD)并使用氮气 (N2 ) ,氩气 (Ar)和AlCl3蒸气作为气源在直径为 6 .35cm的 (10 0 )单晶硅片表面制备了c轴定向氮化铝 (AlN)薄膜 ,并使用X射线衍射仪及其X射线特征能谱和扫描电镜 (SEM)分析了薄膜特征 ,研究了微波功率、基板温度和N2 流量对薄膜c轴定向的影响 ,得到了c轴偏差角小于 5°的高质量大面积AlN薄膜。     

Analysis of saltation characteristics of bed-load transport in flowing water

The study of bed-load transport is of great significance both in theory and in practice. This paper discusses the saltation of bed-load solid grains in flowing water. Experiments and theoretic analysis have been made by means of high-speed photographing and advanced data processing technique with a combined method based on mechanical and statistical theories. It indicates that the saltation is the main form of the bed-load transport under ordinary flowing conditions. In the meantime, taking successive saltation as the model of bed-load transport, systematic analysis has been made with regard to the kinematic properties and mechanism of saltation. The statistical analysis shows that the probability density functions of the relative height and length of saltation are in conformity with Γ-type distribution, while the probability density functions of the relative velocities of saltation are in conformity with the Gaussian distribution. The project supported by National Natural Science Foundation of China     

Unexpected end‐groups of poly(acrylic acid) prepared by RAFT polymerization

Low‐molecular‐weight poly(acrylic acid) (PAA) was synthesized by reversible addition fragmentation chain transfer polymerization with a trithiocarbonate as chain‐transfer agent (CTA). With a combination of NMR spectroscopy and matrix‐assisted laser desorption/ionization time‐of‐flight mass spectrometry, the PAA end‐groups of the polymer were analyzed before and after neutralization by sodium hydroxide. The polymer prior to neutralization is made up of the expected trithiocarbonate chain‐ends and of the H‐terminated chains issued from a reaction of transfer to solvent. After neutralization, the trithiocarbonates are transformed into thiols, disulfides, thiolactones, and additional H‐terminated chains. By quantifying the different end‐groups, it was possible to demonstrate that fragmentation is the rate limiting step in the transfer reaction. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 5439–5462, 2004     

Influence of Particle Morphology and Flow Conditions on the Dispersion Behavior of Fumed Silica in Silicone Polymers

The dispersion behavior of agglomerates of several grades of fumed silica in poly(dimethyl siloxane) liquids has been studied as a function of particle morphology and applied flow conditions. The effects of primary particle size and aggregate density and structure on cohesivity were probed through tensile and shear strength tests on particle compacts. These cohesivity tests indicated that the shear strength of particle compacts was two orders of magnitude higher than the tensile strength at the same overall packing density. Experiments carried out in both steady and time‐varying simple‐shear flows indicate that dispersion occurs through tensile failure. In the steady‐shear experiments,enhanced dispersion was obtained at higher levels of applied stress and, at comparable levels of applied stress, dispersion was found to proceed faster at higher shear rates. Experiments conducted in time‐varying flows further corroborated the results obtained in tensile cohesivity tests. Experiments in which the mean and maximum stresses in the time‐varying flows were matched to the stresses produced in steady shear flows highlight the influence of flow dynamics on dispersion behavior.     

UV curing of a novel resin derived from poly(ethylene terephthalate)

The synthesis and characterization of photopolymerizable unsaturated polyester resins based on PET waste are described. The resins came from a depolymerization process based on the glycolysis of PET by diethylene glycol (DEG). Different molecular weights of glycolysates were synthesized. Then, the latter was functionalized by a methyl hemiester of maleic acid to obtain unsatured α,ω‐bismaleate PET oligomers. In the presence of an electron donor monomer, such as triethylene glycol divinyl ether, these electron acceptor oligomers were copolymerized by way of charge‐transfer complexes under UV irradiation. The reaction was monitored in situ by real‐time IR spectroscopy to study the kinetics of photopolymerization. This one was studied in relation with the physical and chemical characteristics of oligoesters and the composition of mixtures containing divinyl ethers. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 1324–1335, 2007