动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Classification of real moduli spaces over genus 2 curves

We classify, in terms of simple algebraic equations, the fixed point sets of the moduli space of stable bundles over genus 2 curves with anti-holomorphic involutions.Research supported by SRF of University of Missouri.     

An algorithm for decomposing a polynomial system into normal ascending sets

We present an algorithm to decompose a polynomial system into a finite set of normal ascending sets such that the set of the zeros of the polynomial system is the union of the sets of the regular zeros of the normal ascending sets.If the polynomial system is zero dimensional,the set of the zeros of the polynomials is the union of the sets of the zeros of the normal ascending sets.     

Construct non-graded bi-Frobenius algebras via quivers

Using the quiver technique we construct a class of non-graded bi-Frobenius algebras. We also classify a class of graded bi-Frobenius algebras via certain equations of structure coefficients.     

Kinetic behaviour of aluminum naphthenate/benzene system in process of gelation and degradation

The kinetic behaviour of aluminum naphthenate/benzene system in the process of gelation and degradation was systematically studied. The results obtained from the kinetic experiments indicated that the gelation stage was in accordance with a kinetic model of an auto-catalytic first-order reaction, and the degradation stage was a simple first-order reaction. The rate constants in these two stages at various temperaturs were measured. And the determined apparent activation energies for the gelation stage and for the degradation stage are 27.5±2.0 and 37.7±2.3 kJ/mol, respectively.     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

四阶方程两点边值问题Hermite有限元解的渐近展式与外推

1引言有限元解的渐近展式是提高微分方程数值解精度的重要工具,比如亏量校正和外推就是建立在有限元解的渐近展式的基础之上．许多作者对此进行了大量的研究(见[1]-[4]),特别是文[1],提出了在研究有限元解的渐近展式中十分有用的能量嵌入技巧．本文利用能量嵌入定理得到了四阶方程两点边值问题Hermite有限元解及其二阶平均导数的渐近展式,进一步我们还讨论了它们的Richardson外推公式．考虑四阶方程两点边值问题     

Nanoparticle composites: FePt with wide-band-gap semiconductor

We present a simple way to synthesize FePt and ZnO (wide-band-gap semiconductor) nanoparticle composites. The FePt nanoparticles were fabricated using the method reported by Sun et al. By controlling the heating rate, 3 nm FePt nanoparticles were synthesized. Well-dispersed FePt and ZnO nanoparticle composites were prepared by further adding zinc acetate and oleyl amine into the 3 nm FePt nanoparticle dispersion. By controlling the molar ratio of the FePt and zinc acetate, FePt and ZnO nanoparticle composites with different FePt particle fractions were obtained. The intensity of photo luminescence spectra of the nanoparticle composites increases very much with decreasing FePt particle fraction, whereas the peak position shifts a little. After annealing at 550 °C for half an hour, the nanoparticle composites become magnetically hard or semi-hard with coercivity much dependent on the FePt particle volume fraction. The coercivity of the composites increases with annealing temperature. The composites hold the promise of applications in new generation recording and/or optical devices.     

Phosphonate electrochemical recognition by molecularly imprinted deposited film

In this paper, thin films of titanium oxide imprinted with O,O-dimethyl-(2,4-dichlorophenoxyacetoxyl)(3′-nitrobenyl) methinephosphonate (Phi-NO₂) were prepared via liquid phase deposition (LPD) method on a glassy carbon electrode. The imprinted molecular in the films was removed by treatment with immersion in CH₂Cl₂. X-ray diffraction (XRD) and electrochemical methods were introduced to show the evidence of the molecular imprinting phenomenon. It was also found that the recognition ability of the sensor depended on the substituents associated with tridimensional structures of the nitro-compounds. Under the optimized condition, the sensor showed better sensitivity, selectivity and reproducibility to the imprinted molecule and the linear relationship between the current and the concentration of analyte in the range of 0.1-50 μM was obtained. LPD proved to be a powerful method for imprinting titanium oxide thin sense films.     

单晶和多晶纯铝蠕变过程中的内耗

研究了单晶和多晶纯铝蠕变过程中的低频内耗. 在单晶纯铝中观察到: 内耗在蠕变初期单调下降, 在蠕变第一阶段后期出现了一个显著的时间内耗峰, 在蠕变第二阶段内耗趋于稳定值. 多晶纯铝在类似实验条件下则不出现时间内耗峰. 文中分析了出现时间内耗峰的条件和原因, 认为它是由于蠕变第一阶段中运动位错的阻尼系数逐渐增大所引起的. 文中还从蠕变过程中位错运动的微观机制出发, 推导出了蠕变过程中内耗的表达式, 满意地解释了实验结果. 关键词：