纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Matrix representation of three-dimensional astigmatic resonators

Three-dimensional astigmatic resonators, typical examples of which are the resonators bounded by cylindrical-spherical mirrors and cylindrical-cylindrical mirrors oriented at an arbitrary crossed angle, are investigated in detail by using a complex curvature tensor concept and generalized tensor ABCD law. Computerized numerical calculations illustrate some interesting characteristics of these astigmatic resonators.     

Effect of carbon content on the microstructure and the cracking susceptibility of Fe-based laser-clad layer

The laser cladding of Fe-based alloys on a medium carbon steel substrate was performed using a CO₂ laser and Ar shielding gas that was blown into a molten pool. The microstructure and cracking susceptibility of the laser-clad layers were studied in terms of carbon additions. Results show that the small change of the carbon content in the alloy powders can obviously change the microstructure and properties of the layers. When the carbon content is in the range of 0.3–0.4 wt.%, the decrease of the carbon content in alloy powders will increase the hardness and toughness of the layers simultaneously under the same process parameters. As a result, crack-free coatings with high hardness can be obtained. As the carbon content increases from 0.2 wt.% to 0.4 wt.%, the segregation ratio of chromium increases, while the segregation ratios of nickel, manganese, and silicon first decrease and then increase. At the same time, a new designing principle concerning the composition and microstructure has been put forward, and the principal mechanisms of strengthening and toughening of the layers are fine-grain strengthening and low carbon martensitic phase transformation strengthening.     

矩阵方程（A^TXA，B^TXB=（C，D）的反对称解及其最佳逼近

本利用矩阵对的标准相关分解，得到了矩阵方程(A^TXB，B^TXB)=(C，D)反对称解存在的充分必要条件及通解表达式，同时给出了解关于已知矩阵的最佳逼近．     

求解非对称线性方程组的QMRGCGS方法

1 引言 求解非对称线性方程组Ax=b的双共轭梯度方法(BCG)[3]和它的变形共轭梯度平方方法(CGS)[6]都有典型的不规则收敛行为,后来Freund和Nachtigal提出一种BCG类方法,即拟极小剩余方法(QMR)[7],用来补救BCG方法的收敛性并且产生了光滑的收敛曲线。然而,象BCG方法一样,QMR方法要用到系数矩阵A及其转置A~T与向量的乘积,为了解决这一问题,Freund提出TFQMR方法,此方法具有拟极小剩余性,同时不需用到A~T与向量的乘积。     

A modified Silver–Meal heuristic for dynamic lot sizing under incremental quantity discounts

This note presents a variation of the well-known Silver–Meal heuristic to deal with lot sizing under a combination of a known, but time-varying, demand pattern along with an incremental quantity discount structure. The heuristic is shown to perform very well on a set of experiments presented in a recent paper in this journal. Additional experiments are performed to further explore the time horizon effects on the relative performance of the newly proposed heuristic compared to the two best performing ones from the previous paper.     

CO_2 Reforming of CH_4 over Ni/CeO_2-ZrO_2-Al_2O_3 Prepared by Hydrothermal Synthesis Method

The Ni/CeO2-ZrO2-Al2O3 catalyst with different Al2O3 and NiO contents were prepared by hydrothermal synthesis method. The catalytic performance for CO2 reforming of CH4 reaction, the interaction among components and the relation between Ni content and catalyst surface basicity were investigated. Results show that the interaction between NiO and Al2O3 is stronger than that between NiO and CeO2-ZrO2.The addition of Al2O3 can prevent the formation of large metallic Ni ensembles, increase the dispersion of Ni, and improve catalytic activity, but excess Al2O3 causes the catalyst to deactivate easily. The interaction between NiO and CeO2 results in more facile reduction of surface CeO2. The existence of a small amount of metallic Ni can increase the number of basic sites. As metallic Ni may preferentially reside on the strong basic sites, increasing Ni content can weaken the catalyst basicity.     

Preparation of nanometer MgO by sol-gel auto-combustion

Nanometer MgO was prepared via a sol-gel auto-combustion technique using magnesium nitrate as raw material and citric acid as chelating agent. IR spectra of the dried gel were used to investigate the structure of the precursors. By studying the different TG curves of magnesium citrate gel prepared by different methods, we found that a combustion process occurred and the nitrate ions acted as an oxidant in the combustion process. TEM photographs of synthesized powders from the sol-gel auto-combustion showed that the crystallites were uniform in size. In addition, the XRD pattern of this sample showed that the particle size was 8.9 nm. The BET curves, in turn, showed that the specific surface of the sample was 26.34 m²/g. The mechanism of the frothing process in restraining agglomeration is discussed. __________ Translated from Journal of East China Normal University (Natural Science), 2007, (2): 52–57 [译自: 华东师范大学学报(自然科学版)]