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91.
We present a numerical algorithm for pricing derivatives on electricity prices. The algorithm is based on approximating the generator of the underlying price process on a lattice of prices, resulting in an approximation of the stochastic process by a continuous time Markov chain. We numerically study the rate of convergence of the algorithm for the case of the Merton jump-diffusion model and apply the algorithm to calculate prices and sensitivities of both European and Bermudan electricity derivatives when the underlying price follows a stochastic process which exhibits both fast mean-reversion and jumps of large magnitude. 相似文献
92.
Andrew J. Thompson Dr. Jerome Dabin Javier Iglesias‐Fernández Dr. Albert Ardèvol Dr. Zoran Dinev Assoc. Prof. Spencer J. Williams Dr. Omprakash Bande Dr. Aloysius Siriwardena Carl Moreland Dr. Ting‐Chou Hu David K. Smith Prof. Harry J. Gilbert Prof. Carme Rovira Prof. Gideon J. Davies 《Angewandte Chemie (International ed. in English)》2012,51(44):11171-11171
93.
94.
Hang Chen Camel Tanougast Zhengjun Liu Loic Sieler Harry Ramenah 《Optical and Quantum Electronics》2017,49(4):157
A novel asymmetric cryptosystem for optical image is proposed using fingerprint based on iterative fractional Fourier transform. To enhance the security, a hyperchaotic phase generated by a 4D Lorenz system is considered as the public key in the proposed encryption system, while the private key is emerged by the retrieved phase and fingerprint. In the encryption process, the secret information is hid into the hyperchaotic phase. Subsequently, the private key can be obtained by a reversible operation. To decrypt the original image, the ciphertext and private key are imported into the input plane of fractional Fourier system. This system is also applicable for information authentication because the fingerprint is used both in encryption and decryption approach. Some numerical simulations have been done to test the validity and capability of the encryption system. 相似文献
95.
A series of four new azulene-1,5-diol diastereomers were prepared and found to exhibit large differences (ΔRf 0.22–0.46) in silica TLC mobilities despite having stereocenters four bonds apart. The stereoisomers were identified by X-ray crystallography, and in all cases the RR/SS diastereomers were less strongly retained than the RS/SR diastereomers. The crystal structures suggested that this is due to a conformational preference for the CF3 groups to be nearly perpendicular to the plane of the azulene ring, which caused the dihedral angle between the OH groups to be larger (in the RR/SS diastereomers) or smaller (in the RS/SR diastereomers). The smaller dihedral angles allow the RS/SR diastereomers to simultaneously bind to a silica surface and thus be more strongly retained. Two similar benzene derivatives and several cycloalkanediols with more proximate stereocenters showed little or no difference in mobilities between diastereomers, though the NMR differences were greater. Thus, the azulene ring is an important factor in enforcing the conformational preferences, either through steric interactions with the 4/8 substituents (H or methyl) or its significant dipole moment, or both. 相似文献
96.
Harry R. Hudson Rosalind J. Lee Ray W. Matthews 《Phosphorus, sulfur, and silicon and the related elements》2013,188(9):1691-1709
n-Benzhydryl-protected diethyl[3.3pc] esters of 1-amino-1-aryl- (phenyl, cumyl, p-dimethylaminophenyl, piperonyl, 1′-naphthyl, 9′-anthryl, 1′-pyrenyl) and 1-amino-1-heteroaryl- (furyl, 2′-thienyl, 3′-thienyl, 2′-pyrrolyl)-methanephosphonic acids, prepared by the addition of diethyl phosphite to the corresponding benzhydryl imines, have been isolated, purified, and characterized. The presence of chiral α -carbon and prochiral phosphorus in these esters gives rise to complicated features in their NMR spectra, which are discussed. Hydrolysis of the crude 1-aryl compounds in situ gave modest yields of the corresponding aminophosphonic acids (except for 1′-pyrenyl). Of the 1-heteroaryl derivatives, only the 2′-thienyl compound gave the expected aminophosphonic acid; in other cases, alternative[-18pc] modes of decomposition may occur under hydrolytic conditions. NMR and mass spectral data are given for all products. 相似文献
97.
Harry R. Allcock 《Phosphorus, sulfur, and silicon and the related elements》2013,188(4-5):661-671
The field of phosphazene high polymers has developed into a large area of more than 700 different types of macromolecules with novel combinations of properties and diverse applications. Small-molecule phosphazene rings have played a major role in these developments, first as starting materials for polymer synthesis, second as synthetic and structural models for the high polymers, and third as components of hybrid inorganic-organic macromolecules. These three aspects are reviewed, with examples taken from our recent work, together with some thoughts on the development of this and related fields in the future. 相似文献
98.
David G. Cameron Harry R. Hudson Isaac A. O. Ojo Max Pianka 《Phosphorus, sulfur, and silicon and the related elements》2013,188(3-4):183-197
Abstract N-(ω-Aminoalkyl)- and N-(ω-guanidinoalkyl)-aminoalkanephosphonic acids have been prepared from α, ω-diaminoalkanes by reaction with chloromethanephosphonic acid (or an ester of a halogeno-alkanephosphonic acid), followed by treatment with S-methylisothiouronium chloride. Ethylene diamine yielded 1-phosphonomethyl-2-iminoimidazolidine. A number of 1:1 salts of the α, ω-diamines and chloromethanephosphonic acid are also reported. Doubly charged zwitterionic structures are assigned to both ω-amino and ω-guanidino compounds on the basis of 31P and 13C nmr data. Thus the addition of an excess of acid (D2SO4) causes the 31P chemical shift to move to higher field, from ca. 8 to 14 ppm, whilst 1 Jpc increases from ca. 130 to 150 Hz. The 1H and 13C chemical shifts of the terminal methylene groups in the polymethylene chain are unaffected by acidification. Fast atom bombardment mass spectrometry gives rise to characteristic [M + H]+ ions, frequently as the base peak, and to fragmentations involving the loss of phosphorous acid, or the formation of ions resulting from carbon-nitrogen or carbon-carbon cleavage. The compounds show activity against a number of fungal pathogens and other microbial organisms. 相似文献
99.
Abstract The symmetric 'end-off' compartmental proligand 2,6-[N,N′-bis(2-hydroxy-phenylmethyl)-N,N′-bis(2-pyridylmethyl)aminomethyl]-4-methylphenol (H3L) has been used to generate homodinuclear nickel(II) and zinc(II) complexes. The crystal structures of the complexes reveal that the di-nickel(II) complex is donor asymmetric and the di-zinc(II) complex is coordination number asymmetric. In both complexes non-coordinated acetic acid molecules are tightly hydrogen-bonded to the pendant phenols of the ligand generating a double acid salt of the type[CH3COO…H…L…H…OOCCH3]3? in the dinickel complex and a single acid salt of the type [CH3COO…H…L]3? in the dizinc complex. In both cases the ligand periphery has been extended to provide a supraligand in which the donor potential of the original ligand has been enhanced. 相似文献
100.
Harry Adams Neil A. Bailey David E. Fenton Choki Fukuhara Masatoshi Kanesato 《Supramolecular chemistry》2013,25(4):325-330
Abstract The synthesis and crystal structure of the diprotonated cryptand derived from the reaction of tren and 2,6-diacetyl pyridine is reported. The imino nitrogens of the Schiff base linkages are directed so that the dicarbimine functions are in trans, trans geometry relative to the pyridine C-N bond. This configuration has not previously been reported in related pyridine-derived Schiff base macrocycles. 相似文献