期权定价的局部线性预测法

在为期权定价时,使用B-S公式算得的结果和市场交易值存在一定偏差.本文针对这一问题,给出了一种新的期权定价数值方法,即局部线性预测法.并用股票期权的实际交易数据对这一方法进行了数值验证,表明这一方法是有效的.     

17N+197Au反应中碎片与中子的符合测量

在3?3?.4MeV/u ¹⁷N束轰击¹⁹⁷Au靶产生的反应中,利用放置于不同角度组合的17个中子探测器(4°—83°)和14个半导体望远镜(2.3°—9.0°)对反应产物碎片与中子进行了符合测量.经对所得实验角分布积分得到Z=3—6元素的同位素产额分布.在参加者-旁观者模型框架下,采用¹⁷N原子核内部的不同密度分布计算了同位素产额分布并与实验数据做比较.     

In situ observation of NaBi(WO4)2 dendrite growth and the study on microstructure of solidification

The dendrite growth process of transparent NaBi(WO₄)₂ with small prandtl and high melting point was studied by using the in-situ observation system. According to the dynamic images and detailed information, there are two kinds of restriction effect on the dendrite growth, the competition between arms and branches and the convection in the melt. The dendrite growth rate was time dependent, and the rate of arm growth reached the maximum 5.8 mm/s in the diffusive-advective region and rapidly decreased in the diffusive-convective region. The growth rate of branch had the same change trends as the arm’s. Based on the EPMA-EDS data of solidification structure of quenched NaBi(WO₄)₂ melt, it was found that there were component differences from stoichiometric concentration in the melt near the interface during the growth process. Supported by the National Natural Science Foundation of China (Grant No. 50331040) and the Innovation Funds from Shanghai Institute of Ceramics, Chinese Academy of Sciences (Grant No. SCX0623)     

一类非定常对流占优扩散问题差分-流线扩散法的后处理

讨论了一类非定常对流占优扩散方程的差分-流线扩散格式(FDSD),利用插值后处理技术,提高了特殊网格下该FDSD格式在双线性元空间的精度,从而按L∞(L2(Ω) 模达到最优．     

Angular and NiFe thickness dependence of exchange bias in IrMn/NiFe/IrMn thin film

Exchange biased IrMn/NiFe/IrMn thin films were studied as a function of NiFe thickness. In plane angular dependence of a resonance field distribution which is measured by FMR was analyzed as a combined effect of an unidirectional anisotropy and an uniaxial anisotropy. The unidirectional anisotropic field and the uniaxial anisotropic field were linearly varied with NiFe thickness while the films with a thicker NiFe layer do not follow the linear variation. Resonance field and linewidth variations were also analysed with NiFe thickness.     

液态泡沫结构及其稳定性

液态泡沫由大量气泡密集堆积在少量的表面活性剂溶液中形成，是具有高度自组织结构的典型的软物质．文章从泡沫物理学角度简要介绍了液态泡沫的结构特征和稳定性方面的研究．     

The study of exchange coupling in NiFe/Cu/IrMn trilayer structures by MOKE and FMR measurements

The exchange coupling strength of NiFe/Cu/IrMn trilayer films was examined with both a new magneto optical Kerr effect (MOKE) method developed for the exchange coupling field determination and ferromagnetic resonance (FMR) measurements. We found that the value for exchange coupling field obtained by the MOKE technique coincided with FMR result with high accuracy. Other peculiarities of FMR measurements due to interlayer exchange coupling such as angular dependence of resonance field on Cu spacer thickness are also shown in the article.     

Minimax Theorems Involving Two Functions and Strictly Monotone Transformations of Their Values

Two two-function minimax theorems are proved.The concavity-convexity conditions of the twofunctions involve strictly monotone transformations and mixing of the values of the two functions,and aredescribed by the inequalities as upward and weakly downward conditions.     

高能闪光照相对电子束参数的要求

对高能闪光机光源性能用Monte-Carlo方法模拟研究发现：并非击靶电子束半径越小、发射度越低, 闪光机的照相性能就会越好. 研究结果表明：为了使闪光照相图像视面上照射量分布比较均匀, 对束半径与电子束归一发射度有一个联合限制, 对于20MeV闪光机, 如果击靶电子束有效半径是0.12cm, 那么仅当束归一发射度≥550cm.mrad时,在2°内的照射量不均匀性才小于5%.     

The effect of surface crystalline layers on asymmetric off-diagonal magnetoimpedance in field-annealed CoFeSiB amorphous ribbons

The off-diagonal magnetoimpedance in field-annealed CoFeSiB amorphous ribbons was measured using a pick-up coil wound around the sample. One side of a ribbon was etched in hydrofluoric acid solution during various times in order to change the thickness of the surface crystalline layer appearing after annealing. The asymmetric two-peak field dependence of the off-diagonal impedance was observed for all samples. The evolution of the off-diagonal magnetoimpedance with the change in the ribbon thickness is analyzed.