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2.
In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option. 相似文献
3.
In this paper, by extending Kucera's idea to the function field case, we obtain several determinant formulas involving the real class number and the relative class number of any subfield of cyclotomic function fields. We also provide several examples using these determinant formulas.
4.
We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and
first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
5.
Jun‐Hwan Ahn Choon‐Hwa Lee Yeong‐Deuk Shin Jae‐Suk Lee 《Journal of polymer science. Part A, Polymer chemistry》2004,42(4):933-940
To study living anionic polymerization, 3‐(triethylsilyl)propyl isocyanate (TEtSPI) monomer was synthesized by hydrosilylation of allylamine with triethylsilane and treatment of the resulting amine with triphosgene. The polymerization of TEtSPI was performed with sodium naphthalenide (Na‐Naph) as an initiator and in the absence and presence of sodium tetraphenylborate (NaBPh4) as an additive in tetrahydrofuran (THF) at ?78 and at ?98 °C. A highly stabilized amidate anion for living polymerization of isocyanates was generated for the first time with the combined effect of the bulky substituent and the shielding action of the additive NaBPh4, extending the living character at least up to 120 min at ?98 °C. Even the anion could exist at ?78 °C for 10 min. A block copolymer, poly(n‐hexyl isocyanate)‐b‐poly[(3‐triethylsilyl)propyl isocyanate]‐b‐poly(n‐hexyl isocyanate), was synthesized with quantitative yields and controlled molecular weights via living anionic polymerization in THF at ?78 °C for TEtSPI and ?98 °C for n‐hexyl isocyanate, respectively, with Na‐Naph with three times of NaBPh4 as a common ion salt. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 933–940, 2004 相似文献
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The single-phase diluted magnetic Fe-ion (5%) doped ZnO powders were prepared by solid-state reaction method. The powders were annealed in Ar or Ar/H2(5%) atmosphere at 1200 °C. The crystal structure, electric and magnetic properties for the Zn0.95Fe0.05O powders have been studied with X-ray diffraction (XRD) vibrating sample magnetometer, resistance and Hall measurement. All the peaks for the XRD pattern of samples belong to the hexagonal (P63mc) lattice of ZnO, and no indication of a secondary phase. The lattice parameters for the Zn0.95Fe0.05O with an annealing in Ar/H2(5%) atmosphere were a0=3.256 Å and c0=5.206 Å at room temperature. The hysteresis curve for the Zn0.95Fe0.05O at room temperature was enhanced ferromagnetic behaviour with an annealing in Ar/H2(5%) atmosphere. We give an explanation for enhanced ferromagnetic behaviour with H2 treatment by electric properties. 相似文献
8.
Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis
for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also
apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible
dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our
algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.
相似文献
9.
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals 总被引:1,自引:0,他引:1
Soohan Ahn 《Insurance: Mathematics and Economics》2007,41(2):234-249
In this paper, we consider an insurance risk model governed by a Markovian arrival claim process and by phase-type distributed claim amounts, which also allows for claim sizes to be correlated with the inter-claim times. A defective renewal equation of matrix form is derived for the Gerber-Shiu discounted penalty function and solved using matrix analytic methods. The use of the busy period distribution for the canonical fluid flow model is a key factor in our analysis, allowing us to obtain an explicit form of the Gerber-Shiu discounted penalty function avoiding thus the use of Lundberg’s fundamental equation roots. As a special case, we derive the triple Laplace transform of the time to ruin, surplus prior to ruin, and deficit at ruin in explicit form, further obtaining the discounted joint and marginal moments of the surplus prior to ruin and the deficit at ruin. 相似文献
10.