Valuation of futures options with initial margin requirements and daily price limit

The paper presents a valuation model of futures options trading at exchanges with initial margin requirements and daily price limit, and this result gives an academic guidance to design trading rules at exchanges. Unlike the leading work of Black, certain trading rules are considered so as to be more fit for practical futures markets. The paper prices futures options with initial margin requirements and daily price limit by duplicating them with the help of the theory of backward stochastic differential equations （BSDEs, for short）. Furthermore, an explicit expression of the price Of the call （or the put） futures option is given and also is shown to be the unique solution of the associated nonlinear partial differential equation.     

两种不锈钢在高压下的状态方程

 测定了两种不锈钢在室温下、4.5 GPa内的p-V关系，并给出了它们的Bridgman方程。根据Bridgman方程的系数a和b，计算了它们的格临爱森参数γ₀、体积模量B₀和B₀的压力导数B₀'。     

Resonant spin excitation in an overdoped high temperature superconductor

An inelastic neutron scattering study of overdoped Bi(2)Sr(2)CaCu(2)O(8+delta) ( T(c) = 83 K) has revealed a resonant spin excitation in the superconducting state. The mode energy is E(res) = 38.0 meV, significantly lower than in optimally doped Bi(2)Sr(2)CaCu(2)O(8+delta) ( T(c) = 91 K, E(res) = 42.4 meV). This observation, which indicates a constant ratio E(res)/k(B)T(c) approximately 5.4, helps resolve a long-standing controversy about the origin of the resonant spin excitation in high temperature superconductors.     

Highly simplified device for ultrashort-pulse measurement

We show that a frequency-resolved optical gating device using (1) a thick nonlinear crystal to replace the usual thin crystal and spectrometer and (2) a Fresnel biprism to replace the beam splitter and delay line yields a remarkably simple single-shot ultrashort-pulse intensity-and-phase measurement device with no sensitive alignment parameters and significantly greater sensitivity.     

新试剂2-羧基-5-硝基苯基重氮氨基-4-苯基-2-噻唑光度法测定微量铜的研究

本文研究了新试剂 2 -羧基 - 5 -硝基苯基重氮氨基 - 4 -苯基 - 2 -噻唑 ( CNPDAPT)在 Triton X- 1 0 0的存在下 ,与铜显色反应的适宜条件。结果表明在 p H1 0 .0的 Na2 B4O7- Na OH缓冲介质中 ,铜与试剂形成 1∶ 1红色配合物 ,其最大吸收波长位于 5 1 5 nm,表观摩尔吸光系数 ε=4.5 9× 1 0 4 L· mol- 1· cm- 1 ,铜量在0 - 2 0 μg/ 2 5 m L范围内遵守比耳定律。方法用于水样中微量铜的测定 ,结果满意。     

Synchronization of Takagi–Sugeno fuzzy stochastic discrete-time complex networks with mixed time-varying delays

In this paper, we propose and investigate a new general model of fuzzy stochastic discrete-time complex networks (SDCNs) described by Takagi–Sugeno (T–S) fuzzy model with discrete and distributed time-varying delays. The proposed model takes some well-studied models as special cases. By employing a new Lyapunov functional candidate, we utilize some stochastic analysis techniques and Kronecker product to deduce delay-dependent synchronization criteria that ensure the mean-square synchronization of the proposed T–S fuzzy SDCNs with mixed time-varying delays. These sufficient conditions are computationally efficient as it can be solved numerically by the LMI toolbox in Matlab. A numerical simulation example is provided to verify the effectiveness and the applicability of the proposed approach.     

Gas source MBE grown wavelength extended 2.2 and 2.5 μm InGaAs PIN photodetectors

Using homo-junction structure and relative thin linear graded In_xGa_1−xAs as the buffer layer, extended wavelength InGaAs PIN photodetectors with cut-off wavelength of 2.2 and 2.5 μm at room temperature have been grown by using GSMBE, and their performance over a wide temperature range have been extensively investigated. For those 2.2 or 2.5 μm detectors with 100 μm diameter, the typical dark current (V_R = 10 mV) and R₀A are 57 nA/10.3 Ω cm² or 67 nA/12.7 Ω cm² at 290 K, and 84 pA/4.70 kΩ cm² or 161 pA/3.12 kΩ cm² at 210 K respectively. The thermal activation energies of the dark current are 0.447 eV or 0.404 eV for 2.2 or 2.5 μm detectors respectively.     

脉冲激光偏振方向对氮分子高次谐波的影响——基于含时密度泛函理论的模拟

采用含时密度泛函方法,结合赝势模型和电子交换相关作用的广义梯度近似,模拟了氮分子在超强飞秒激光脉冲作用下的高次谐波产生现象,并研究了激光脉冲偏振方向对氮分子高次谐波的影响.结果表明氮分子的高次谐波谱具有典型原子谐波谱的特征;谐波谱强度随着θ(激光偏振方向与分子轴向夹角)的增大而减小.这与J.Itatanl在Nature上报道的实验结果基本一致.     

SERS标记免疫金溶胶的影响因素研究

将表面增强拉曼光谱(SIERS)的高度灵敏性应用于标记免疫检测,具有很大的意义。在“固相抗体-待测抗原-标记抗体”夹心复合物体系中,以(SERS)标记的金溶胶与抗体结合,制备标记抗体。以芳香族化合物苯硫酚为标记分子,与一定大小粒径的金纳米粒子形成S-Au键,生成带有SERS信号的标记金溶胶。表面带负电荷的标记金溶胶与带有正电荷基团的抗体形成牢固的标记免疫金溶胶。从金纳米粒子粒径的选择、在金溶胶中加入苯硫酚的量及反应时间、抗体对标记金溶胶标记分子的SERS信号的影响进行了研究。