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.     

The Improvement of Fischer's Inequality and Hadamard's Inequality

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Theory on the optical-phonon Raman scattering in GaAs/AlAs heterostructures

A microscopic theory of Raman scattering by optical phonons in GaAs/GaAlAs heterostructures is worked out systematically, on the basis of recent advances in our knowledge of the electronic structure and the optical-phonon modes in superlattices and quantum wells. Theories have shown that specific features of the intermediate states are of special importance for a quantitative theory. Thus, the heavy and light hole mixing effect, and the angular momentum state of the four-component excitons, can play a decisive role in determining the predominant scattering channels. Special attention has been paid to the Frolich-interaction induced scattering, which is dipole forbidden in bulk materials but allowed in multiple quantum wells owing to the barrier penetration and the hole mixing. Based on the microscopic theory, explanations are provided for such experimental facts as the asymmetry between the incoming and the outgoing resonance, the line shape of Raman spectra and the features of two-phonon Raman scattering in quantum well systems.     

Intermolecular interactions of methyl acetate, β-propiolactone,ethyl acetate,and γ-butyrolactone: An AM1 semiempirical study

Closely related structures, like esters and lactones, have vastly different physical properties. This is apparently due to differences in the intermolecular interactions. The intermolecular interactions of methyl acetate, β-propiolactone, ethyl acetate, and γ-butyrolactone have been studied using the AM1 semiempirical method. Some of the “arranged clusters” were also compared to possible covalently bound trimers and tetramers of β-propiolactone and γ-butyrolactone. © 1992 John Wiley & Sons, Inc.     

One convenient synthesis route to boron nitride nanotube

We describe one convenient synthesis route to boron nitride (BN) nanotube by the reaction of boron powder, iron oxide, and ammonium chloride at 600 °C for 12 h. Characterized by XRD, FTIR, XPS, TEM and SAED, the composition and morphology of the products are confirmed. The possible reaction mechanism is also discussed.     

The Fundamental Experiments of Red Tide Chemical Forecast

Many food algae and red tide algae were cultivated in the f/2 medium, and the nitric oxide (NO) concentration of the medium and the cell density were determined. The experiments on algae were conducted when different concentrations of NO were added into the medium using two methods. The results show that low concentrations of NO were self-produced by marine algae during the exponential growth period and were about nmol/L level. But at the end of the period, i.e., 2 or 3 days before the cell density reaches the maximum, an NO peak appeared, with the NO concentration reaching 10 nmol/L. The NO threshold concentration exists according to the influence of exogenous NO on the marine phytoplankton growth. One type is the threshold concentration that can promote algae growth, and its value is between 10 and 1 nmol level, or even lower. The other type can inhibit the phytoplankton growth, which is about μmol level or higher. The results indicate that red tide algae are far more sensitive to NO than are food algae. The fundamental experimental outcome above may provide a new clue for red tide chemical forecast by inspecting the NO change.     

"受迫振动共振"演示实验的改进

高一物理新教材第九章第七节受迫振动共振中出现了三种频率：物体受迫振动的频率、驱动力的频率和物体的固有频率，对三种频率的理解学生感到困难；其次，对共振曲线的理解也感到很抽象。为此，对本节演示实验进行了较科学的改进，收到了很好的效果。     

压缩真空场与原子非线性作用过程中的纠缠与消纠缠

用Von Neumann熵研究了附加克尔介质的压缩真空场与二能级原子依赖强度耦合相互作用量子体系的量子纠缠特性.讨论了初始压缩真空场的压缩度以及克尔非线性作用的强度对该量子体系纠缠特性的影响.结果表明，克尔介质的非线性作用的强弱可以改变体系量子纠缠的周期性；在初始压缩度较大（r=5）时，克尔介质的非线性作用可导致原子与场持续地处于最大纠缠态，无消纠缠态或持续地处于消纠缠态. 关键词： 压缩真空态 克尔介质 依赖强度耦合J-C模型 Von Neumann熵 量子纠缠     

Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs

We introduce the concept of partially strictly monotone functions and apply it to construct a class of nonlinear penalty functions for a constrained optimization problem. This class of nonlinear penalty functions includes some (nonlinear) penalty functions currently used in the literature as special cases. Assuming that the perturbation function is lower semi-continuous, we prove that the sequence of optimal values of nonlinear penalty problems converges to that of the original constrained optimization problem. First-order and second-order necessary optimality conditions of nonlinear penalty problems are derived by converting the optimality of penalty problems into that of a smooth constrained vector optimization problem. This approach allows for a concise derivation of optimality conditions of nonlinear penalty problems. Finally, we prove that each limit point of the second-order stationary points of the nonlinear penalty problems is a second-order stationary point of the original constrained optimization problem.