标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

混杂配体金属簇合物的分子振动光谱与结构

由于原子簇化合物在催化，生物活性，功能材料等方面所呈现的重要性，使其成为无机和物理化学最重要的研究领域之一。文章中和谱学方法对一些具有混配体的过渡金属簇合物的结构及其两者之间的关系进行.     

Effects of Processing Parameters on Microstructure and Properties of Nanoscale ZrC/ZrB2 Multilayered Coatings

ZrC/ZrB2 multilayered coatings with bilayer periods of 3.5-40nm are synthesized by rf magnetron sputtering. Analyses of x-ray diffraction, scanning electron microscopy and nanoindentation indicate that multilayered coatings possess much higher hardness and greater fracture resistance than monolithic ZrC and ZrB2 coatings. A maximum hardness （41.TCPa） and a critical fracture load （73.7mN） are observed in the multilayer with A = 32 nm deposited at the substrate bias -40 V. Higher residual stress built in the ZrC layer can be released by periodic insertion of ZrB2 into the ZrC layer. A clear multilayered structure with mixed ZrB2（001）, ZrB2 （002） and ZrC （111） orientations should be responsible for the enhanced mechanical properties.     

The magnetic properties of Be-codoped GaMnN grown via molecular beam epitaxy

GaMnN and Be-codoped GaMnN were grown via molecular beam epitaxy using a single GaN precursor and their structural and magnetic properties were examined. X-ray diffraction and superconducting quantum interference device (SQUID) measurements revealed that the grown layers are homogeneous without precipitates. The saturation magnetization of GaMnN has increased from ∼4 to ∼16 emu/cm³ via codoping of Be. The d–d exchange interaction between Mn atoms was discussed for the ferromagnetism of GaMnN.     

Oil Migration in Chocolate

Oil migration in filled chocolates limits shelf life due to texture changes and loss of visual appeal. Spatial and temporal oil concentration changes of a two-layer chocolate and peanut butter filling system, which models a filled chocolate, were monitored by magnetic resonance imaging. Formulations of chocolate varied with respect to particle size, milk fat content and emulsifier level. Sorption-time experimental data was used to establish the best fit diffusion coefficient for a Fickian diffusion model. On the basis of the comparison of spatial experimental data to the model, Fickian diffusion alone does not account for oil migration. Authors' address: Michael J. McCarthy, Department of Food Science and Technology, University of California, One Shields Avenue, Davis, CA 95616, USA     

Crystal and Molecular Structure of OMPCTF

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Large Sample Properties of Mixture Models with Covariates for Competing Risks

We study the large-sample properties of a class of parametric mixture models with covariates for competing risks. The models allow general distributions for the survival times and incorporate the idea of long-term survivors. Asymptotic results are obtained under a commonly assumed independent censoring mechanism and some modest regularity conditions on the survival distributions. The existence, consistency, and asymptotic normality of maximum likelihood estimators for the parameters of the model are rigorously derived under general sufficient conditions. Specific conditions for particular models can be derived from the general conditions for ready check. In addition, a likelihood-ratio statistic is proposed to test various hypotheses of practical interest, and its asymptotic distribution is provided.     

教学研究:介绍量子力学几个基本概念——兼答《关于量子几何相位的评注》中的几个主要问题

介绍了量子绝热定理的物理含义及成立的条件，认为有关主要献（Aharonov-Anandan,Bohm，孙昌璞等）的表述是正确的，而《关于量子几何相位的评注》^[1]（以下简称《评注》）相应的表述不完全正确。在此基础上，认为这些献和教材（R.Shankar)得出的涉及Berry绝热相位的一些论述（不含Berry绝热相因子的瞬时能量本征态不满足含时Schroedinger方程等）也是正确的，而《评注》的论述与此相反。《评注》认为只有γn(C)才是Berry相位。本作则倾向于把γn（t）叫做Berry绝热相位，而把γn（C）=γn（T）-γn（0）叫做几何相位（geometric phase)^[2]。     

SECOND BEST TAXES AND QUOTAS IN NITROGEN REGULATION

This paper investigates second best policies to regulate nitrogen leaching. When the policy maker controls the total nitrogen use, an overall tax is superior to an action equivalent overall quota. When the goal is to regulate the expected level of nitrogen leaching, expected profit of a risk neutral farmer is greater under an overall tax than under an overall quota under a reasonable condition. The welfare ranking of action equivalent taxes and quotas for a risk averse farmer is generally ambiguous. In the numerical analyses, overall taxes turned out to be superior to overall quotas with both targets, despite a very high value of absolute risk aversion, 0.01. These results suggest that an overall tax is probably a superior policy to an overall quota to regulate expected total nitrogen use or expected nitrogen leaching for risk neutral and most of risk averse farmers.     

周期分析法在棉红蜘蛛发生程度预测中的应用

本文应用周期分析方法对江陵县棉红蜘蛛—朱砂叶螨的预测预报技术作了新的尝试．经对江陵县３６年历史资料拟合，符合率高达９４．４％．运用这一技术对该县１９８７—１９９６年棉红蜘蛛发生程度进行了１０年长期预测预报．