期权定价新型二叉树参数模型的构造

对目前普遍使用的期权定价二叉树模型的缺陷进行了分析,利用矩法构造出新型的二叉树参数模型.新的模型避免了负的概率并且具有很高的计算精度,因而可应用于计算各种期权的价格.     

Nonparametric Estimation of Extreme Conditional Quantiles with Functional Covariate

Estimation of the extreme conditional quantiles with functional covariate is an important problem in quantile regression. The existing methods, however, are only applicable for heavy-tailed distributions with a positive conditional tail index. In this paper, we propose a new framework for estimating the extreme conditional quantiles with functional covariate that combines the nonparametric modeling techniques and extreme value theory systematically. Our proposed method is widely applicable, no matter whether the conditional distribution of a response variable Y given a vector of functional covariates X is short, light or heavy-tailed. It thus enriches the existing literature.     

In situ synthesis and characterization of multiwalled carbon nanotube/Au nanoparticle composite materials

An effective and facile in situ reduction approach for the fabrication of carbon nanotube-supported Au nanoparticle (CNT/Au NP) composite nanomaterials is demonstrated in this article. Linear polyethyleneimine (PEI) is ingeniously used as both a functionalizing agent for the multiwalled carbon nanotubes (MWNTs) and a reducing agent for the formation of Au NPs. This method involves a simple mixing process followed by a mild heating process. This approach does not need the exhaustive surface oxidation process of CNTs. The coverage of Au NPs on CNTs is tunable by varying the experimental parameters, such as the initial molar ratio of PEI to HAuCl4, the relative concentration of PEI and HAuCl4 to MWNTs, and the temperature and duration of the heat treatment. More importantly, even the heterogeneous CNT/Au composite nanowires are obtainable through this method. TEM, XPS, and XRD are all used to characterize the CNT/Au composite materials. In addition, the optical and electrocatalytic properties are investigated.     

Determination of flavone C-glucosides in antioxidant of bamboo leaves (AOB) fortified foods by reversed-phase high-performance liquid chromatography with ultraviolet diode array detection

A sensitive solid-phase microextraction and gas chromatography-pulsed flame photometric detection technique was developed to quantify volatile sulfur compounds in wine. Eleven sulfur compounds, including hydrogen sulfide, methanethiol, ethanethiol, dimethyl sulfide, diethyl sulfide, methyl thioacetate, dimethyl disulfide, ethyl thioacetate, diethyl disulfide, dimethyl trisulfide and methionol, can be quantified simultaneously by employing three internal standards. Calibration curves were established in a synthetic wine, and linear correlation coefficients (R2) were greater than 0.99 for all target compounds. The quantification limits for most volatile sulfur compounds were 0.5 ppb or lower, except for methionol which had a detection limit of 60 ppb. The recovery was studied in synthetic wine as well as Pinot noir, Cabernet Sauvignon, Pinot Grigio, and Chardonnay wines. Although the sulfur compounds behaved differently depending on the wine matrix, recoveries of greater than 80% were achieved for all sulfur compounds. This technique was applied to analyze volatile sulfur compounds in several commercial wine samples; methionol concentrations were found at the ppm level, while the concentrations for hydrogen sulfide, methanethiol, and methyl thioacetate were at ppb levels. Only trace amounts of disulfides and trisulfides were detected, and ethanethiol was not detected.     

A new phenanthro [2,3-b] furan from Pleione bulbocodioides

A novel phenanthro[2,3-b]furan 1,named(3-hydroxy-9-(4′-hydroxy-3′-methoxypheny1)-11-methoxy-5,6,9,10-tetrahydro- phenanthro[2,3-b]furan-10-yl)methyl acetate,and two known phenolic compounds were isolated from the tubers of Pleione bulbocodioides(Franch.)Rolfe.Their structures were elucidated by spectroscopic methods.     

用于光纤传像束的折-衍混合光学耦接器研究

在光学耦接器设计中引入衍射面,根据衍射光学元件的三级像差理论,分析了衍射面初始结构参量的求解规律,通过理论计算和ZEMAX光学软件的优化,给出工作波长0.4~0.7 μm,焦距27.5 mm,光学长度为64 mm,采用一个衍射面的耦接器设计实例.该耦接器适用于单丝直径16 μm,截面直径为6 mm的光纤传像束.对设计结果的分析表明,折-衍混合耦接器不仅在光学性能方面优于传统的光学耦接器,而且在尺寸和重量上有非常显著的减少.     

P-Cu-Mo杂多阴离子柱撑水滑石的制备

杂多阴离子柱撑水滑石作为一类新型的催化材料,近年来日益受到人们的关注。但由于杂多化合物对碱不稳定及水滑石在酸性条件下层结构易被破环,故文献中仅有制得钨硅系杂多阴离子柱水滑石的报道。作者将过渡金属引入钼磷酸的Keggin结构骨架中,提高了其溶液稳定性,并在微波场中快速地制得了P-Cu-Mo杂多阴离子柱撑水滑石。     

钼钒砷三元杂多酸氧化还原性能研究

杂多酸应用十分广泛 ,作为催化剂是迄今为止的一项最广泛、最重要、最具前途的应用。已经用杂多化合物作为催化剂实现工业化的大型项目有八个[1] ,创造了良好的经济效益和社会效益。杂多酸具有酸性和氧化性 ,作为酸型、氧化型或双功能催化剂 ,应用于许多均相和多相催化反应中。其中 ,具有 Keggin结构的杂多酸显示出良好的催化活性 ,是被广泛应用的酸种之一。杂多酸组成元素众多 ,可以通过调变元素的组成和比例来调变其氧化还原性 ,以适应各种不同的催化需要 ,这对于开发新型催化剂具有重要意义。本文合成了四种钼钒砷三元杂多酸 ,经表征确…     

α—取代呋喃类化合物高分辨^1HNMR特征与取代基效应

呋喃类杂环化合物几乎存在于所有食品中[1]。目前已从不同食品中鉴定出200余种呋喃类化合物,通过剖析和模拟天然食品中香气成分的组成和结构,已研究开发出100余种呋喃类杂环香料[2],许多α呋喃酯类化合物已成为重要的合成香料新品种[3]。本文通过高分辨核磁共振方法研究了...