Option pricing under residual risk and imperfect hedging

This paper is concerned in the option pricing in a discrete time incomplete market. We emphasize the interplay between option pricing and residual risk as well as imperfect hedging. It has been shown that the value of a European option satisfies a hyperbolic, rather than parabolic, partial differential equation. The closed-form solution for this hyperbolic equation has been obtained, which will collapse to the Black–Scholes formula as the time scaling converges to zero.     

A Novel Quantum Voting Scheme Based on BB84-State

BB84-state is the non-orthogonal single-photon state which has the advantage of easy implementation compared with the quantum multi-photon entanglement states. In this paper, based on BB84-state, by introducing a trusted third-party voting center, a quantum voting scheme is proposed. In this scheme, by performing corresponding unitary operation on BB84-state, all voters send their voting information to the tallyman Charlie, then Charlie counts all votes under the supervision of voting management center Bob, which ensures that the protocol can resist inside attacks. Moreover, by utilizing the decoy particles, our scheme can efficiently prevent outside attacks. Compared with other related quantum voting protocols, our protocol has higher qubit efficiency and fewer interactive times.

     

Fe-Co-Ni合金纳米粒子镶嵌的碳纳米纤维的简单制备及其吸波性能

通过在氩气中碳化含有乙酰丙酮金属盐的电纺聚丙烯腈纳米纤维合成了镶嵌（Fe_1-xCo_x）_0.8Ni_0.2（x=0.25,0.50,0.75）合金纳米粒子的碳纳米纤维,用X射线衍射（XRD）、扫描电镜（SEM）、透射电镜（TEM）、振动样品磁强计（VSM）和矢量网络分析仪（VNA）等对其物相、形貌、微观结构、静磁及电磁特性进行表征和分析,并根据传输线理论模拟计算了2~18 GHz频率范围内的微波吸收性能。结果表明：所制备的复合纳米纤维具有典型的铁磁特征,由无定形碳、石墨和面心立方结构Fe-Co-Ni合金三相组成,原位形成的合金纳米粒子沿纤维轴向均匀分布,且被有序石墨层所包覆。磁损耗和介电损耗间的协同作用及特殊的核/壳微观结构使仅含5%（w/w）的（Fe_1-xCo_x）_0.8Ni_0.2/C复合纳米纤维的硅胶基吸波涂层表现出优异的微波吸收性能。当涂层厚度为1.1~5.0 mm时,x=0.25、0.50和0.75的样品最小反射损耗分别达到-78.5、-80.2和-63.4 dB,反射损耗在-20 dB以下的吸收带宽分别为14.9、14.8和14.5 GHz,几乎覆盖整个S波段至Ku波段。通过调节合金的组成可对材料的电磁特性及微波吸收性能进行一定程度的控制。     

基于Li_(0.35)Zn_(0.3)Fe_(2.35)O_4和碳纳米纤维双层吸波体的结构设计与吸收性能研究

通过静电纺丝技术和热处理制备了Li0.35Zn0.3Fe2.35O4纳米纤维和碳纳米纤维,并将它们各自均匀分散在硅橡胶基质中,测量了相应复合体在2~18 GHz频率范围内的相对复介电常数和复磁导率,并根据传输线理论评估了由它们所构成的单层和双层结构吸波体的微波吸收特性。结果显示由于Li0.35Zn0.3Fe2.35O4纳米纤维与碳纳米纤维的电磁特性的有机结合,双层吸波体的微波吸收性能明显优于同厚度的单层吸波体。当以厚为1.8 mm的Li0.35Zn0.3Fe2.35O4纳米纤维/硅橡胶复合体为吸收层和厚为0.2mm的碳纳米纤维/硅橡胶复合体为匹配层时,双层吸波体的反射率在13.9 GHz达到一个最小值-47.8 dB,反射率低于-10 dB的吸收带宽为8.8 GHz,频率范围为9.2~18 GHz,反射率小于-20 dB的频率范围为11.5~18 GHz,带宽为6.5 GHz,覆盖整个Ku波段。优化设计的双层吸波体有望作为一种轻质高效的Ku波段微波吸收材料。     

Optical and Structural Properties of Cr-Doped GaN Grown by HVPE Method

Single crystalline Cr-doped GaN fihns are successfully grown by hydride vapor phase epitaxy. The structure analysis indicates that the film is uniform without detectable Cr precipitates or clusters and the Cr atoms are substituted for Ga sites. The impurity modes in the range 510 530cm^-1 are observed by the Raman spectra. The modes are assigned to the host lattice defects caused by substitutional Cr. The donor-aeceptor emission is found to locate at Ec - 0.20 eV by analyzing the photoluminescence spectrum obtained at different temperatures, and the emission is attributed to the structural defects caused by CrGa-VN complex. The superconductor quantum interference device results show that the Cr-doped GaN film without detectable Cr precipitates or clusters exhibits paramagnetic properties.     

Effect of Rapid Thermal Annealing on the Formation of In-N Clusters in Strained InGaNAs

A model for the effect of rapid thermal annealing on the formation of In-N clusters in strained GalnNAs is developed according to thermodynamics. In the model, the lowest annealing temperature influencing the redistribution of atoms is introduced. The average variation of energy for formation per In-N bond is obtained by fitting the experimental values. Using the present model, we calculate the average number of nearest-neighbor In atoms per N atom after annealing. The obtained results are compared with the experiment. The qualitative analysis and quantitative analysis are in good agreement with each other. The model is helpful to explain the essence of the blueshift caused by annealing.     

UV Light-Emitting Diodes at 340nm Fabricated on a Bulk GaN Substrate

We demonstrate an ultra-violet light-emitting diode （UV-LED） fabricated on a bulk GaN substrate with elec- troluminescence （EL） emission centered at about 340 nm. The UV-LED exhibits low reverse leakage current on the order of 10^-9 A under -5 V at room temperature, which can be explained by the low defect density in the epi-structure. The evolution of EL spectra as a function of injection current levels reveals the improved heat dissipation of the LEDs with vertical geometry on the bulk GaN substrate. The unusual increase of EL intensity at elevated temperatures can be explained by thermally assisted p-dopant ionization.     

Optical and Magnetic Properties of Fe-Doped GaN Diluted Magnetic Semiconductors Prepared by MOCVD Method

Fe-doped GaN thin films are grown on c-sapphires by metal organic chemical vapour deposition method （MOCVD） Crystalline quality and phase purity are characterized by x-ray diffraction and Raman scattering measurements. There are no detectable second phases formed during growth and no significant degradation in crystalline quality as Fe ions are doped. Fe-related optical transitions are observed in photoluminescence spectra. Magnetic measurements reveal that the films show room-temperature ferromagnetic behaviour. The ferromagnetism may originate from carrier-mediated Fe-doped GaN diluted magnetic semiconductors or nanoscale iron clusters and FeN compounds which we have not detected.     

Demonstration of GaN/InGaN Light Emitting Diodes on (100) β-Ga2O3 Substrates by Metalorganic Chemical Vapour Deposition

The growth and fabrication of GaN/InGaN multiple quantum well (MQW) light emitting diodes (LEDs) on (100) β-Ga₂O₃ single crystal substrates by metal-organic chemical vapour deposition (MOCVD) technique are reported. x-ray diffraction (XRD) θ-2θ scan spectroscopy is carried out on the GaN buffer layer grown on a (100) β-Ga₂O₃ substrate. The spectrum presents several sharppeaks corresponding to the (100) β-Ga₂O₃ and (004) GaN. High-quality (0002) GaN material is obtained. The emission characteristics of the GaN/InGaN MQW LED are measurement. The first green LED on β-Ga₂O₃ with vertical current injection is demonstrated.     

基于PULSE系统的矢量水听器实时校准

基于对PULSE系统的应用开发研究,建立了矢量水听器实时校准可视化系统,利用ActiveX技术解决了PULSE系统与MATLAB实时通讯问题,这是实时校准的基础。并以矢量水听器理论基础为依据,用比较校准法原理通过MATLAB语言完成编程,同时解决了数据转化问题,通过建立的可视化界面实现对矢量水听器实时校准,提高了校准精度和可靠性,为矢量水听器使用前进行快速高效的校准创造了条件,同时也为其它声学设备校准提供了测量平台。