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.     

Conversion of single-stranded oligonucleotides into cloned duplexes and its consecutive application to short artificial genes.

A general method to convert single-stranded, chemically synthesized oligonucleotides into cloned duplexes is described. Oligonucleotides supplied with 3'-terminal extensions that are complementary to 3'-protruding ends obtained by certain restriction enzymes can be cloned either directly or with the help of an adapter molecule into double-stranded vectors. Two methods have also been developed for consecutive cloning applications. According to these methods, the synthetic oligonucleotides (and their enzymatically prepared complementary strands) are joined, one after the other, inside a cloning vector, each joining requiring one cloning step. Synthetic genes are thus built up from oligonucleotides corresponding to only one strand of the DNA. The sequential assembly of the cloned duplex takes place in the 5' to 3' direction. Each oligonucleotide is supplied with a four-nucleotide-long 3'-terminal extension, but this sequence is eliminated when the joining takes place, leaving no limiting sequence between the oligonucleotides. The two consecutive cloning methods, the adapter and the polycloning site methods, are illustrated by the assembly of short artificial genes.     

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.     

Crystal and Molecular Structure of OMPCTF

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Neocompact Sets and the Fixed Point Property

We use a newly introduced concept of neocompactness to study problems from metric fixed point theory. In particular, we give a sufficient condition for a superreflexive Banach space X to have the fixed point property and obtain shorter proofs of some well-known results in that theory.     

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]。     

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．     

Copper-D-penicillamine complex as potential contrast agent for MRI.

In vitro and in vivo proton T1 data are reported that demonstrate that the paramagnetic copper-D-penicillamine complex can be applied as a potential contrast agent to magnetic resonance imaging.