股票价格服从指数O-U过程的再装期权定价

期权及其定价理论是目前金融管理,金融工程研究的前沿与热点问题.本文在标的资产的价格服从指数O-U过和模型假设下,运用G irsanov定理获得了该过程的唯一等价鞅测度.用期权定价的鞅方法,得出了再装期权的定价公式.     

酞菁钴吡啶轴向配合物的合成及表征

从4-硝基邻苯二腈出发，首先合成了酞菁钴的衍生物——对称的四取代烷基苯氧基酞菁钴，并以此为基础，采用溶剂热的方法合成了与吡啶形成的无取代轴向配合物，对相关化合物进行了红外、紫外、质谱的表征．初步尝试了由溶剂热的方法制备金属酞菁轴向配合物．     

ROLE AND IMPORTANCE OF RADIUS OF GYRATION OF CHAINS IN THE MELT IN THE CRYSTALIZATION OF POLY(1-BUTENE)

Crystallization in polymer systems actually is a process that transfers the entangled melts into a semi-crystallinelayered structure. Whether or not a chain disentangles may result in different crystallization mechanism. When compared tothe crystal thickness (d_c), the volume occupied by the chain in the melt, i.e., the radius of gyration (R_g), plays a veryimportant role in polymer crystallization. When d_c≤R_g, crystallization does not necessitate a chain disentangling. Theentanglements are just shifted into the amorphous regions. However, as d_c>R_g, i.e., as the crystal thickness ges larger thanthe radius of gyration of the chain in the melt, it becomes necessary for a chain to disentangle. Then a change ofcrystallization mechanism occurs. Such change has been experimentally observed in the crystallization of poly(1-butene). Achange in the crystal morphologies from spherulite to quadrangle, is seen via PLM, as crystalliation temperatures increase.Even more, such a change is molecular weigh dependent and shifts to lower temperature as molecular weigh decreases.There exists a jump of crystal thickness and crystallinity associated with morphological change, as seen via SAXS. A changeof crystallization kinetics and crystallinity is further evidenced via dilatometry. The unique feature of P1b crystallization hasbeen discussed based on the radius of gyration of chain in the melt (R_g), and very good agreement is obtained.     

THE EFFECT OF MATRIX TOUGHNESS ON THE BRITTLE-DUCTILE TRANSITION OF HDPE/CaCO_3 BLENDS

The effects of HDPE matrix toughness on the brittle-ductile transition of HDPE/CaCO_3blends are investigated. Not all HDPE can be toughened by CaCO_3 particles. The ability of thematrix to yield plays a fundamental role in determing whether HDPE can be toughened or not.There exists a critical matrix toughness (I_(sc)≈45J/m) below which HDPE can not be toughenedobservably by CaCO_3 particle at given average size, and above which the critical matrix ligamentthickness (τ_?) is proportional to matrix impact strength.     

Studies on partial compatibility of PP and PS

<正>Blends of polystyrene(PS) and polypropylene(PP) were prepared through melt compounding.With an increase of PS content up to 30 wt%,the tensile strength of PP/PS blends increased from 37.4 MPa to 42.2 MPa,although the blends were widely regarded as immiscible.The DSC results showed that there's slight decrease in melting temperature of PP, showing insufficient evidence for partial compatibility between PP and PS.Almost no variation of distinct characterization peaks were observed in FTIR spectra of PS/PP blends compared with those of neat PP and PS,indicating there is no chemical interactions between PP and PS.Since the morphology investigation showed a droplet structure as PS content was up to 30 wt%,the improvement of tensile strength could be simply considered as due to the reinforcing effect of dispersed rigid PS particles on the PP,combining with partial compatibility between them as evaluated by change of C_p at glass transition for both PS and PP.More interestingly,DSC and DMA results showed that the blending of PS and PP could lead to a substantial decrease of the glass transition temperature(T_g) of PP,and increase of T_g of PS.The annealing experiment was carried out to understand the change of T_g in PP/PS blends.It is believed that the compressive stress generated by the contracting PP should be the dominant mechanism for the T_g elevation of PS.On the other hand,the T_g decrease of PP is likely owing to the creation of a large amount free interface of PP and the dilatation of the PP phase resulting from the corresponding tension exerted by PS during cooling.     

一种红外伪装效果评价的新方法

首先介绍了多分形理论和多分形谱的计算方法,然后定义了谱线之间的距离,最后计算了目标伪装前后与背景在多分形特征上的差异,结果表明定义的距离是合理的,能够有效计算谱线之间的差异,而且多分形分析用于伪装效果评价是可行的.谱线的差异越大,说明伪装效果越差,反之,说明伪装效果好.     

剪切作用下PA1010/PP共混物的形态与性能研究

通过动态保压注射成型方法制备了聚酰胺1010/聚丙烯(PA1010/PP)共混物,并研究了形态与性能的关系.力学性能测试结果表明在熔体冷却过程中施加剪切可以大大提高共混物的拉伸强度、拉伸模量和缺口冲击强度,当PP的质量分数为20%时,共混物的缺口冲击强度达到21.3kJ/m2,是静态样的3倍多,拉伸强度达到50.9MPa,是静态样的1.5倍.扫描电镜(SEM)结果表明在动态保压样的横断面可以观察到剪切诱导的形态,中间是芯层,围绕着芯层的是剪切层,最外面是皮层,相区尺寸显著减小、分散相分散更趋均匀,特别是PP的质量分数为20%时,相区尺寸从原来的约3.9μm降低到约1.4μm.动态保压样机械性能的提高归因于剪切作用下独特相形态的形成,分子链沿流动方向的取向是拉伸强度提高的主要原因,而剪切使分散相颗粒变小和剪切层中分子链的取向是冲击强度提高的主要原因.     

SURFACE STRUCTURE AND BULK PROPERTIES OF FLUORINATED POLY(ETHER URETHANE)S AND POLY(ETHER URETHANE) BLENDS

INTRODUCTIONPolyurethanes (PU) have been widely used for manufacturing medical devices because of their excellentmechanical properties and moderate biocompatibility[1]. Although polyurethanes used in applications requiringall of the above properties have been successful for short-term use, the problems of long-term thromboresistanceand biostability in a biological environment still remain unsolved[2,3]. A legitimate approach to improving theproperties of polyurethanes is introduction of f…     

中国联通移动数据增值业务在线计费方案研究

分析了中国联通现有的增值业务实时计费方案的问题。重点研究OCS的体系结构以及在新架构下增值业务的总部业务实时计费方案以及内容计费中流量费如何根据内容合理配额的方案。     

化学反应的内禀反应坐标法(Ⅷ)——甲基叠氮热解反应的反应路径解析

采用内禀反应坐标法完成了对甲基叠氮热解反应途径的微观动力学解析.结果表明甲基叠氮的热解是以伴随N₂消除后发生1,2-H迁移的协同方式完成的,属协同的非同步反应,此机制可解释(H₃C)nH_3-nC-N₃(n=0～2)烷基叠氮系列热解温度的光电子能谱结果.