纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Effect of distortion in electron impact excitation in Coulomb-projected Born approximation

We have calculated total and differential cross-sections for 1s →ns (n = 2, 3, 4) electron impact excitation of hydrogen and hydrogenic ions at various energies in Coulomb-projected Born approximation. Distortion due to static interactions, target polarization and exchange effects has been incorporated in the initial channel. The present calculations have been compared with other theoretical and experimental results.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

πNN过程对Gottfried求和规则破坏的贡献

指出在计算πNN过程对核子结构函数的贡献时,将反冲核子视为物理核子更为合理.对Gottfried求和规则破坏、对质子中海夸克分布u和d不对称u(x)–d(x)等方面的贡献给出了详细的计算,与已有实验进行比较.结果表明π介子交换不是导致这一破坏以及影响核子结构函数的效应的惟一来源.     

Synthesis of poly-yne polymers containing transition metals,disilane, disiloxane and phosphine groups in the main chain

The synthesis and characterization of metal poly-yne polymers containing disilane, disiloxane and phosphine groups in the main chain are described. The platinum and palladium poly-yne polymers were synthesized by polycondensation reactions between a metal chloride and an α, ω-bisethynyl complex in amines in the presence of cuprous iodide as a catalyst. The nickel poly-yne polymers were synthesized by an alkynyl ligand exchange reaction between a nickel acetylide and an α, ω-bisethynyl complex in diethylamine in the presence of cuprous iodide as a catalyst. The reaction of the platinum poly-yne polymer, containing disiloxane groups in the main chain, with copper (I) salts afforded adducts of η-²-bonded σ-acetylide polymer complexes. The reactions of the palladium poly-yne polymer, containing phosphine groups in the main chain, with transition-metal carbonyl complexes afforded polymer complexes which have phosphorus in the main chain-transition-metal bonds. A concentrated solution of the platinum poly-yne polymer containing disiloxane groups in the main chain forms a lyotropic liquid crystal in dichloromethane or 1, 2-dichloroethane.     

Determination of the rate of rapid lipid transfer induced by poly(ethylene glycol) using the SLM Fourier transform phase and modulation spectrofluorometer

Rate constants were determined for the transfer of the fluorescent lipid probe 1-palmitoyl-2-[[2-[4-(6-phenyl-trans-1,3,5-hexatrienyl)phenyl]ethyl] oxy]carbonyl]-3-sn-phosphatidylcholine (DPHpPC) between large, unilamellar extrusion vesicles composed either of dipalmitoyl phosphatidylcholine (DPPC) or of DPPC mixed with a small amount (0.5 mol%) of lyso phosphatidylcholine (Lyso PC). Transfer of the lipid probe in the presence of varying concentrations of poly(ethylene glycol) (PEG) was monitored using the SLM 48000-MHF Multi-Harmonic Fourier Transform phase and modulation spectrofluorometer to collect multifrequency phase and modulation fluorescence data sets on a subsecond time scale. The unique ability of this instrument to yield accurate fluorescence lifetime data on this time scale allowed transfer to be detected in terms of a time-dependent change in the fluorescent lifetime distribution associated with the lipid-like DPHpPC probe. This probe demonstrates two short fluoresence decay times (ca. 1.1–1.4 and 4.3–4.8 ns) in a probe-rich environment but a single long lifetime (ca. 7 ns) in a probe-poor environment. A simple two-state model for initial lipid transfer was used to analyze the multifrequency data sets collected over a 4-s time frame to obtain the time rate of change of the concentrations of donor and acceptor probe populations following rapid mixing of vesicles with PEG. The ability to measure fluorescence lifetimes on this time scale has allowed us to show that the of rate of lipid transfer increased dramatically at 35% PEG in both fusing and nonfusing vesicle systems. These results are interpreted in terms of a distinct interbilayer structure associated with intimate bilayer contact induced by high and potentially fusogenic concentrations of PEG.     

苯对N,N-二甲基甲酰胺化合物1H NMR的影响研究

本文研究了N,N-二甲基甲酰胺(DMF)在四氯化碳和苯混合溶剂中的¹H NMR。观察到N,N-二甲基甲酰胺(DMF)分子中两个甲基和混合溶剂中苯的共振吸收峰的化学位移随苯的摩尔分数增加而逐渐移向高场,而且两个甲基共振吸收峰向高场移动的程度不同,α甲基较β甲基为甚。DMF分子中两个甲基和混合溶剂中苯的化学位移可以用线性方程表示(δ=A+Bx),这里x是混合溶剂中苯的摩尔分数。相关系数R接近于-1。     

Synthesis and properties of triethylammonium 2,2,5-triphenyl-1,3,2,5-dioxaborataphosphorinane

The reaction of bis(hydroxymethyl)phenylphosphine with isobutyl diphenylborate in the presence of triethylamine leads to the formation of triethylammonium 2,2,5-triphenyl-1,3,2,5-dioxaborataphosphorinane (1). The reaction of compound 1 with electrophilic reagents (O, S, Se, CH₂O, RHal) leads to quaternization of the phosphorus atom, giving the corresponding phosphine oxides, sulfides, and selenides and P,B-containing betaines. In the reactions of compound 1 with amines aminomethylphosphines of the diazaphosphorinane and diazadiphosphacyclooctane series are formed. Ammonium 1,3,2,5-dioxaborataphosphorinanes dissociate in solutions and enter into ion exchange with phosphonium iodides, leading to phosphonium 1,3,2,5-dioxaborataphosphorinanes. The latter, in the case of the aminomethylphosphonium cation, undergo intramolecular rearrangement with the formation of P,B-containing betaines and aminomethylphosphines.Deceased.A. E. Arbuzov Institute of Organic and Physical Chemistry, Kazan' Scientific Center, Russian Academy of Sciences, 420083 Kazan'. Translated fromIzvestiya Akademii Nauk, Seriya Khimicheskaya, No. 6, pp. 1398–1405, June, 1992.     

具有一对零态射的Morita Context环(II)

设$(A,B,V,W,\psi,\phi)$是一个Morita Context,具有一对零态射$\psi=0$, $\phi=0$, $C =\left ( \begin{array} {cc}A & V \\W & B \end{array}\right)$是对应的Morita Context环.本文给出了$C$与$A,B,V,W$之间关于环的$\pi$-正则性、semiclean性、Mophic性和环的Exchgange性、Potent性、GM性的关系.     

置换环上的稳定矩阵

本文证明了置换环上的正则稳定矩阵是幂等矩阵和可逆矩阵的积,进一步证明了置换环上的正则稳定矩阵可以对角化。